The Price Action Lab Report – Tuesday, November 18, 2014 [Premium]

The Price Action Lab Report includes a market recap and premium analysis and it is delivered daily before the market open. The premium analysis focuses on high probability setups in ETFs and S&P 500 stocks. Click here for more details.

Market Recap – November 17, 2014

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Quantitative Trading Software

Back-testing is the main tool trading system developers use for discovering an edge. But most experienced quant traders know that there is no easy solution to the problem of data-mining bias and due to that systems discovered via the use of back-testing have high probability of being flukes.

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This Has Only Occurred 13 Times in the Last 54 Years

The S&P 500 index rose a little less than 0.007% in the last three days. Since January of 1960, there have been 7,587 positive 3-day changes but only 13 were less that 0.007%. The last one was during last September, near the start of the correction.

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The Price Action Lab Report – Monday, November 17, 2014 [Premium]

The Price Action Lab Report includes a market recap and premium analysis and it is delivered daily before the market open. The premium analysis focuses on high probability setups in ETFs and S&P 500 stocks. Click here for more details.

Market Recap – November 14, 2014

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Just a Stunning Coincidence?

As many bloggers have noticed last week, the S&P 500 closed above its 5-day moving average for an unusually high number of sessions, 21 as of this last Friday. Is it just a stunning coincidence that the last time this happened was just before the Ruble crisis and the large correction in stocks that followed?

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