Tag Archives: algo trading

Crack In The bull Market No 79

This new meme that emerged last week confirms my view that many try to rationalize price action in the context of their expectations and that most of technical analysis is thinking in words.

Posted in Technical Analysis | Tagged , , , | Leave a comment

S&P 500: Lowest Intraday Range In 24 Years

The intraday change from the low to the high of the S&P 500 index on Friday, May 26, was only o.19%, which is the lowest in about 23 years and the fourth lowest in 31 years. I list some of … Continue reading

Posted in Market Statistics | Tagged , , | Leave a comment

Dumb Social Media Sentiment Algos Target The Stock of O’Reilly Automotive

Increased volatility in the stock of O’Reilly Automotive (ORLY) in the last two days while the name O’Reilly was trending in the news raises questions about the effectiveness of social media sentiment algos and their perils.

Posted in Quantitative trading | Tagged , , , | Leave a comment

Why Does It Feel Like Summer In The Stock Market?

Someone I follow in Twitter made a comment yesterday that recent market activity is similar to that observed during summer months. Below I include some – mostly useless – statistics and the possible reasons for the subdued action.

Posted in Market Statistics | Tagged , | Leave a comment

Use Algos to Fight The Algos

Every trader’s resolution for this year should include a transition to a mode of operation that is compatible with current market environment. Among other things, this includes abandoning random discretionary trading and adopting a systematic framework. When human traders start … Continue reading

Posted in Quantitative trading | Tagged , , , , , | Leave a comment

End Of Discretionary Trading Era

As far as I am concerned, this year marks the end of discretionary trading. Although this is done on a positive note for this blog, it is clear that discretionary trading, especially the type that is based on classical technical … Continue reading

Posted in Trading Strategies | Tagged , , , , | Leave a comment