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Technical Analysis

Price Action Analysis Charts

Instead of drawing lines and adding popular indicators on charts we spend more time analyzing price action. Here are some of the charts we look at among many others using SPY as an example.

Serial correlation of daily returns

Overnight versus RTH accumulation

Number of unfilled up gaps in rolling 120-day period (Notice the peak before the crash.)

Momentum vs. mean-reversion (Momersion)

Various changes from a day to the next based on the open, high, low and close

 

Daily volatility

and many others….

Charting and backtesting program: Amibroker

Data provider: Norgate Data

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