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Seems big firm stuff to create studies for lead/lag correlations (autocorr?) on Asian markets to European markets to US markets across multiple assets to find chicken and egg relationships.

The gold study seems to support basic correlation. Swapping stocks in daytime for cash is bad for gold if fear/vol is not so bad. So , overnight is stocks, gold and possibly treasuries down as well, USD up , to be reversed in the US day session? Some serious extrapolation/guessing here on my...

Some may argue they have a better chance punting with turtles , mutual fund behomiths, endowments, wealth funds ....than developing secret formulas in the basement to compete with Collective efforts of Phd's at ....well....I dont know where!

The largest single day Dow point gain in history triggered this rally off a V bottom at end of December. Should it have been considered if it did not fit TA views/ analysis. Should fundamental analysis, news, monetary policy shift, geo-political catalyst or astrology been weighted more than...

I will say one thing. When young I played about 15 years of basketball year round. My plant knee to jump "one legged" was my right leg. Never injured a knee before, during or after the 15 years b-ball so all things being equal....well, they are. My right knee is significantly worse than my left...

Are weekends included in the overnight study? Do weekends have more effect than any of the five periods. Buy Mon. Close - sell Tues open. Buy Tues close - sell Wed open. Buy Wed close - sell Thurs open. Buy Thurs close - sell Fri open. Buy Friday close - sell Mon open. .....weekends

Beats the return on most debt markets I would think. Government backs this junk don't they. Defaults can be sold to Vinny Knuckles who will take a crack at you then sell it again to the Russians to finally, the Republicans.

CGC, Canopy Growth.......took a small hit of this company today on Barr (Atty. Gen) statement today. So this thread is 8 years old and thread title spelling is wrong as well. Perfect! This action , moving 25 to 50 a couple times a year is like Yahoo 20 or so .

There is no parallel to 2003_2007 bull market. Recall the mortgage and homebuilder companies. Similar to nsdqaq circa 1999 when they rolled over. Denial and lies were daily CNBC fodder There is nothing like this going on here with tech or any other industry or sector. Imo.

AKS could be 10 bucks in a year .

Could be better than triple inverse etfs?

Wouldn't these two gentlemen have to sit at the kiddie table and not play with their food. I think they might last months , quit, and switch to piano lessons. Sad to joke this way of our billionares.

https://fred.stlouisfed.org/series/T10Y2Y#0 This 10 - 2 year spread has been a typically been used to discuss inversion in the media. This not yet inverted. I can't comment on the 10 - 3 month spread that inverted recently and caught attention See for yourself the predictive quality and timimg...

Are things different? Pre-2008 and more so prior, noise margins, or room for policy change(error) were wide. The spread in the 10over2or 10over fed funds may have been 500 bp. Or more. Now, whoops, a precise scalpel is required else inversion. Powell is the first to operate in this environment ...

Rip your face off, 1000 point dow days, biggest point change in history, did i say rip your face off, most shorted stock and rallies temper the eager. Well, they be coming as well. Decembers rally started with just such a day and has lasted months. It hasn't started yet , says price. Jimmy...

That's a nice chart posted regarding percentage of curve inverted. Seems fed may look at that and think ....acting fast in 2000 didnt help much ...and acting slow in 2007( still tightening with ongoing inversion?) didnt help much to say the least. Maybe this time they will work fast and along...

I have an open mind and will consider the 61.8 level is supporting the stock market. And......................I'm done. Is the .8 necessary?

Seems a case of nerves, jitters, a little to fast and furious on the stock indices in 2019. Clarification from fed that they are just being dovish ,appeasing , without a strong correlation to dire future expectations. They can always sell assets faster, en mass , to counter any yield inverting...

So, conservatives are doves now? Well, Germans crossed over in 2012, so seems everyone is now.

Levered utility etf is nice in environment where dividend yield is relatively favorable to treasury yields( like now) . Sort of like a spread trade. Same with long levered reits. Nothing to sneeze at. Got a young nephew whose 1st multi family is a levered long 33x investment. Obama money...