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Hello Mav, Would this apply to both convergent and divergent spreads? It seems to me that a divergent spread where both markets were trending would be the ideal trending spread.

Hello Mav, Would you elaborate a bit when you say that "weak trending days produce choppy spreads"? It would seem just the opposite to me especially if you a trading two divergent markets. E.g. a strongly trending long minus a strongly trending or maybe even less strongly trending short would...

Hello Mav, Could you talk a bit about the heuristics of OR, A levels and the number line values with respect to using the number lines as an indicator of strength/weakness? Here's what I'm getting at: depending on what you use for an OR has an impact on A-level as does the value you use for the...

I've been reading through your posts on this thread and when I hear someone talk about a spread I naturally think of something that is entered and exited at the same time and where relative (dollar, vol) sizing is taken into account. I was using your examples to help and guide my thinking re...

Hello Mav, Thanks for the insight. So, if you identified two markets, one exhibiting ACD strength and the other weakness is there any criteria that would keep you from spreading them? For example, if NG and GOOG (am trying to think up something unusual) were showing strength/weakness would you...

Hello Mav, In several posts such as this one you've alluded to finding spreads by looking for pairs where one has ACD strength (e.g., confirmed weekly up) and one has ACD weakness (e.g., confirmed weekly down). Some examples you've shown are CL/HG and USO/XLF. When you look at spread candidates...

Hi Mav, Would you elaborate a bit your preference for the Quantstart course over the Coursera offering. Was not familiar with Quantsart ... looks interesting.

Thanks Mav, Regarding the meaning of a number line confirming ... my understanding is that a NL confirmation does not necessarily say anything about the given market's trend (however you define that) but rather means that there is a confirmation of underlying strength/weakness in the given...

Hello Mav, In many, many posts you refer to your number line "confirming". Would you please elaborate a bit on what it means for the number line to confirm. First, without any additional qualification, I somewhat assume that when you use the term "number line" you mean the 30NL. It makes perfect...

Hello Mav, I'm guessing that ACD was not involved in the trading you describe above. Am trying to tie this to your "Hint: ACD can help you do this" comment. If you were using ACD back then (and maybe you were) how would this have impacted a scenario such as this? Again, not asking for your...

Hello Mav, You mentioned that ACD can help in spotting rare opportunities. If you have time could you show an example of ACD doing this? Currently, this is a bit abstract to me and would like to see what this looks like from an ACD p.o.v. Any market - stock, future, spread - where your ACD...

I kind of thought, and deep in my heart probably knew, and which you confirmed, was that what I stated was a gross oversimplification and as you said "boiling it down" is not the way to think about the markets and ACD.

Hello Mav, At a high level, and glossing over a lot of probably-important details, it seems like the above can be boiled down to 1) find a strong market using the NLs ) use the failed A levels to buy a retracement in the trend 3) use opposite A level as a target. I.e., buy retracements in a trend.

SPY open Jan 2= 267.84, Mar 6 close=272.88 .... 1.88% increase AIEQ open Jan 2=26.00, Mar 6 close=26.97 ... 3.73% increase The AIEQ increase was 98% greater than SPY ... i.e., AIEQ, so far in 2018, is kicking the ars of SPY

CSI www.csidata.com daily data, not free, all futures are available

As I said "anecdotally" :-). In this particular case and going back to Mav's comment of "In my opinion I think flat price is probably read better with charts and momentum type studies while spreads tend to respond to real fundamental concerns. And yes Bone, you are correct in that price has...

It just an anecdote, nothing scientific, but reviewing daily charts of a couple of markets such as CL and NG I'd agree that flat price is more amenable to charts and momentum. Spreads seem to have much more noise. I'd bet that if you were to measure the volatility of flat price vs some...

Hello Bone, You said "eSignal sucks. I really dislike it.". Would you lease elaborate on this a bit. What do you wish it would do that it doesn't and/or what does it currently do that sucks. Have not used it myself but their ability to chart exchange-traded spreads makes it of interest. Thanks

Hello Mav, You indicated that one size does not fit all with spreads - grains, energy, interest rates are all very different animals. Would you please elaborate on this a bit as it relates to incorporating non-price features / variables into your trading plan when trading spreads. Are there...

Hello Mav, Would you please elaborate a bit on "VIX has no relationship on the VX futures". I haven't tested it but wouldn't one expect the VIX index to be very highly correlated to the VX futures? Also, if you had a good short term model for forecasting the VIX index what would be a few ways to...