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How Does Statistics Apply To Trading?
"Wide Tailz gave you a good response but the issue you will have is the quote above. These types of simple methods usually require a very "Subjective" level of interpretation and therefore are nearly impossible to capture in a trading algorithm that would allow you to apply statistical analysis...- eurusdzn
- Post #6
- Forum: Strategy Building
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Total Recall
Last Monday strong ISM Index which was reported at 51.5 against the expectations of a 49.7 reading. Most regonal reports have been bad recently but... Tuesday was riskoff as Spanish aid request is not imminent. Wednesday flat/chop On Thursday, stocks began the day with a bullish bias... -
Total Recall
Summary for last week and some of upcoming week. WEEKLY NET CHANGE: SPY -1.3% FXE -1.05% FXA -.64% USO -1.07% GLD -.04% TLT +2.2% FXY +.1% VXX +3.45% On Monday, stocks began the week on a down note after Germany's Ifo Business Climate Index... -
Neither Tech nor Macro
I just have to say that I appreciate your sharing this knowlege. Concepts on weekly preperation, liquidity/levels, local volatility (not precisely sure what this is) and hedging , along with macro insights have been helpful. Thanks. -
Total Recall
Markets have traded 9 days since QE with these results: Yesterday was the 1st day since JUN25th that SPY down > 1% FXE and GLD still above Ma(20) after leading the riskon rally. US0 -8.68% SPY -2.24% SLV -2.20% FXA -1.63% FXE -1.01% GLD -.88% FXY -.25% UUP .60% TLH 1.57%... -
Total Recall
******************************** store to read remotely. read again to understand: research a bit. http://www.zerohedge.com/news/2012-09-23/fed-has-another-39-trillion-qe-go-least 6 day rally in bonds and dollar(UUP). Everything in mild risk off correlation. Failed breakout in gold 2... -
Total Recall
Sep 17 08:30 Empire Manufacturing Sep -10.4 -3.0 -3.0 -5.9 Sep 18 10:00 NAHB Housing Market Index Sep 40 38 38 37 Sep 19 07:00 MBA Mortgage Index 09/15 -0.2% NA NA 11.1% Sep 19 08:30 Housing Starts Aug 750K 775K 770K 733K 746K Sep 19 08:30 Building... -
Total Recall
TLT 121.11 0.66% FXY 125.30 0.61% FXA 105.03 0.38% TLH 134.39 0.30% SPY 146.70 0.05% GLD 171.74 0.01% VXX 8.85 -0.11% UUP 21.67 -0.32% USO 34.12 -4.08% GLD PA looks ready to go higher. High tight ascending triangle. Breakout tommorrow... -
Total Recall
GLD 171.72 0.77% TLT 120.32 0.50% TLH 133.99 0.34% UUP 21.74 0.32% SPY 146.62 -0.08% FXY 124.54 -0.10% FXA 104.63 -0.26% USO 35.57 -0.50% FXE 129.56 -0.55% Post QE3 price action stands out in GLD and SPY. Tight bull flags . Look... -
Total Recall
**************************************************** QE3 QE3 QE3 QE3 *************************************************** Germany: Sep 12th ECB bond buying is constitutional. Euro up. Performance over two days ,since close before Thurs, Sep 13, QE3 day GLD +2.31... -
Total Recall
96000 jobs added ADP 201k yesterday 3 out of 4 wrong...ignore in future. From Zerohedge.com In August, two months ahead of the presidential election ahead of which this number will be one of the most critical and talked about, the US generated just 96,000 non-farm payroll jobs, on... -
Total Recall
Important day for reference/look back with ECB speech. ADP jobs number is big upside surprise. NFP on Friday may/may not match. Sep 04 10:00 ISM Index Aug 49.6 49.0 50.0 49.8 Sep 04 10:00 Construction Spending Jul -0.9% 0.5% 0.5% 0.4% Sep 04 14:00 Auto Sales Aug... -
Total Recall
**************************** Historical income/debt/gdp research paper. Bleak. http://www.hoisingtonmgt.com/pdf/HIM2012Q1NP.pdf Table of returns for stocks and corperate bonds http://seekingalpha.com/article/385471-rotate-out-of-bbb-corporate-bonds VXX 11.51... -
Total Recall
Graph of asymmetry of inflation vs. deflation on growth. http://seekingalpha.com/article/832031-no-qe-bernanke-will-disappoint-markets-friday ******************** From breifing.com * Second quarter GDP was revised higher in the second estimate, UP to 1.7% from 1.5%. The Briefing.com... -
Total Recall
Missed a few days busy. Wednesday 8/23 Fed minutes from Jul31 meeting dovish released at 2PM. Price action was very bullish. Mark this as another central bank TalkDay in a series that move markets like it or not. China data is weak overnight. Exports down. Thursday 8/24 opened... -
Total Recall
DAG 14.77 2.78% FXE 123.90 0.95% FXY 123.97 0.22% GLD 158.83 1.00% SPY 141.76 -0.30% TLH 134.74 0.12% TLT 122.39 0.44% USO 35.98 0.42% UUP 22.50 -0.66% VXX 11.50 2.68% 8/2 ADP number was start of big leg down in bonds. From zerohedge Tuesday has see... -
Total Recall
GLD 155.63 0.32% SPY 140.95 0.11% TLH 134.66 -0.80% 10-20YR FXY 124.51 -0.20% FXE 122.12 -0.33% TLT 122.05 -1.41% 20-30YR USO 35.19 0.77% UUP 22.72 0.26% DAG 13.68 3.25% VXX 11.75 0.00% GLD swing... -
Total Recall
DAG 13.25 -1.34% FXE 122.52 -0.08% FXY 124.76 -0.47% GLD 155.13 -0.55% SPY 140.79 0.01% TLH 135.75 -0.77% USO 34.92 0.75% UUP 22.66 0.04% VXX 11.75 5.57% Chandler on Europe: http://seekingalpha.com/article/805521-is-rajoy-serious-or-is-he-just-flirting PPI UP... -
Total Recall
Behind on the news but PA quiet. Below are 3 day % gains/losses . results. GLD 156.28 0.58% SPY 140.32 0.37% TLH 136.8200 0.02% FXE 123.24 -0.84% USO 34.91 -0.17% UUP 22.60 0.35% DAG 13.66 2.56% VXX 12.22... -
Total Recall
Nice summary gaming possible action post-ECB meeting http://www.reuters.com/article/2012/08/05/us-spain-aid-idUSBRE87405T20120805 Italian 10-year bond yields were little changed at 6.03 percent as of 10:23 a.m. in Berlin today after rising to 6.28 percent as Draghi outlined his plan on...