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Assessing Market Action With Indicators And History
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2009
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December
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- Best of Quantifiable Edges 2009
- Quantifiable Edges Greatest Hits of 2009
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- Twill Be 3 Nights Before Christmas
- High Vol Rise on Op-ex Day - Good or Bad?
- BKX Drops Ahead of the Fed
- Nasdaq Confirms S&P New High - Does It Matter?
- The Most Wonderful Tiiiiime Of The Yearrrrrrr
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Sites & Blogs I Frequent
- A Trader Journal
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- Market Fade
- MarketSci
- Master of the Universe's Weblog
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Purpose
In this blog I will be examining market action and quantifying my findings. Using sentiment, breadth, price and volume indicators - both standard and customized - I will try and uncover short-term edges which could be taken advantage of by market participants. I will frequently add opinion to these studies and may sometimes post opinions without quantifiable research behind them.
>>>>>>> Disclaimer <<<<<<<<
All content on this site is provided for informational purposes only. It is NOT a recommendation or advice to buy or sell any securities. I may hold positions for myself or clients in the securities or industries mentioned here. There is a very high degree of risk involved in trading securities. Your use of any information on this site is entirely at your own risk.
About Me
- Rob Hanna
- I have traded professionally since 2001. From January 2003 through February 2007 my bi-weekly column "Rob Hanna's Putting It All Together" appeared on TradingMarkets.com. I have been conducting quantitative research and designing trading systems - mostly focused on short-term edges since 2004.
Labels
- Quantitative Study (683)
- seasonality (75)
- gaps (61)
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- volume (43)
- CBI (40)
- Fed Study (30)
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- Subscriber Letter (14)
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- Intraday (11)
- Using Quantifiable Edges (11)
- Spyx (10)
- Capitulation (7)
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- NYSE Net New Highs (6)
- Trend Vs. Chop (6)
- 90% days (4)
- POMO (4)
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- Nasdaq Up Volume % (3)
- trade management (3)
- Employment Days (2)
- Nasdaq Spyx Weekly (2)
- Nasdaq Up Issues % (2)
- Nasdaq Volume Spyx (2)
- Statistics (2)
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- FAQ's (1)
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- economic indicators (1)
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3 comments:
could the last 2 years just be 'dead cat' bounces within a bear market? interested to know what were the results of earlier time period (like during the bull market period from 2003 to 2006.)
regards, jimmy
Jimmy had my question. Rob, do you have the results before the last few years? Seems like the big bounces were all in times of credit stress, and I'm wondering if we might be into a new phase of bank/Fed relations ...
Thx
I showed more detail in last night's subscriber letter and took the data back to 1993 (as far as my BKX data went). Prior to the last few years there was generally a mild bullish tendency.
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