First of all, I am a big fan of your work. But Isn't this study showing a bearish edge at the third day? If there have been no loosers on the 2 day study and there a 7 on the 3 day study. Furthermore If we look at the third day alone there could be even more loosers because the position had some ernings from the first two days.
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.
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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.
1 comment:
First of all, I am a big fan of your work. But Isn't this study showing a bearish edge at the third day? If there have been no loosers on the 2 day study and there a 7 on the 3 day study. Furthermore If we look at the third day alone there could be even more loosers because the position had some ernings from the first two days.
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