In the past the market has frequently seen a rally following a weak finish to a quarter.
Subscribe to:
Post Comments (Atom)
skip to main |
skip to sidebar
Assessing Market Action With Indicators And History
Subscribe to Quantifiable Edges Blog (Free)
Follow Quantifiable Edges!
Premium Subscription Options
Gold Level - Includes nightly Subscriber Letter, the Quantifinder, Charts, Systems, and Downloadable CBI History, Webinars, nightly archives and more.
Silver Level - Includes weekly Research Letter, Charts pages, and weekly archives.
Silver Level - Includes weekly Research Letter, Charts pages, and weekly archives.
Blog Archive
-
▼
2010
(154)
-
▼
October
(9)
- A Rare Consolidation
- VIX and SPX Both Close Higher for the 2nd Day in a...
- Volatility Contraction & A Study In Memory of Bruc...
- Blog Will Return On Or About October 25th.
- Modest Gaps Higher From High Levels
- Low VIX:VXV Ratio At A 50-day High
- Happy Columbus Day?
- Quantifiying how Market Analysis can Enhance Indiv...
- Two Days Down to Finish a Quarter
-
▼
October
(9)
Sites & Blogs I Frequent
- A Trader Journal
- Abnormal Returns
- Afraid To Trade
- Au.Tra.Sys.blog
- Behind The Headlines
- Blog for Trading Success
- Chart Swing Trader
- Cobra's Market View
- Cold Hard Football Facts
- Condor Options
- CSS Analytics
- Dave Landry
- Dave's ETF Roundup
- Deipnosophist
- Engineering Returns
- Ennlightenment
- Essentials Of Trading
- ETF Prophet
- Fat Pitch
- Greenfaucet
- Heads Up Investing
- Market Fade
- MarketSci
- Master of the Universe's Weblog
- Master The Gap
- McVerry Report
- My Simple Quant
- Night Owl Trader
- QuSMA
- Red Lion Trader
- Rogue Traderette
- The Kirk Report
- The Macro Trader
- The Pattern Site
- TraderFeed
- Trading The Odds
- TradingMarkets
- VIX AND MORE
- Wall Street Currents (Quants)
- Whole Street
- Woodshedder
- World Beta
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)
- VIX (48)
- Breadth (43)
- volume (43)
- CBI (40)
- Fed Study (30)
- IBD Follow Through Day (24)
- Subscriber Letter (14)
- reversal bar (12)
- Intraday (11)
- Using Quantifiable Edges (11)
- Spyx (10)
- Capitulation (7)
- System (7)
- NYSE Net New Highs (6)
- Trend Vs. Chop (6)
- 90% days (4)
- POMO (4)
- Time Stretch (4)
- Nasdaq Up Volume % (3)
- trade management (3)
- Employment Days (2)
- Nasdaq Spyx Weekly (2)
- Nasdaq Up Issues % (2)
- Nasdaq Volume Spyx (2)
- Statistics (2)
- Stops (2)
- TICK (2)
- options (2)
- FAQ's (1)
- Nasdaq Net New Highs (1)
- economic indicators (1)
- expected value (1)
No comments:
Post a Comment