Quantifiable Edges

Assessing Market Action With Indicators And History

Wednesday, December 31, 2008

Last Day of Year Based on YTD Performance

›
Below is a table that shows performance on the last day of the year if the year-to-date performance leading up to that point is below X%. It...
2 comments:
Tuesday, December 30, 2008

Should You Time The Entries Into Your 401k?

›
With market action slow over the last week I thought I’d address a question I received about 401k timing and RSI(2). From David recently: “C...
2 comments:
Monday, December 29, 2008

Gap Shrinkage & What It Suggests

›
Measures of volatility I provide charts of in the subscriber’s section of the website include the Absolute Average Gap of the SPY and Nasdaq...
3 comments:
Tuesday, December 23, 2008

Twas 3 Nights Before Christmas

›
With only two trading sessions left until Christmas, we are now in a seasonally strong period for the market. Below is a breakdown of the ...
2 comments:
Monday, December 22, 2008

Nasdaq Volume Spyx Suggesting A Short-Term Drop

›
On the front page of the website I currently show the S&P 500 Volume Spyx chart every night. Subscribers also see the Nasdaq Volume Spyx...
1 comment:
Thursday, December 18, 2008

Is The Break Above The 50-day MA Likely To Ignite A Strong Rally?

›
The big Fed rally on Tuesday pushed the S&P 500 above its 50-day moving average for the 1st time since September. Bespoke put together ...
1 comment:
Wednesday, December 17, 2008

Market Performance In Relation To The 50 & 10-day MA's

›
A couple of weeks ago I looked at a breakdown of how the market has performed historically in relation to some longer-term moving averages. ...
1 comment:
‹
›
Home
View web version

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.
View my complete profile
Powered by Blogger.