Quantifiable Edges

Assessing Market Action With Indicators And History

Wednesday, November 30, 2011

2 Up Days After A 20-day Low The SPY Gaps Up 1%...

›
A quick study for you the morning... Not much to go by, but perhaps some caution is warranted intraday. I also looked out over the next ...
Monday, November 28, 2011

2% Gaps Up From 20-day Lows

›
With SPY looking to gap up over 2.5% this morning below is a quick look at all other instances since 2003 when SPY gapped up over 2% immedia...
Wednesday, November 23, 2011

When The Wednesday Prior To Thanksgiving Has Closed Lower

›
It appears the market is going to buck historical tendencies today and close down.  This will be the 11th time since 1960 that the SPX has c...

The Wednesday Before Thanksgiving

›
Thanksgiving has typically shown some pretty consistent seasonality.  Both the Wednesday before and the Friday after have exhibited bullish ...
Monday, November 21, 2011

A 1% Gap Down from a 20-day Low

›
The SPY finished at a 20-day low on Friday, and now it is gapping down large this morning. I ran a test to see what kind of intraday edge t...
Thursday, November 17, 2011

Vegas Traders Expo

›
I am at the excellent Las Vegas Traders Expo for the next few days.  I plan on seeing several presentations and will be speaking myself on S...
Tuesday, November 15, 2011

Low Volume A Possible Concern

›
Monday’s extremely low volume could be a short-term bearish sign. The 0.96% drop did not quite qualify for this 2008 study , but below is a...
‹
›
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.