Not a huge edge, but it appears to suggest we should see a respite and a bounce sometime soon.
Tuesday, August 26, 2008
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Assessing Market Action With Indicators And History
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Blog Archive
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2008
(273)
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August
(23)
- Clues The Market Character Could Be Changing
- A Short System For Handling Chop
- Weak Bounce Is Not Encouraging
- Bad Breadth & Volume Make Good Combo
- Trend Vs. Chop III - Weekly Bars
- MarketSci's Take On Recent Studies
- Trend Vs. Chop For Intraday Traders
- How To Trade The Choppiest Environment In 50 Years
- Potential Bad Breadth Bounce On Tap
- An Instance Where Light Volume Pullbacks Don't Pro...
- Nasdaq Showing Upside Persistence
- Exceptionally Low Volume Casts Shadow
- SOX Bucks Selloff Again
- A Look At Consecutive Up Days Over The Last Couple...
- The Research Suggested This For Monday
- Are Lagging New Highs Worrisome?
- SOX Provides Bright Spot
- Another Low Volume Example
- Put/Call Ratio Hits 7-Month Low - What That's Meant
- Fed Day Spikes - Historical Aftermath
- When The S&P Is Oversold Going Into A Fed Day
- More Detail On Put/Call Ratios
- Another Large, Low Volume Drop - Massive Edge or S...
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August
(23)
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
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- IBD Follow Through Day (24)
- Subscriber Letter (14)
- reversal bar (12)
- Intraday (11)
- Using Quantifiable Edges (11)
- Spyx (10)
- Capitulation (7)
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- NYSE Net New Highs (6)
- Trend Vs. Chop (6)
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- Nasdaq Up Volume % (3)
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3 comments:
How do you quantify "worst breadth"? What are you using to measure breadth?
Good question. Poor ommission on my part. I was using NYSE up volume%. (Up volume / total volume)
Rob
It's your blog and I very much appreciate your work, but why volume as a breadth measure? Volume on any given day can be dominated by a few large names (GE earnings miss, FNM collapse/rebound, etc)
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