Quantitative analysis, research and trading strategies in the financial markets in all time frames
Below you can find the gain each year from 1997 until 2011 in OBX. It’s divided in two: The whole of December and the 2nd half of December. The 2nd half is from the close of 15th or the day before if 15th was on a weekend. OBX consists of
Continue readingToday is 1st of November and the start of a new month. I’m just trying to grab some stats on how the first trading day of the month has been from January 2005 until July 2012. Average opening from yesterday’s close: +0.066% Average gain from yesterday’s close until today’s close
Continue readingYesterday was a rather frustrating trading day. I ended up net long in my new daytrading strategy in which I have recently increased size. After 1,5 hour of trading, and getting more and more fills, I had a nice gain, only to see it evaporate until a small loss at
Continue reading