Buy When S&P 500 Makes New Intraday High?
Rob Hannah published last week a potential strategy on his blog. I put a twist to it and made the following strategy: Today’s intraday high must be higher than the
Continue readingQuantitative analysis and strategies in the financial markets
Rob Hannah published last week a potential strategy on his blog. I put a twist to it and made the following strategy: Today’s intraday high must be higher than the
Continue readingThis post has some simple suggestions on potential strategies from the close until tomorrow’s open in SPY (the test period is from October 2005 until the present). This post is
Continue readingOn Thursday we had the second “big” down day in a row in SPY, with two days in a row with more than 1% each day. This does not happen
Continue readingThe opening gap strategy I published last week showed promising returns. However, can we trust the data? The test was performed on EOD data from Yahoo! (open, high, low and
Continue readingI guess most traders have heard that “the trend is your friend”. Personally, I close to never trade on trends, I go the opposite way: buy weakness and sell strength.
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