When SPY Diverges From Recent High And Low: A Day Trading Strategy
S&P 500 has historically a strong tendency to revert to the mean. I’m looking to find a way to fade the gap. My research has indicated that fading the gap
Continue readingQuantitative analysis and strategies in the financial markets
S&P 500 has historically a strong tendency to revert to the mean. I’m looking to find a way to fade the gap. My research has indicated that fading the gap
Continue readingPreviously I have only day traded stocks and traded SPY/ES. Over the last couple of months, I have also had a look at GLD, and I’ve been trading this ETF.
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 readingSearching on the internet you can find a lot of articles on how to play the opening gap of the S&P 500. Today I did my personal twist on this
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