Author: Jeff Pietsch

It has been a while since I have looked at this — here is an updated chart of the cumulative performance for the SPY S&P500 proxy ETF for its Daily versus Overnight Sessions since inception:As shown, it comes as no...

Markets have gotten a little pop on the strong bond auction, but otherwise internals continue suggest range-day trade.  There again too, it would surprising not to see the bulls eventually take the upper hand,...

This post is a continuation of last weekend’s “Seeking Linearity – Part 1”, where we investigate reducing the noise from trading models.To start off, I’m making a small alteration to the described...

Sometimes these seem too easy, no?  The Russell 2000 (IWM) is leading the pack; only the Semis (SMH) are trailing significantly, down about 1% as of this writing.  we are seeing some resistance near yesterday’s...

Although we are in the mid-day lull with strong resistance at SPY $118.85, internals are suggestive of trend day continuation.  The wild card is when and what the Federal Reserve comes out with from its special meeting...

A quick review of where we are at versus analyst S&P 500 targets for 2010.  As shown, we are just about ready to challenge those heights.  I’d expect that $120 level to provide resistance at the first attempt...

(Click Image to Enlarge/ ETF Rewind Glossary)Holiday shortened trade allowed the major indices to put in their fifth consecutive week of gains, leaving the S&P 500 higher by a full +1.0%.  The question going into...

Well, I’m quite serious about at least one of the three mini columns in the WSJ out-take below… I’ll let you decide which; and I hope the “lesson” is self-evident at that!Source: Wall Street...

I have been thinking a lot lately about self-attenuation of the linearity of return series.  As a vehicle for this exploration in this first of a series of posts, I will generally proscribe the formula for a very simple...