Even though it arguably hasn’t resulted in anything wholly concrete, international interest in constructing an effective “Euro-zone put” had money managers covering shorts and putting money back to work, likely...
Read More. Background reading on Portfolio Trader (link). Correction Last week’s (37) portfolio update had a minor inconsistency in the closing price of SLV as pointed out by a reader in the comment section. I stated the closing...
Read MoreI read an article that Goldman Sachs’ flagship “Global Alpha” fund http://www.cnbc.com/id/44545789 was closed today following some hefty losses this year. To many it is a dark day for quantitative...
Read MoreThe S&P 500 was up every day and moved more than 5% for the week. A high level of negativity and some spark of good news drove the action. We have an important Fed meeting. Expectations for some form of quantitative easing...
Read MoreThere’s no doubt markets are behaving in a different than they have in recent history.Some short term indicators like the DVB have fallen out of sync with markets. While there are some ways to filter and adjust to market...
Read MoreUp and down volume remain well matched for now, although there certainly appears to be an underlying bid at the mid-day. When viewing the SPY below, recall there was an approximate $0.625 dividend issued today. [Edit:] Lastly,...
Read MoreA lot of chatter today on the strength of the Qs but a quick glance at the Lazy Man Rotator indicates SMH is the better bet. We looked at this last week when the SMH 5 day trend was leading the pack and the Rotator shows SMH...
Read MoreAfter a brief retreat from the ECB dollar liquidity news pop, the market popped straight up and closed at the high. We are still under the 200ma, but mood seem to be still cautious and this gives the potential for more squeeze...
Read MoreLooks like price is breaking the midpoint of its multi-week upward channel. Internals are largely positive, but tick has kept a slight lid on a breakout above yesterday’s highs for now. Maybe interesting to initiate short...
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