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Gambulator@twitter | Quantitative trading approach using historical patterns, seasonality and anything quantifiable

Quantitative trading approach using historical patterns, seasonality and anything quantifiable

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Quantitative trading approach using historical patterns, seasonality and anything quantifiable
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Gambulator@twitter | Quantitative trading approach using historical patterns, seasonality and anything quantifiable | gambulator.wordpress.com Reviews

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Quantitative trading approach using historical patterns, seasonality and anything quantifiable

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1

Down Friday, Down Monday triggered again EOD 12/01/2014 | Gambulator@twitter

https://gambulator.wordpress.com/2014/12/01/down-friday-down-monday-triggered-again-eod-12012014

Quantitative trading approach using historical patterns, seasonality and anything quantifiable. Down Friday, Down Monday triggered again EOD 12/01/2014. Asymp; Leave a comment. Larr; Previous post. Next post →. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your WordPress.com account. ( Log Out. You are commenting using your Twitter account. ( Log Out. Notify me of new comments via email.

2

IWM down, SPY up by more than 1% but below 200 mv (all winners but only 4 trades) | Gambulator@twitter

https://gambulator.wordpress.com/2014/10/17/iwm-down-spy-up-by-more-than-1-but-below-200-mv-all-winners-but-only-4-trades

Quantitative trading approach using historical patterns, seasonality and anything quantifiable. IWM down, SPY up by more than 1% but below 200 mv (all winners but only 4 trades). Asymp; Leave a comment. When IWM is down, but SPY up by more than 1% and SPY is under the 200 mv, we get all winners but we only have 4 trades. If you take out the 200 days requirement, you get 1 more trade but it is a losing trade in 2009. Larr; Previous post. Next post →. Leave a Reply Cancel reply. Enter your comment here.

3

End of Month down 1 pct + triggered 1/30/2015 | Gambulator@twitter

https://gambulator.wordpress.com/2015/01/30/end-of-month-down-1-pct-triggered-1302015

Quantitative trading approach using historical patterns, seasonality and anything quantifiable. End of Month down 1 pct triggered 1/30/2015. Asymp; Leave a comment. See this (In Dec, it did not actually get triggered because it was down a little less than 1 pct). End of Month down 1 pct (ish) triggered 12/31/2014. Larr; Previous post. Next post →. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public).

4

Connor RSI4 triggered EOD 12/10/2014 and VIX above Bollinger band EOD 12/10/2014 | Gambulator@twitter

https://gambulator.wordpress.com/2014/12/10/connor-rsi4-triggered-eod-12102014-and-vix-above-bollinger-band-eod-12102014

Quantitative trading approach using historical patterns, seasonality and anything quantifiable. Connor RSI4 triggered EOD 12/10/2014 and VIX above Bollinger band EOD 12/10/2014. Asymp; Leave a comment. Connor RSI4 triggered EOD 1/24/2014. VIX above Bollinger band @EOD 1/24/2014. Larr; Previous post. Next post →. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your Google account. ( Log Out.

5

Connor RSI4 triggered EOD 12/12/2013 | Gambulator@twitter

https://gambulator.wordpress.com/2013/12/13/connor-rsi4-triggered-eod-12122013

Quantitative trading approach using historical patterns, seasonality and anything quantifiable. Connor RSI4 triggered EOD 12/12/2013. Asymp; 1 Comment. This price Connor RSI4 triggered again 12/5/2013. Larr; Previous post. Next post →. Thought on “Connor RSI4 triggered EOD 12/12/2013”. Pingback: Connor RSI4 triggered EOD 1/24/2014 Gambulator@twitter. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public).

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darkhest.blogspot.com darkhest.blogspot.com

Albo byk albo odwyk ;): Jackson Hole

http://darkhest.blogspot.com/2014/08/jackson-hole.html

Albo byk albo odwyk ;). Aw come on, forget charts will ya, we’re not fund managers here, baby. Churn ’em and burn ’em! The Symposium proceedings are closely followed by market participants, as unexpected remarks emanating from the heavyweights at the Symposium have the potential to affect global stock and currency markets.". Dane: stooq, federal reserve bank of kansas city. Dane: stooq, federal reserve bank of kansas city. Dane: stooq, federal reserve bank of kansas city. Ponieważ od pewnego czasu spotka...

darkhest.blogspot.com darkhest.blogspot.com

Albo byk albo odwyk ;): Nawet nie ciekawostka ;)

http://darkhest.blogspot.com/2015/03/nawet-nie-ciekawostka.html

Albo byk albo odwyk ;). Aw come on, forget charts will ya, we’re not fund managers here, baby. Churn ’em and burn ’em! Nawet nie ciekawostka ;). W USA najmniejsza szansa trafienia na dołek/szczyt w czwartek, a u nas. Jak to u nas (;. Rzuciłem okiem na spółeczki GPW (swingi 5,10 i 20%) i w całej swojej masie rozkłada się to bardzo równomiernie, ale są i wyjątki. Subskrybuj: Komentarze do posta (Atom). Nawet nie ciekawostka ;). Współczynnik Kaitza jako predyktor giełdy? Business Insider: Chart Of The Day.

darkhest.blogspot.com darkhest.blogspot.com

Albo byk albo odwyk ;): Wpadło w sieci (4)

http://darkhest.blogspot.com/2014/10/wpado-w-sieci-4.html

Albo byk albo odwyk ;). Aw come on, forget charts will ya, we’re not fund managers here, baby. Churn ’em and burn ’em! Wpadło w sieci (4). Usprawiedliwieniem linkowania nie swoich pomysłów (poza oczywistym brakiem natchnienia) może być fakt, że wiele z nich jest źle policzonych, a czasem po prostu bardzo wyselekcjonowanych ;). Co prawda rok 91 to nie 84 *. Jednak nie zmienia to wyliczeń. Doji na szczycie. prosto, łatwo, przyjemnie . choć dopiero po 89 roku ;). Sprawdziłem dla danych stooq i yahoo.

darkhest.blogspot.com darkhest.blogspot.com

Albo byk albo odwyk ;): października 2014

http://darkhest.blogspot.com/2014_10_01_archive.html

Albo byk albo odwyk ;). Aw come on, forget charts will ya, we’re not fund managers here, baby. Churn ’em and burn ’em! Wpadło w sieci (7). Czasem zdarza mi się „przekodować” znalezione w sieci pomysły (te trudniejsze). nic nie poradzę takie hobby ;). Wpadło w sieci (6). Silne momentum spadkowe po rekordach, w końcu powiało optymizmem ;). Wpadło w sieci (5). Wpadło w sieci (4). Wpadło w sieci (7). Wpadło w sieci (6). Wpadło w sieci (5). Wpadło w sieci (4). Współczynnik Kaitza jako predyktor giełdy? Szablo...

darkhest.blogspot.com darkhest.blogspot.com

Albo byk albo odwyk ;): kwietnia 2015

http://darkhest.blogspot.com/2015_04_01_archive.html

Albo byk albo odwyk ;). Aw come on, forget charts will ya, we’re not fund managers here, baby. Churn ’em and burn ’em! Okres świąt Wielkanocnych to historycznie dość dobry okres dla rynków akcji. Oczywiście zawsze znajdą się okresy czy spółeczki które zadadzą kłam temu twierdzeniu, ale przecież to tylko staty (;. Współczynnik Kaitza jako predyktor giełdy? Quantocracy’s Daily Wrap for 12/02/2016. Business Insider: Chart Of The Day. It’s not hard to see why Fitbit is phasing Pebble out.

darkhest.blogspot.com darkhest.blogspot.com

Albo byk albo odwyk ;): Wpadło w sieci (6)

http://darkhest.blogspot.com/2014/10/wpado-w-sieci-6.html

Albo byk albo odwyk ;). Aw come on, forget charts will ya, we’re not fund managers here, baby. Churn ’em and burn ’em! Wpadło w sieci (6). Silne momentum spadkowe po rekordach, w końcu powiało optymizmem ;). Trochę inne spojrzenie niż u W.B. Kolorami czerwonym i zielonym wyróżniłem najsłabiej i najmocniej skorelowane okresy 260 dni przed zdarzeniem. Next Year w tym wypadku zmiana po 260 dniach handlowych. 22 października 2014 14:28. Bardzo fajny ruch na którym trochę zarobiłem :). Wpadło w sieci (7).

darkhest.blogspot.com darkhest.blogspot.com

Albo byk albo odwyk ;): Xmas Eve

http://darkhest.blogspot.com/2014/12/xmas-eve.html

Albo byk albo odwyk ;). Aw come on, forget charts will ya, we’re not fund managers here, baby. Churn ’em and burn ’em! Kilka dni temu Jason Goepfert zwrócił uwagę na bardzo pozytywne połączenie efektu świątecznego z rocznymi szczytami indeksu, z mojej strony niewielka wariacja w temacie *. W tygodniu świątecznym (do świąt) S&P osiąga 52 tygodniowe szczyty. Tylko 9 obserwacji, jednak kilka najbliższych dni faktycznie optymistycznych. Maximum Favorable Excursion (MFE). Maximum Adverse Excursion (MAE).

darkhest.blogspot.com darkhest.blogspot.com

Albo byk albo odwyk ;): stycznia 2014

http://darkhest.blogspot.com/2014_01_01_archive.html

Albo byk albo odwyk ;). Aw come on, forget charts will ya, we’re not fund managers here, baby. Churn ’em and burn ’em! Kilka lat temu gdy czytałem jeszcze ksiązki o AT, na inne wciąż znajduję czas, utkwiło mi w głowie mniej więcej takie zdanie: istnieje duża szansa wystąpienia intradayowego dołka/szczytu w pobliżu początku bądź końca sesji. Współczynnik Kaitza jako predyktor giełdy? Quantocracy’s Daily Wrap for 12/02/2016. Business Insider: Chart Of The Day. McClellan Oscillator for Corporate Bonds.

darkhest.blogspot.com darkhest.blogspot.com

Albo byk albo odwyk ;): kwietnia 2014

http://darkhest.blogspot.com/2014_04_01_archive.html

Albo byk albo odwyk ;). Aw come on, forget charts will ya, we’re not fund managers here, baby. Churn ’em and burn ’em! Wpadło w sieci (1). W piątek pudelek przekonywał, że złoto przerwało złą passę (w zasadzie to cały weekend przekonywał). Było to na tyle irytujące, że zmusiło mnie do poświęcenia kilku chwil na napisanie kodu. i być może zapoczątkowało nowy cykl wpisów. Wpadło w sieci (1). Współczynnik Kaitza jako predyktor giełdy? Quantocracy’s Daily Wrap for 12/02/2016. Connecting the Dots - 11/30/16.

darkhest.blogspot.com darkhest.blogspot.com

Albo byk albo odwyk ;): grudnia 2014

http://darkhest.blogspot.com/2014_12_01_archive.html

Albo byk albo odwyk ;). Aw come on, forget charts will ya, we’re not fund managers here, baby. Churn ’em and burn ’em! Kilka dni temu Jason Goepfert zwrócił uwagę na bardzo pozytywne połączenie efektu świątecznego z rocznymi szczytami indeksu, z mojej strony niewielka wariacja w temacie *. W kontekście dzisiejszych spadków ;). Współczynnik Kaitza jako predyktor giełdy? Quantocracy’s Daily Wrap for 12/02/2016. Business Insider: Chart Of The Day. It’s not hard to see why Fitbit is phasing Pebble out.

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Gambulator@twitter | Quantitative trading approach using historical patterns, seasonality and anything quantifiable

Quantitative trading approach using historical patterns, seasonality and anything quantifiable. Connor RSI4 triggered EOD 06/29/2015. Asymp; Leave a comment. Connor RSI4 triggered EOD 03/06/2015. On top of this, see this post. Coupled together, we should get a bounce soon. SusanCTShore’s 3 Days before employment report with 2 down days and above 200 days triggered 6/29/2015. Asymp; Leave a comment. SusanCTShore’s 3 Days before employment report with 2 down days and above 200 days triggered 5/5/2015.

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