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Mark Virag on 190 Weeks without a Corre…  Information contained on this web site is provided for educational purposes only. Under no circumstances is it to be used or considered as an offer to sell, or a solicitation of an offer to buy securities. While information contained herein is believed to be accurate at the time of publication, we make no representation as to the accuracy or completeness of any data, statistics, studies, or opinions expressed.
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Category Archives: Indicators
Stock Indicators in Python
I have been fooling around with Python as a possible tool for technical analysis. I coded a few of my favorite indicators. The GitHub link is here. Bollinger Bands Keltner Channels RSI MACD ATR ADX Stochastics I don’t think I … Continue reading
Homebrew Correlation Indicator
The CBOE index of implied correlation made the news recently, with a high of 72. This index, JCJ, is not as wellknown as the one for implied volatility, but the two are linked. Low correlation suppresses volatility, due to the … Continue reading
190 Weeks without a Correction
It seems like pullbacks have been really small lately, so I whipped up a new indicator called Percent off Peak, and took a look at the history of corrections. The indicator simply ratchets itself up as new peaks form, and … Continue reading
QE Bulls Are Back
If you follow the market every day, as I do, you can observe two distinct groups of bullish investors. This is hard to depict on a chart, but I am going to try. One group responds normally to economic news, … Continue reading
Levy Dispersion Update
I watch $OEXA200R on Stockcharts, which says that 74 of the S&P 100 are trading above their respective 200 day moving averages. It is generally considered a bad idea to go long when this figure is below 65, or in … Continue reading
Short SPX for 2014
The purpose of this post is to explain why and how I shorted the S&P 500 on Jan. 6. In an earlier post, I described the two methods I use for detecting “tops” or, more precisely, local maxima. I also … Continue reading
Thoughts on Correlation
Mean reversion is aided by volatility, and momentum trading is aided by relative strength. I have been exploring the distribution of relative strength. Market strength and breadth are handily characterized by the mean and standard deviation of this distribution. It … Continue reading
Levy Ratio Dispersion
I have been experimenting with Levy ratio dispersion as a measure of market breadth. Saturday, I posted this chart on Stock Twits, showing lower lows, lower highs, and declining RSI for $OEXA200R. The chart shows that 87 of the S&P … Continue reading
The Dot Com Bubble of 2000
Many bloggers are seeing a bubble right now, so I dusted off my analysis of the dot com bubble. Bubbles are different from normal tops. They rise sharply, and then pop. From roughly 5000 down to 3000, the NASDAQ composite … Continue reading