Volatility
Volatility is your friend if you know the direction of the underlying. Less so if you do not. –h Henry Carstens
Author: hcarstens
Trend Day Forecast, March 16, 2012
Odds of being rangebound: Bund: 71% rangebound Stoxx: 95% rangebound Bonds: 77% rangebound SP: 85% rangebound Gold: 75% rangebound The highest intraday odds of trending and or big moves are in Bonds (30 yr), Bund and Gold, –h
Trend Day Forecast, Mar 15, 2012
Odds of being rangebound: Bund: 43% rangebound Stoxx: 96% rangebound Bonds: 77% rangebound SP: 78% rangebound Gold: 74% rangebound The highest intraday odds of trending and or big moves are in Bonds (30 yr), Bund and Gold, –h
Trend Day Forecast, March 14, 2012
Odds of being rangebound: Bund: 63% rangebound Stoxx: 90% rangebound Bonds: 72% rangebound SP: 82% rangebound Gold: 76% rangebound The highest intraday odds of trending and or big moves are in Bonds (30 yr), Bund and Gold, –h
Trend Day Forecast, March 13, 2012
Odds of being rangebound: Bund: 55% rangebound Stoxx: 80% rangebound Bonds: 54% rangebound SP: 76% rangebound Gold: 62% rangebound Odds of trending: Highest intraday odds of trending are in Bonds (30 yr), Bund and Gold –h
Trend Day Forecast for Mar 12, 2012
Highest intraday odds of trending are in Bonds (30 yr) and Gold. Odds of being rangebound: Bund: 98% rangebound Stoxx: 91% rangebound Bonds: 56% rangebound SP: 78% rangebound Gold: 64% rangebound –h
Wolfram Alpha Pro
Wolfram Alpha Pro, instant summary statistics for quickly evaluating trade ideas and trader P&L’s, –h Henry Carstens 503-701-5741
Trend Day Forecast: Rangebound
Trend Day Forecast for January 24, 2012: Rangebound More detail is available including odds, individual setups, correlations, fair value calculations and cover multiple days and markets (SP, US 30 yr, Stoxx). Henry Carstens (503-701-5741 or carstens@verticalsolutions.com) for more info. –h Henry Carstens 503-701-5741 carstens@verticalsolutions.com
Quick Look: Clusters
Clusters in SP daily data, where x is the absolute close-to-close move and y the range, –h Henry Carstens 503-701-5741
Trend Day Forecast: Rangebound
Trend Day Forecast for 01/23/2012: Rangebound Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets (SP, US 30 yr, Stoxx). Call Henry Carstens (503-701-5741) for a copy of today’s client forecast and information on becoming a client. –h Henry Carstens 503-701-5741