Based on insights gained over the past year, we are adding the set-ups from five (5) new automated trading systems to the Trend Day Forecast. The new automated systems each hold for 1 to 5 days and cover ES, US, Stoxx, Bund and Gold. The historical results for the automated systems are here: ES US Stoxx Read more about Five(5) Automated Trading Systems Added[…]
“…only 8% of hedge funds are outperforming the market with just 3 months left in the year.” Zero Hedge We can help. Daily quant-based trade set-ups and trader preparation starting w/ the European open and going through the US equity close for Bonds, Bund, SP, Stoxx, Gold, Euro, Risk On/Off. We track our set-ups just like Read more about Only 8% of Hedge Funds Outperforming – We Can Help[…]
I am embarrassingly late to understanding the current macro situation, Bernanke’s response and likely outcomes. Two interesting papers are here: How the Economic Machine Works, Dalio US Household Deleveraging and Future Consumption Growth, Federal Reserve Bank of San Francisco Ratio of Personal Debt to Income The ratio of personal debt to income is the key to Read more about [Macro] Understanding the Great Deleveraging[…]
The Trend Day Forecast was up in August, has been up 5 of the last 6 months and is currently running a +14.5% annualized edge. Made up of quant-based trade set-ups for the Bund, Stoxx, SP, US 30 yr, Gold and Euro, The Trend Day Forecast is sent to subscribers and traders each day prior Read more about Current Performance Results, A +14% Edge[…]
Imagine a treasure map. There’s a ‘Start’, a winding path, and an ‘X’ that marks the spot. But the ‘QE Forever’ treasure map is different. On the ‘QE Forever’ map there is a treasure at each step of the way. It is a map cluttered with treasure for short term traders. Why? Because the ‘QE Read more about The ‘QE Forever’ Treasure Map[…]
The Trend Day Forecast is currently returning 15.8% un-levered and 63.5% fully levered. The trade set-ups in the Trend Day Forecast give professional traders an extra quantitative edge they can combine with their own trading expertise to create outsized edges and returns. (Edges add up.) The Trend Day Forecast is quant-based trade set-ups Read more about July Performance Results[…]
How to Predict the Winner of the Presidential Election (This formula and method predicted the last US Congressional election to the seat!) Spoiler: Romney 56 – 44% Here’s the ‘How To…’, it is straightforward and intuitive – We’re going to use something called the normal distribution, aka the Bell Curve and The Law of Large Read more about How to Predict the Winner of the Presidential Election[…]
Odds of being rangebound: Bund: 61% rangebound Stoxx: 66% rangebound Bonds: 70% rangebound SP: 56% rangebound Gold: 64% rangebound High intraday odds of trending and/or big moves in all of the above markets. –h
Odds of being rangebound: Bund: 85% rangebound Stoxx: 98% rangebound Bonds: 77% rangebound SP: 94% rangebound Gold: 77% rangebound The highest intraday odds of trending and/or big moves are in Bonds and Gold.
Odds of being rangebound: Bund: 56% rangebound Stoxx: 62% rangebound Bonds: 74% rangebound SP: 77% rangebound Gold: 79% rangebound The highest intraday odds of trending and/or big moves are in the Bund and Stoxx –h Henry Carstens 503-701-5741