Tag Archives: quantitative

Equity Futures Lower; Pressing Oversold Conditions

The initial reaction to Friday’s Employment Situation report was not nearly as bad as where the SPX closed. ¬†Nevertheless, the SPX closed down some 22 handles; sending it to essentially the same level as the end of February. Today’s Overbought … Continue reading

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In Anticipation of GDP; S&P 500 Strategy

Thursday’s market action was the direct result of a short covering rally: low volume and almost zero news to act as a catalyst either way. The SPX reached above 1400 and is now comfortably above the more significant level of … Continue reading

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After Apple, SPX Futures Higher; Key Levels

Yesterday started out as planned, or at least according to yesterday’s quantitative levels of 1366 / 1377. After opening up flat, the SPX took to higher levels immediately following the 10 AM economic releases–specifically the revision to last month’s New … Continue reading

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The Opportunity Presented Itself; Capitalize

The last four days have been pretty much the opposite of the “two steps forward, one step back” scenario I’ve previously suggested for equities. Yesterday, the SPX dropped below my Oversold condition of 1372 on the open and it was … Continue reading

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Twading: The Twitter Revolution

In a previous post, I had mentioned algorithmic trading based on Twitter commentary. ¬†While I don’t think this is the easiest route to quantitative glory, it represents the convergence of finance and technology. ¬†Bloomberg Insights has the following visual: For … Continue reading

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