The rhythm of the market

Usually we chart the market at it’s absolute level. But what, if we would just chart the net daily, weekly, monthly movement? Would this be an advantage? Would this show us new trading opportunities?

The short answer is: Yes! The trend is not everything, and it seems to be of some significance for further movements, if the market has moved more than x % from the beginning of the day, week or month.

But let’s have a look at some charts – and you will see how well it works:

The first chat is an intraday chart of EuroDollar, 8am-5pm CET. It shows you the daily net movement.

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STA – Society of Technical Analysts

I am happy to announce that Trevor Neil will be presenting my “VIX Timing for SP500” at the next STA meeting in London.

Meetings & Events

I wrote the strategy for the IFTA conference in Tokyo and published it on this site It performed well, and now it is on Trevor to use it for educational purposes and spread the word about the advantages of algorithmic trading.

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