Posted on January 24, 2012 @ 6:29am by hcarstens
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
Posted on January 23, 2012 @ 10:16am by hcarstens
Clusters in SP daily data, where x is the absolute close-to-close move and y the range, –h Henry Carstens 503-701-5741
Posted on January 23, 2012 @ 6:38am by hcarstens
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
Posted on January 18, 2012 @ 6:06am by hcarstens
Trend Day Forecast for 01/18/2012: 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
Posted on January 17, 2012 @ 6:28am by hcarstens
Trend Day Forecast for 01/17/2012: Chance to Trend 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
Posted on January 14, 2012 @ 11:05am by hcarstens
There are two types of counting*: Big and Small. Big counting is used to gain big picture understanding. Examples of Big counting are - Has the impact of Bond prices on Stock prices changed since 2007? What is the impact of Copper prices on Bond prices? Small counting is used to help understand a specific...
Posted on January 13, 2012 @ 6:23am by hcarstens
Trend Day Forecast for 01/13/2012: Too tough to call 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
Posted on January 11, 2012 @ 7:15am by hcarstens
Trend Day Forecast for 01/11/2012: Rangebound Day 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
Posted on January 10, 2012 @ 6:29am by hcarstens
Trend Day Forecast for 01/10/2012: Trend Day 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
Posted on January 9, 2012 @ 6:13am by hcarstens
Trend Day Forecast for 01/09/2012: 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
Posted on January 7, 2012 @ 7:10am by hcarstens
In this Ted Talk, Hans Rosling changes the axes on a graph, breaks a paradigm and creates an insight. What new axes could we use on our charts that would change our paradigms and create new insights? –h Henry Carstens 503-701-5741
Posted on January 6, 2012 @ 6:32am by hcarstens
There’s a thread on the Automated Trading Strategies group on LinkedIn about MACD systems. Here are some test results using two MACD’s to build a simple system: a shorter ’10-20′ MACD – the entry signal, and a longer ’100-200′ MACD – the big trend direction indicator, to build a simple system or indicator: Rules: Enter...
Posted on January 6, 2012 @ 6:02am by hcarstens
Trend Day Forecast for 01/06/2012: 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
Posted on January 5, 2012 @ 6:11am by hcarstens
Trend Day Forecast for 01/05/2012: Rangebound Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets. 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
Posted on January 4, 2012 @ 6:18am by hcarstens
Trend Day Forecast for 01/04/2012: Rangebound Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets. 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
Posted on January 3, 2012 @ 6:27am by hcarstens
Trend Day Forecast for 01/03/2012: Mixed Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets. 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
Posted on December 30, 2011 @ 8:02am by hcarstens
How to quickly make a first-pass evaluation of a trading system (or trader)… Calculate these from the system/trader’s P&L: z = sqrt(observations) * avg win / std dev trades f = (((1 + win/loss ration) * pct wins) – 1) / win loss ratio f$ = largest losing trade / f ————- Then: z >...
Posted on December 30, 2011 @ 5:55am by hcarstens
Trend Day Forecast for 12/30/2011: Rangebound Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets. 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
Posted on December 29, 2011 @ 7:00am by hcarstens
Or, data on the decisions made w/ the data. Enables continuous and incremental improvements and new insights. –h Henry Carstens 503-701-5741
Posted on December 29, 2011 @ 6:05am by hcarstens
Trend Day Forecast for 12/29/2011: Rangebound Rangebound Trend Day Forecast Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets. Call Henry Carstens (503-701-5741) for a copy of today’s client forecast and information on becoming a client.
Posted on December 28, 2011 @ 6:31am by hcarstens
Trend Day Forecast for 12/28/2011: Rangebound Trend Day Forecast Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets. Call Henry Carstens (503-701-5741) for a copy of today’s client forecast and information on becoming a client.
Posted on December 27, 2011 @ 6:12am by hcarstens
Trend Day Forecast for 12/27/2011: Rangebound Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets. Call Henry Carstens (503-701-5741) for a copy of today’s complete forecast and information on becoming a client.
Posted on December 26, 2011 @ 6:04am by hcarstens
Posted on December 23, 2011 @ 10:18am by hcarstens
It’s good to take a break from the never-ending search for the new and simply focus on technique. Working on technique can lead to mastery and open unexpected doors to the new. “Wax on. Wax off.” –h Henry Carstens 503-701-5471
Posted on December 20, 2011 @ 1:45pm by hcarstens
Does anybody have any ideas on how to test/develop the liklihood that an event has already been discounted? If I can get a toehold, maybe I can develop something worth passing back… –h Henry Carstens 503-701-5741
Posted on December 18, 2011 @ 7:50am by hcarstens
Posted on December 17, 2011 @ 11:05am by hcarstens
It all starts with the numbers. And counting. It gets interesting when the numbers, and the counting, take on nuance. It gets beautiful when then numbers, and the counting, paint progressively more interesting pictures. –h Henry Carstens 503-701-5741
Posted on December 14, 2011 @ 1:19pm by hcarstens
Our end of year regression forecast for SP Cash was 1119.29 which now seems reasonable to carry over into Q1 given the amount of government intervention manipulating market movements. And our 2012 GDP forecast was for 0% growth, which is supporting of a bearish bias. Still, it’s probably a good idea get another data point into Q1, this...
Posted on December 12, 2011 @ 9:51am by hcarstens
I got a new keyboard for my Mac. The new keyboard is black, just like all the keyboards for my Windows machines. Now, every time I goto edit on my Mac, I find myself using the Windows keyboard shortcuts instead of the Mac keyboard shortcuts – my typing response is being consistently triggered by the...
Posted on December 9, 2011 @ 9:08am by hcarstens
GDP = C + I + G + (X – M) The change in GDP is just the change in the components. Consumption is about 70% of the equation, Investment 16%, Government 20% and Exports – Imports -4% With weigthings the equation looks like this after dropping Exports and Imports as having little effect: GDP...
