TraderFeed

Here and in the Trading Psychology Weblog , I typically take a short-term look at markets. At the end of a month, however, let's take a ...

Yesterday, we had an enormous daily rise in the VIX of over 30%. To put this into perspective, we have only had one larger VIX spike in perc...

I'm writing this prior to the market close, so it may not precisely match conditions at the close. Nonetheless, I think the underlying ...

Can the financial models of hedge funds and investment banks adequately account for what will happen when everyone makes their decisions fro...

When you think of hot markets and rapid growth , what comes to mind but China? But almost alone of emerging markets, Shanghai trades below i...

This past week, we saw the Emerging Markets index (EEM) record a sobering 16% drop on a 10-day basis. I was surprised to find that the corre...

I have begun a large-scale study of the intercorrelations among equity sectors and asset classes; so far, the study appears promising. I wil...

On the heels of my last post, which found that rises were more likely to reverse if they were not accompanied by an expansion of equity call...

Thursday's market rose steadily through the day with solid buying, as noted in the Weblog . As an aside, I should note that that's n...

Note: Well, it's been inconvenient: stuck in Toronto overnight when Chicago's airports shut down last night. I will resume TraderFee...

Today gave us a nice opportunity to see how the concept of participation applies to intraday time frames as well. The May 24th entry in the ...

One of the market variables that has served me the best in determining the likelihood that moves will either continue in their direction or ...

Suppose you had two traders. One--a momentum trader--became optimistic and bought the S&P 500 Index (SPY) every time it rose in price f...

You always know when Randy Jackson, American Idol judge, is excited about a performance. "America," he shouts, "we gotta a h...

At a gathering of investment bank trainees in suburban New York last night, I was asked my opinion of the most common problem among traders....

After attempting a recovery this AM, the market fell in late trading, making new lows for this recent decline. As a counterpoint to the lat...

Recall that the relative range is a measure that compares the range of the last day or week with the median range for the past 20 days or we...

Today's market, as measured by SPY, dropped about 1.9% on a range that was over 2.3 times its average daily range from the past twenty s...

Today's very weak market has given us more than enough material for an enlightening historical look at edges going forward. The edges ar...

Here's an interesting application of the relative measurement concept that I've been toying with during the past several posts: Supp...