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- TED Spread: A Lagging Stock Market Indicator
- Michael Stokes submits: [This week I’m focusing on the TED spread and what it can tell us about the stock market. If you're not familiar with the TED spread, you can read more about it here.] In this report, I’ll look at the TED spread as a lagging indicator (or...
- External links 2008-11-06
- The Moving Average Spectrum - Part 1
- Michael Stokes submits:This post will be a bit on the complicated side, but if you’ll invest in wrapping your head around the concept, I think it will do a lot to demonstrate one of the cornerstones of my view on trading these unruly markets. A theme...
- External links 2009-01-19
- The Moving Average Spectrum - Part 2
- Michael Stokes submits:This is a follow up to my post The Moving Average Spectrum. Like the first, this one is a bit on the complicated side, but I think important to understanding how to trade these unruly markets. My last post demonstrated the idea that: Short-term (let’s say,...
- External links 2009-01-19
- Using the Commodity Channel Index as a Trading Strategy
- Michael Stokes submits:This is a quick look at using the Commodity Channel Index (CCI) as a contrarian indicator to trade the stock market. I’m just starting to dig my teeth into CCI and I’m not proposing this as the best use, just a use. Unfamiliar with...
- External links 2009-01-20
- Abnormal Market Filter: Back in Action
- Michael Stokes submits:Back in October, I talked a lot about a mechanism to determine when the market was acting “abnormally.” My solution was fairly simple: I measured when the market had become extremely stretched either up or down under the premise that when the market reaches...
- External links 2009-01-25
- Trading Strategy: Gold vs. Gold Stocks
- Michael Stokes submits: Last month I shared a strategy that used the ratio between oil stocks and the price of oil itself to trade the oil sector read part I and part II. Keeping with that theme, in this post I’ll look at using the ratio between gold stocks...
- External links 2009-02-05
- Short-Term Mean-Reversion Becoming Stronger: The Why
- Michael Stokes submits:This is a long overdue follow up to my first post showing that day-to-day stock market mean-reversion is becoming stronger. Understanding this shift is key to trading short-term swing strategies like RSI(2) or adaptive daily follow-through. In this post, I want to look at why, or more...
- External links 2009-02-12
- Short-Term Mean-Reversion Becoming Stronger: Wood’s Light Bulb
- Michael Stokes submits: Recently I’ve shown that daily stock market mean-reversion is becoming stronger at an accelerating pace and attempted to explain why. Understanding this shift is key to trading short-term swing strategies like RSI(2) or daily follow-through. Woodshedder from my blogroll made a very interesting observation in response...
- External links 2009-02-16
- Short-Term Mean-Reversion Becoming Stronger: So What?
- Michael Stokes submits: This is the final post about the short-term daily stock market mean-reversion becoming stronger (read part 1, part 2, and part 3), and will wrap up the discussion on the subject. So far, this has been a pretty geeky conversation and I’m afraid that I still haven’t...
- External links 2009-02-16
- The Abnormal Market Filter: 'Barricade the Doors'
- Michael Stokes submits: For the first time since the market meltdown last October, on Tuesday, the Abnormal Market Filter reading moved to 100%. Over the last few months, I've talked a lot about my mechanism to determine when the market is acting “abnormally." It's called the Abnormal Market Filter....
- External links 2009-02-24
- 100% Abnormal Market Reading Is Back
- Michael Stokes submits: After easing briefly, the Abnormal Market Filter has ratcheted back up to 100%. The Abnormal Market Filter is a concept I began to employ in some of my own strategies late last year. Read previous posts here, here, and here. by Michael Stokes
- External links 2009-03-03
- Another 'Why History Is Not a Guide' for Today's Trading
- Michael Stokes submits: I usually don’t like to talk about strategies that don’t work, but this one was interesting and I think proves an important point, so here goes… I was inspired by the Quantifiable Edge’s post Bank Action and the Market to look at how the market has...
- External links 2009-03-04
- Defining the McClellan Oscillator
- Michael Stokes submits: I’m going to do a few posts looking at the McClellan Oscillator, and I wanted to take a moment to define just what it is and what it is not. Like most formulas that get pared down to a single name (Sharpe Ratio, CCI, whatever)...
- External links 2009-04-22
- Defining the McClellan Oscillator - Part III
- Michael Stokes submits: This is a multi-part series poking around the edges of the McClellan Oscillator (MO), a breadth indicator using the number of advancing and declining issues to measure the degree of participation in market moves read more. In my previous post, I looked at rising/falling and...
- External links 2009-04-26
- SPY / DIA Pairs Trade Highlights Importance of Data
- Michael Stokes submits: This strategy is another example of the importance of the right data, and not confusing the intricacies of indices with the intricacies of ETFs (or futures, or options, or anything else). The strategy comes from friend of the MarketSci Blog Russ: buy the S&P 500 and short...
- External links 2009-05-13
- More on the Gold/Stock Market Correlation
- Michael Stokes submits: I’m doing a little playing around with the short-term interaction between the price of gold and the stock market. Some semi-interesting observations… by Michael Stokes
- External links 2009-05-17
- Testing TradingMarket's Rule #9: Avoid Being Churned with ADX
- Michael Stokes submits: This is the last part of this week’s series on TradingMarkets.com’s 10 Trading Rules. In this post, I’ll look at TM’s rule #9: use the ADX indicator to avoid getting churned. TM advocates not trading the market when the 10-day ADX is below 20 because in...
- External links 2009-01-11
- Testing TradingMarket's Rule #5: The VIX 5% Rule
- Michael Stokes submits: This is the fourth part of this week’s series on TradingMarket.com’s (TM) 10 Trading Rules. In this post, I’ll look at the fifth in TM’s list: the VIX 5% rule. TM advocates not being long the market when the VIX is more than 5% below its...
- External links 2009-01-08
- Testing TradingMarket's Rule #2: Buy the Market after It's Dropped, Not after It's Risen
- Michael Stokes submits: This is part two of this week’s series on TradingMarket.com’s (TM) 10 Trading Rules. In this post, I’ll look at TM’s Rule #2: buy the market after it’s dropped not after it’s risen. As evidence, TM looks at the market after it has either fallen or risen...
- External links 2009-01-07
- Testing Ablin's Trend Following Strategy
- Michael Stokes submits: This is a quick test of a Jack Ablin strategy shared over at the Big Picture. To be fair, I can’t find where Ablin originally discussed this strategy, so I don’t know what context he put it in, but the rules appear to be to go long...
- External links 2008-11-18
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