Quant Mashup - InvestiQuant
The Strong Historical Tendency for the Feb Employment Report [InvestiQuant]
I have discussed the employment report a number of times here on the blog. Over the years the release of the report has generated a high amount of volatility for overnight trades. While the direction of those volatile moves has undergone some big hot and cold streaks, it has not provided a
- 8 years ago, 4 Feb 2016, 01:08pm -
Employment Night Hot Streak Gone Cold [InvestiQuant]
From August of 2012 until May of 2015 the night before the US Employment Report was a strong and consistent. Over that time period ES gapped up 76% of the time and the average employment night registered 5.00 ES points. I reported on the hot streak a number of times while it was in progress. But
- 8 years ago, 8 Jan 2016, 11:32am -
Overnight Implications Of Short-Term Overbought On A Monday In A Weak Market [InvestiQuant]
The market is off to a strong start today and is posting short-term highs. Below is a study that examines similar situations when short-term highs occurred on a Monday during a long-term downtrend. 2015-10-05 image2 As you can see the numbers are quite bearish. Down-gaps outnumbered up-gaps by a
- 8 years ago, 5 Oct 2015, 11:47am -