And NQ, average about 100 points. Trading between 9:15am and 16pm: [ATTACH] This chart has longer time horizon, and its predictions will also map...
while predicting the directions of the market is very hard, I do manage to come up with the day trading tool to trade ES, gaining average 30...
And some sample predictions:
Another big down day! A good day for the long/short strategy based on style rotation and factor timing. The attached simple chart shows how I do...
I also like the pair of QQQ (TQQQ, SQQQ)-IWM(TNA, TZA) given that I can trade the pair in the retirement accounts which don't allow short. There...
Well done! Most academic researchers also use daily pricing data even though some also include more data such as gold, interest rates,...
Exactly! The Russell 2000 Index has become a value index with small size tilt. It's highly correlated with DIA in the last few years. The Dow...
I'm talking about the short-term performance. Value is still better in the long-term during a rising rates environment. We will see in next few...
Time for growth to shine: rotating into growth ETFs such as IWF and QQQ. If hedge, using value and small size ETFs such as DIA and IWF.
I will answer the 3 questions to tell the story about market timing and style rotation: Question 1: can you predict the short-term direction of...
ok, it seems I haven't been here for a long time. First of all, how to pair e-mini futures? There are three pairs that make sense: 1. NASDAQ...
Some users have sent emails to ask about the future spread trading, or pairs trading with e-mini futures. I have spent the last 15 months in...
Fully automatic trading
I can't believe the last time I visited this site was over one year ago! Time flies very fast. As I have assigned the bots to completely do the...
The last positions lost 0.63% between the end of May 8 and the end of May 18 (3:00 PM EST). This is the end of the thread. Thanks for reading.
Happy Friday. Market finished higher to continue the momentum. Positions for next Monday, May 11: Long: 50% in M2K, 50% in MYM Short: 100% in MNQ
Ok, positions for the last day of the week, Friday, May 8: Cash. It seems today is the end of the bear rally.
If I'm long 2 MNQ and short 3 MYM, I have at least about $20K in the account. My models are already very profitable, so I don't need to use high...
I have never worried about the margin as I don't use high leverage.
Bang bang, MNQ is up 0.3%, while MYM and M2K both fell 1%. Today's gain=2x(0.3%*0.5-1%*0.5+1%)=1.3%. ES dropped about 0.9%. No positions for...
Separate names with a comma.