I found the data. I was right on where spy was at around 10:10. Where do you think it is heading tomorrow? It seemed as if bears were waiting...
Spy @ 184.38. +0.07
spy @ 184.74. + 0.25.
SPY@ 184.85. The ride is not smooth. +0.20.
Added Minus 185.05
Now let us see if we will have an end of day sell off.
Minus SPY@ 184.99
Minus SPY@ 184.45
Minus SPY @ 184.33
spy 184.85. +0.35
Minus SPY @ 185.20
spy@ 185.30. +0.70.
Minus SPY @ 186 (I am on short side of HD. Where is it going?)
Continuous Kelly says that the leverage should be R/S^2. When you time that by R, you get R^2/S^2, or square of sharp. (This is assuming that...
You need to include the covariance matrix of the three choices, because the three outcomes are not independent. The results would be a strategy...
Reduces variance by 2, and reduces STD by 1 divided by root 2 = 71%
Thanks Ammo! Are you getting more backers? I believe there may probably be only/mainly free loaders in here.
Are there screeners/sites/etc that could provide for a given day (say yesterday) the biggest movers normalized by IV? If you have some data and...
Ammo: great charts! I particularly liked the display of information in the dow chart, the closeup on the SP and the NDX chart.
Are there sites where one can get the market profile/volume for a given symbol, as well as charts for Uvol and Dvol in real-time?
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