Posts Tagged ‘spy’

• The Expected Range for February
  stevenplace, February 1st, 2010 at 11:26 am, Comments: 0

  On my latest stocktwits brunch, I pulled up a spreadsheet that listed the current market volatility readings over several asset classes. These readings can then be reverse engineered to show what sort of expected move we may see within the next month. I feel that this is a very useful refresher going into a new [...]

• Option Strategies to Protect Your Portfolio
  stevenplace, January 27th, 2010 at 2:27 pm, Comments: 0

  …

• What is the Expected Range for the Market This Year?
  stevenplace, January 4th, 2010 at 12:12 pm, Comments: 0

  Aside from macro and technical forecasts, one of the more overlooked areas to examine this new year is the current volatility environment. How well the market will trend and mean revert should be considered when you are developing your trading plan for the year ahead. So with that in mind, I’m going to share my [...]

• If You Think This Tape is Boring….
  stevenplace, December 16th, 2009 at 2:05 pm, Comments: 0

  It may be due to your recency bias:

  Odds are, we won’t see the same volatility from 2008 for a significant amount of time.
  Volatility (or lack thereof) affects your portfolio much more than you would think. How will you adapt your trading strategy if we get into a grind similar to 2003-2007?

• The super-oversold VIX Analysis
  stevenplace, October 13th, 2009 at 9:23 am, Comments: 0

  A lot of traders are starting to eye the VIX as oversold, after being overbought just a week or so ago, it could be due for a bounce:

  Oh, sorry, that was the analysis from Q109. Here’s what happened after that:

  Overall, we’re still in a downtrend when it comes to vol. The actual volatility in the [...]

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  4 Charts I’m Watching for a Market Turn
  stevenplace, October 8th, 2009 at 11:43 am, Comments: 0

  Everyone screaming overbought in this market has been proven wrong for the past few months. Anytime we get a large move up, the technicals correct through price rather than time. We’re starting to see some technical weakness via trend breaks and moving average crosses, but as seen from the past few weeks’ price action, we’ve [...]

• Testing Out Swan’s New Toy
  stevenplace, August 2nd, 2009 at 11:42 am, Comments: 0

  This should be pretty epic.

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  Midday Update for Jul 16th
  stevenplace, July 16th, 2009 at 11:53 am, Comments: 0

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  Subs: Open Market Structure, Jul 16th
  stevenplace, July 16th, 2009 at 10:00 am, Comments: 0

  ES Structure
  1. Very little gap, so not a whole lot of market inefficiency on the open. Gap was filled in first 30 minutes.
  2. ADVN-DECN (Advancing Issues minus Declining Issues) tagged -1000 and has been ripping higher since the open– this leads me to believe higher prices are coming today. Update: ADVN-DECN poleaxed after the first [...]

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  IWO Premium Video for June 4th, 2009
  stevenplace, June 4th, 2009 at 5:24 pm, Comments: 0

  Broken Butterflies and Condors Abound.