Trading the Odds

A statistical approach to profit in the US equity markets, trading the markets like professional card counters are playing Blackjack or expert poker players are playing Poker.


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Twitter Updates

  • @QuantStratTradR Sorry, I didn't follow the entire communication. Link to what ? // @easyvolatility 1 day ago
  • Since 1/1/2000, $SPX 2-day RSI closed < 1 on 30 occurrences: Average move ($SPX) next day: +/-2.19% (22x up, 8x down); median move: +/-1.24% 1 week ago
  • w/ $VIX closing above $RVX in 2015 (5 occurrences so far), $SPX moved (up and down) 2.49% the next day on average (at least +/-1.35%). 1 week ago
  • @XA4P Yes, #VRPStrategy (Volatility Risk Premium Strategy w/ cont. contract) went long $VXX on yesterday's (8/10/2015) close. 1 month ago
  • w/ $VUX/N5 (Russel 2000 Volatility Futures, JUL'15 expiration) @ 15.05 , $RVX front month volatility futures settled at an all-time low. 2 months ago


The information on this site is provided for statistical and informational purposes only. Nothing herein should be interpreted or regarded as personalized investment advice or to state or imply that past results are an indication of future performance. Under no circumstances does this information represent an advice or recommendation to buy, sell or hold any security.

The author of this website is not a licensed financial advisor and will not accept liability for any loss or damage, including without limitation to, any loss of profit, which may arise directly or indirectly from use of or reliance on the content of this website, including the information that others post here.

While every effort will be made to provide complete, the most accurate and current information, none of the information on this site is guaranteed to be correct, and anything written here should be subject to independent verification. I make no representations or warranties of any kind, express or implied, about the completeness, accuracy, reliability, suitability or availability with respect to this blog or the information, analysis, statistics, or related graphics contained on the blog for any purpose.

I may or may not hold positions for myself, my family and/or clients in the securities mentioned here. Actions may have been taken before or after information is presented, and any opinions expressed in this site are subject to change without notice.

Please read the full ... DISCLAIMER


October 2015
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