E-Mini S&P500 Trading Research Central
I daytrade the emini S&P 500 and Nasdaq 100 index future contracts. My inventions on market breadth are specialized in the identification of short term stock market index behaviours. Hence I have a large body of research work done on the index related markets. My take on price movements and price behaviour is not conventional and my research articles clearly reflect that.
When I am not trading and have spare time on hand, I would review my research notes and write up summaries. The process is slow and time consuming. But I know if I do not do so, my research work will stay behind the closed doors of financial institutions. I hope my work will make a difference among retail traders for generations to come.
For trading signals and real-time trading tools visit S&P500 Signals
alphabetical order | posting date
The 10 Year Challenge on Index Future Trading Systems
Going through a chart of the past 10 to 12 years in Emini S&P, I cannot help thinking if there is a trading model that can work well throughout the whole period of time with reasonable draw down and good performance year after year. There was ...
Going through a chart of the past 10 to 12 years in Emini S&P, I cannot help thinking if there is a trading model that can work well throughout the whole period of time with reasonable draw down and good performance year after year. There was ...
S&P 500 Daily Breadth Monitor Explained
The daily chart updates showcase the power of real-time custom breadth data. The custom breadth data showing in the chart have specific characteristics that can help a trader read the market more efficiently. Following is a sample of the chart. ...
The daily chart updates showcase the power of real-time custom breadth data. The custom breadth data showing in the chart have specific characteristics that can help a trader read the market more efficiently. Following is a sample of the chart. ...
S&P 500 3-Day Advance Issues Trading System
Here is the trading system I presented in the Futures Magazine article, Using market breadth in trading systems, in the January 2008 issue. System Setup 1. Emini S&P regular trading hours (RTH) only. 2. 130-minute bar. Drop the last 15 minu ...
Here is the trading system I presented in the Futures Magazine article, Using market breadth in trading systems, in the January 2008 issue. System Setup 1. Emini S&P regular trading hours (RTH) only. 2. 130-minute bar. Drop the last 15 minu ...
S&P 500 3-Day Advance Issues
I wrote an article on the concept of 3-Day Advance Issues in the Futures magazine - Using market breadth in trading systems, in the January 2008 issue. As oppose to repeating what was written in the article, I will focus on the discretionary aspect o ...
I wrote an article on the concept of 3-Day Advance Issues in the Futures magazine - Using market breadth in trading systems, in the January 2008 issue. As oppose to repeating what was written in the article, I will focus on the discretionary aspect o ...
Explosion in Emini S&P Trade Volume
The table is showing the average number of trades per day in January over 5 year period. Back in 2004 and 2005, the average was around 90K and then decreased to around 50K in the following 2 years. This year, however, we have witness the biggest ...
The table is showing the average number of trades per day in January over 5 year period. Back in 2004 and 2005, the average was around 90K and then decreased to around 50K in the following 2 years. This year, however, we have witness the biggest ...
Understanding the Market in a Statistical Way
Have you ever spent time studying how the market you trade behave statistically? Here is an example showing some interesting behaviour that is ignored by many traders. Statistic Concept of Runs A Run in statistics means the repetition of th ...
Have you ever spent time studying how the market you trade behave statistically? Here is an example showing some interesting behaviour that is ignored by many traders. Statistic Concept of Runs A Run in statistics means the repetition of th ...
Counter-Trend Trading with Simple Range Exhaustion System
Here is an extremely simple trading system that violates the classic rule of trading, trend is your friend, with very good results. It is an excellent example that illustrates how counter-trend approaches work. Simple Range Exhaustion System ...
Here is an extremely simple trading system that violates the classic rule of trading, trend is your friend, with very good results. It is an excellent example that illustrates how counter-trend approaches work. Simple Range Exhaustion System ...
Better OddBall System
The original OddBall System no longer performs since end of year 2001 (see OddBall System - An Update). Here is an attempt to improve the system. The Issue The original Oddball system no longer performs due to the change in the behaviour in ...
The original OddBall System no longer performs since end of year 2001 (see OddBall System - An Update). Here is an attempt to improve the system. The Issue The original Oddball system no longer performs due to the change in the behaviour in ...
Moving Average Is More Than What You Think - Part 4
The trading system presented in Formula 301 #3 Intraday Moving Average Crossover with Position Sizing is a moving average based trading system that works year after year. Following is a reprint of that article. Many users are very intereste ...
The trading system presented in Formula 301 #3 Intraday Moving Average Crossover with Position Sizing is a moving average based trading system that works year after year. Following is a reprint of that article. Many users are very intereste ...
Classic Day Trade Modelling
Before we have access to intraday day data, how do we test trading systems that last only a day? Long time ago, thats all we have access to, and I think it is a good idea for our readers to see how traders utilize classic bias without the help of ...
Before we have access to intraday day data, how do we test trading systems that last only a day? Long time ago, thats all we have access to, and I think it is a good idea for our readers to see how traders utilize classic bias without the help of ...
