Moomin Valley

A couple of days ago I posted about the asymmetry of market returns capture by the target portfolio. The portfolio captured less than 100%...

I will be doing a report for December, but after such a financially disastrous year, I'm not in the mood for a detailed analysis of the ...

I'm now at the second stage in my new U.S. based options trading strategy. I'm trading QQQQ options at the moment. I'm short 4 J...

The market started to rise tonight a day or two ahead of what my model was projecting. This recent correction was pretty shallow. So after r...

I planned to do live trading again today. My idea about what would happen at the open was correct - A pop up followed by a decline, but I mi...

Though my US (NDX and SPX) models switched to short at Friday's close, the Australian and Japanese models are still long with no possibi...

Next Wednesday's FOMC meeting is one day beyond the forecast horizon of my model. At this stage the model is saying to be long till the ...

The slow stochastics crossed over on NDX so the model is long at the close. My models have been doing very well recently. I now have four: ...

Snork Maiden's stuff arrived today, finally, after quarantine delays. They found some insect in the container. Now our apartment looks l...

Necessity is the mother of invention. In the last couple of days I've taught myself how to use neural networks to forecast time-series. ...

I've now estimated my model for the Nikkei and it is pretty successful in backtests. The model says to look for short-trades in the Nikk...

I'm now turning to looking at volatility of stock prices and seeing if it could be a useful addition to my trading model. More sophistic...

My recent net worth reports have shown huge fluctuations due to the volatility in the Australian Dollar-US Dollar exchange rate. Returns ar...

My trading model has been performing poorly in recent months - the model is frequently stopped out - the market moves more than 1.25% in the...

I've tried estimating a single model for both the NDX and SPX. The rationale was that taking itno account the correlation between the in...

Fifteen minutes is a tricky thing. It caused me to miss Apple's spectacular post earnings rise yesterday. But I still captured some of ...

I understand technical analysis to be any method that attempts to predict market moves based on past price and volume action rather than fun...

We are about to receive a refund from Snork Maiden's employer of moving expenses. They've agreed to pay more than originally propose...

After the first week here we are beginning to be able to relax a little. We saw Parliament House, Floriade (and annual Spring flower festiv...

The model was signalling to go long tomorrow. However, today is Wednesday which tends to be an up day in the markets. I was just searching f...