even during the BREXIT event,
the pattern of the strongest selling during overnight continuous.
A more or less flat RTH.
even during the BREXIT event,
the pattern of the strongest selling during overnight continuous.
A more or less flat RTH.
a little selling RTH
another RTH buying session.
and the ON selling trend might turn up.
a RTH buying session.
----
something else:
I came across this article by Michael Ashton.
https://mikeashton.wordpress.com/201...r-less-mester/
He contrasts value, momentum and carry as drivers for equities.
As a metric he introduces 10y yield - 3month libor spread to show the carry as a factor.
I reproduced it as a ratio (not the right spreads on stockchart)
according to this, carry is not a strong factor currently.
... or carry has less impact on (long) positions
Last edited by PeterR; 08-05-2016 at 01:59 AM.
RTH buying
unch RTH session again.
The last two days effectively do not exist.
One would not guess that from the higher volatility / range.
What correction ?
I am looking for long swing entries again, after my first long attempt was stopped out.