For me this looks like a Bear-Flag in the downtrend. The Volatility Stop at 103.50$ is like a WALL.. If we break through Support at 100$ the next suppport is at abbout 94$. A Bear-Call-Spread above 108$ could be a good Idea.
This is a pair trade idea based on CNQ/XLE pair cointegration. My calculations show that these two stocks diverged by more than 2 standard deviation and, based on mean reversion, should come back to mean. This pair's rolling mean is 28.3 over the last 280 trading sessions. The current value is 23.6 and one standard deviation is 1.8. The trad can be done by...
Im expecting AMZ to Bounce of from 580 and than heading toward 200 SMA. Maybe Bear-Call-Spread for next week?
It seem like after Earnings yesterday MSFT is going to open between 54$ and 55$. It's going to be a retest gap. So I would wait for a Retest next week an then sell a Bull-Put-Spread in the purple area with a time of 1 to 2 weeks.
EURJPY Back to Bankers Spread Zone!!
The market has ran up this past week after it bounce. Now volume is running dry and it ran into heavy resistance. it also broke the trend line (yellow line) up top. We want to see price CLOSE below the light blue neck line before we enter a short position to fill the gap at 203.85.
The onshore offshore spread is more than 0.11. In my oppinion, the BoC will have to fix the yuan higher.
Today we have closed the spread trading opened yesterday with +50 pips. Now the spread is still long on EJ and short on EU. We are waiting for a new trades
... "when they tell you that the Spread with Germany is at its lowest ever not believe... this is the only one that is important"... 01/01/2002 - 01/08/2009 : Spread vs DAX FTSE MIB lows . Divergence contained 01/08/2009 - 01/12/2014: BOOM BREAKS Spread between DAX and FTSE MIB . After 2000 days DAX " Overperforming " FTSE MIB approximately 130% since 2002 ( euro...
Whilst I have shared this spread chart of LTCUSD/BTCUSD several times over the last 18 months or so, I have not directly published this as a main chart. However, as requested by quite few Crypto traders, I feel it is appropriate to so. This spread charts like any ratio charts can help to gauge potential trend change, but it must be used with care. Since what...
CVX has made a strong bullish moved from it low about 102.36 close on 1/30/14 There has been a strong gap and is trading above 10 20 and 50 EMA , and just closed above the 100 SMA. The gap at 107.37 should offer a strong support for a BPS 107/106 EXp 2/27 for .11 or 3/6 for .16. Should your want to own the shares a 101 put sale will bring in .65 approx.
In the grand scheme of things it looks as though a shift is ready to take place. It has taken me some time to realize that shift but it is finally here. Take look at the GBPEUR to the left. Notice how its price moves are converse to that of WTI, EURUSD, and XLE. The yellow circles you see are areas where similar behavior is forming. In the GBPEUR the opposite...
See how this dip forecasts the strength of the next move above overbought.
What an extremely sharp move after a crossover deep below overbought range, right before a huge day on 1-30-15. I wish I could say that I rode this all the way up to it's top but I had a nice little profit at 10.875 and exited when it leveled off after it's strong open just over 11.000. Looking at it now, a trailing stop using the last 14 days Average True Range,...
StatArb is one of the most profitable trading strategies employed by trading professionals, Hedge Funds and Proprietary Trading firms. Now the same signals are available for everyone. Green circle is "Buy Spread" when you buy the higher pair and sell the lower pair, red circle is the opposite. "+" and "-" are suggested stop loss and take profit levels. The grey...
There is a recurrent and long-standing pattern within the spread between these two exchanges. A few months before every "bubble" begins, the spread funnels itself into a tidy channel, which it essentially remains in until the price peaks, though displays no other internal order. There are also clearly other structural self-similarities. As you look back in time...
With the recent topping action in BTC it has been interesting and a little disappointing to watch LTC's outright failure. Indeed, Litecoin's inability to hold significant support levels has both broken its bullish bias and once again brought it's relevance as #2 to BTC into question. With this relationship continuing to decouple, I thought I would take a moment...