Commentary

9/23/20 – Probable x33, Possible x03

Days have to be divided by 6 as usual. xM3 is unusual, 78/6 = 13 times in 8 years. x33 is favorable to buy and x03 is not. Note how xF3 and xM3 are less volatile (CH and CL are smaller than x03 and x33). I’ve been critical of the standard statistical volatility measures because they are so idiotic.

Investiquant is giving a webinar tomorrow at 4:30 EDT. I modelled my application after theirs. They specialize in intraday tactics.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s