* Jeff Pietsch at Market Rewind illustrates 2 ways of generating superior surgery yesteryear rotating each calendar week into the property shape that shows the greatest relative strength. H5N1 2d instance shows superior returns yesteryear rotating into the summit 2 relative forcefulness currencies from amidst an ETF group. By taking payoff of relative strength, the systems tracked yesteryear Market Rewind are able to capture momentum effects across markets. Very interesting thought for swing traders, likewise every bit active, aggressive investors.
* Rob Hanna at Quantifiable Edges shows how a mechanical trading organisation tin sack hold upward built yesteryear examining unlike historical studies of trading patterns together with synthesizing them into unmarried trading signals. By aggregating unlike historical patterns, the organisation is able to discovery occasions inwards which edges inwards 1 are confirmed yesteryear others, providing high probability merchandise opportunities. Excellent extension of historical research.
* Rennie Yang of Market Tells has introduced an "intraday relative cumulative TICK" mensurate that compares where today's cumulative NYSE TICK stands relative to the average reading of the yesteryear thirty sessions. By comparing, say, 10 AM numbers today amongst the 10 AM numbers from the yesteryear thirty days, nosotros tin sack run into if today's marketplace is trading amongst greater or lesser buying together with selling involvement than recent sessions. In a recent post, Rennie shows how a pullback inwards the relative cumulative TICK preceded yesterday afternoon's selloff. Nice persuasion gauge.
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