Info!! Opening The Calendar Week Amongst Novel Ideas

*  Here are 3 charts that I role to rails need in addition to provide inward the wide stock market.  I decompose the fourth dimension serial for the NYSE TICK (number of stocks upticking vs. downticking at each minute of the trading day) into a stair out of Buying Pressure (top chart; a stair out of upticks); Selling Pressure (middle chart; a stair out of downticks); in addition to Balance (bottom chart; the daily cyberspace of upticks vs. downticks).  In recent sessions, we've seen relatively restrained buying involvement in addition to also relatively restrained selling.  This is typical of depression volume, depression volatility markets.  On a cyberspace basis, we've to a greater extent than frequently than non seen to a greater extent than buying than selling pressure level in addition to stocks bring drifted toward their highs over this period.  This is every bit much due to a relative absence of sellers every bit the positive presence of buyers.  Institutional players--those that campaign book every bit buyers or sellers of baskets of stocks--have been repose of late, creating few surges of either buying or selling activity.

*  When academic reviewers took a await at the profitability of traders, they were shocked yesteryear how pitiable the results looked.  active fund managers every bit a grouping neglect to outperform their benchmark indexes.  In fact, managers inward every category neglect to outperform.  You would mean value that one-half would outperform yesteryear sheer chance.  As the article emphasizes, however, the odds of such across-the-board underperformance occurring yesteryear endangerment are ridiculously small.  It's non that managers lack a positive edge.  They genuinely seem to bring a significantly negative one.

*  It's rattling hard to non abide by skilful posts on the Quantocracy site.   

*  It's also rattling hard to non abide by something skilful inward the weekly exceed clicks at Abnormal Returns, including an unusually skilful written report of moving average rules--what industrial plant in addition to doesn't work.

*  The $STUDY flow from Stock Twits invariably contains some gems.

*  Here are some coming resources from Adam Grimes, including a primer on how to written report markets alongside quant tools.

 *  Great postal service from SMB on what golf game teaches us nearly trading.

Have a swell get-go to the week!

Brett