Part 2/3 of a series of posts showing one way to apply quantitative thinking to market problems.
NKE: price action in an active stock post-earnings
Another look at price action in an in-play stock and deriving a bias from overnight market structure
Gap Study: a Simple Exercise in Market Analysis (part 1 of 3)
Some basic background on applying quantitative thinking to market problems.
An important trading skill: “Hey, that’s different!”
Sometimes the best pattern is simply to notice when an established pattern is broken.
RIMM – follow up post-earnings
A look at RIMM as a second day play using intraday technical patterns.
Will the Real Level Please Stand Up? (Know Your Market)
Traders watching the S&P 500 have at least four possibilities for market proxies (and most other major indexes have similar issues), but they’re not always created equal. Some instruments do some things better than others and some are completely inappropriate for certain uses. Let’s start with looking at the pros and cons for each SPY proxy: SPY: An ETF that … Read More
Decoding Pullbacks: A Case Study in RIMM Post-Earnings (9/17/10)
Last week, a reader asked for an example of an easy technical play… a lay-up. Here is an example of One Good Trade in RIMM – a pullback short supported by multiple technical factors.
Interpreting Price Action: Unveiling Support and Resistance
An important element of price action that can give a trader some insight into the probability of support/resistance holding or failing.