Wow! Thanks again for taking the time to update your journal skc, especially with the detailed analysis of the trades. I think it's a very valuable exercise. If you continue with pairs trading best of luck! :xyxthumbs
I'd be wary of being in this stock solely due to it being very illiquid. If you are even thinking about getting out, get out.
Just keep in mind that it's so thinly traded that your sell order will probably have a big effect on the price (depending on the size of your holding). If you get...
Ah, my brain was so slow when I asked about data, I meant to clarify about the data feed you were using in PTF; was it the delayed data or the IQ Feed (I'm guessing it's IQ Feed?)
Thanks for updating your journal skc.
You mention pairs trading on highly volatile days like today, so I was wondering if you are using real time data or relying on the delayed data?
Do you find there is much slippage between when a pair trade opportunity arrives, because it is 20min...
I'm new to using this program (demo atm), so I'm sorry if this is obvious, but are you using modified settings? I can't see any signals for this trade; the std dev never seems never to vary very much.
Starting to become interested in MCE as it moves into the 2.80-2.90 region where it has bounced off 3 times before in the last year.
Today it closed off the bottom of $2.82, and I will definitely be keeping an eye on it in the next few days, but the volume was very light; not nearly as...
Re: Is anyone able to help? Re: Roger Montgomery growth multiplier table
Actually, to a higher power of 2.2. It looks like he only applied the 2.2 power to cells in the table where the value of (ROE/RR) is less than 1.
For example (7.5/10)^2.2 = 0.531, or (10/14)^2.2 = 0.477
Re: Is anyone able to help? Re: Roger Montgomery growth multiplier table
If I recall the values are equal to the Return on Equity (ROE), divided by the Investor's Required Rate of Return (RR) to the power of 1.8.
Growth Multiplier = (ROE / RR) ^ 1.8
In the second edition of the book...
A few days on it has since meandered past that upthrust bar to an all time high, however that day also appeared quite weak. Maybe some marking up of the price to help someone exit their position? The weekly chart seems to show a similar story.
I'm too new to this to make much of the points you've marked tech, only to note that two of the points coincided with the sale of BRU shares by AWE (some 24 mil on the 29/07/11) and new shares (~3.7 mil) from a SPP on the 05/10/11.
The following huge volume on the 18/10 and 19/10/11 didn't...
I guess those who were responsible for the earlier buying volume? The volume over the later large range days is approximately the same amount. With all the good news coming out at the time, would that have supported the price to allow the selling to take place?
Here goes,
There are two obvious volume spikes, the first on the 19/12/11 and the second on the 06/03/12.
I know I am a real novice to VSA, but the first spike in volume seems like an accumulation. There was a huge volume but prices were kept tight.
The second volume spike is seen with a...
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