This is a new static page called Correlation Divergence. The goal of this page is to keep track of relative relationships between historically highly correlated securities (e.g, SPY and DIA) and divergences in their correlation. Practical applications include observing these trends to implement hedging techniques such as pairs trading or simply adding support to go [...]
At the request of my readers, I’ll be updating this static link each Sunday with my portfolio holdings as of close of trading on the prior Friday. I will categorize positions by long stock, short stock, long index, short index, and junk long. The term “junk long” means positions are opened with approximately a 0.5% [...]
Continue reading about Portfolio Holdings (updated on Sundays)
The goal of C&C Fib Levels is to provide guidance for trading the markets beneath the November 2008 lows (also known as 2003 support levels on many of the indexes). These levels are referred to as FLs in my posts.
$SPX/SPY
950
910
880
850
805
785.51
746.01
715.00
693.22
671.43
644.48
600.93
372.50
$COMPX
1954.32
1238.09
996.58
804.55
671.17
536.59
371.00$RUT
493.09
472.54406.68383.87365.96353.39346.45340.81325.25300.10265.97232.76191.67125.26
XLE
39.86
35.26
31.66
29.12
26.59
23.45
18.39
XLU
25.09
20.75
19.25
18.07
17.25
16.42
15.39
13.80
Note: The date stamp on this post will always be December 31, 2008 so that [...]
