sigmatradingoscillator
Working for more than 10years as a professional investor, I share with you my daily analysis and give you an insight on my daily operation(s) US markets. I trade on both SP500 and Nasdaq 100
Le blog de sigmatradingoscillator
Créé le 26/11/2011
Professionnel de la finance de marché depuis plus de 10ans, j'ai mis au point une série d'outils de trading me permettant de prendre et couper mes positions. Ici, je vous fais un update quotidien sur la situation des marchés américains. Attention…
Catégorie : blog Économie
Articles : 571
Blogrank: 55 ( en savoir plus )
Articles à découvrir
23/5: Daily update (no change)
There is no change today: Stop levels are unchanged: Trading Book: Our short position on the NDX is still alive because our stop was at 3055 (5pts above the model). - SPX: no position at this time…
22/05: Sharp reversal in us, Swing @ 2
The market printed a new high, then it reversed and closed near the intraday low: ST Model (update): Trading Book: Our short position on the NDX is still alive because our stop was at 3055 (5pts…
21/05: We add the DAX to the test, we did some minor change to the CAC
Following an encouraging 2 years back testing on the DAX30, we decided to add it in our current (live) test (with real money). In this context, we did some minor change in CAC's ST model in order to…
20/05: Situation unchanged
The trend Level is at '4', so there is no chance to get a new signal in coming days: The SPX remains 'stop' while both the NDX and the CAC remain in 'sell': Trading Book: - SPX: no position at this…
20/05: New trading book
In order to test our updated model, we closed all our positions, and we open a "clean" trading book. We will report cumulative results on each indexes (year to date and since inception) in order to…
17/05: Updated model, impressive back testing on SPX,NDX,CAC
I'm building financial models for more than 10 years and it is not easy because it takes a lot of time (mostly at night, ....) and it costs a lot of money when you test these models with live data…
17/05: Modèle updaté,un back testing impressionnant sur le SPX,NDX, et le CAC
Je développe des modèles financiers depuis plus de 10ans et ce n'est pas une chose facile parce que cela prend beaucoup de temps (principalement de nuit...) et cela coute beaucoup d'argent quand on…
Conditions to generate a new signal
First of all, we base all our analysis on a proprietary index which is an aggregate of 16 US indexes. Based on this index, we compute 4 parameters: The Sigma Trend Index (STI): it represents the…
Explications du modele (en Francais)
Tout d'abord, nous basons toute notre analyse sur un index propriétaire constitué de l'aggrégation de données de 16 indices américains. Sur base de cet indice, nous calculons 4 paramètres: Le Sigma…
15/05: Both US and CAC40 on strong resistances
Looking at the charts, it is easy to notice that both the US Sigma Whole Market Index and the French CAC40 are just below their ascending resistance. Does it mean we will go down right now? Not…