http://kurtosistrading.com/blogspot Day & Swing Trading Stocks, Options, Futures & Forex Fri, 05 Feb 2010 08:40:30 +0000 http://backend.userland.com/rss092 en http://kurtosistrading.com/blogspot/?p=826 I have just completed a study of pivot straddles and there impact on gap fading outcomes. I have only looked at the ES and have used 10 years of 1min data. The assumptions made in this study were as follows: 1.  Gaps only greater than 2 ticks were analyzed 2. 10 contracts 3. ... http://kurtosistrading.com/blogspot/?p=799 Here is a legitimate question that was asked of me do the Dax and ESTX50 index futures gap fill like the US index futures do? So I decided to conduct a study on it and here are the result of that study, it was based off 10 years of 15min ... http://kurtosistrading.com/blogspot/?p=791 Here is some insight for all those gappers out there. Yes today is Fed day here are the numbers based off 10 years of Fed Day Gaps only gaps of scheduled meetings have been used in this study and I have just posted the results from the ES futures. Assumptions are as follows 1. ... http://kurtosistrading.com/blogspot/?p=778 I have decided to share with you all an update to my correlation matrix for the end of the 2009 year. It is based off continuous contracts and the daily settlement prices over the last 12 months. There are bound to be some numbers that shock some. Good trading and may ... http://kurtosistrading.com/blogspot/?p=770 Concept of an Anchor Chart is to combine multiple time frames into one chart. This blog post is to: 1. Give a free open source version of the TTM Anchor Charts for Time and Tick and 2. How-to install them. There are two versions for MultiCharts and for TradeStation all of which were sourced ... http://kurtosistrading.com/blogspot/?p=724 Yes we have seen last week 5 Lower POC's on the Market Profile Yes this is a down trend in formation. General Rule is three lower or high POC's to say a trend forming. Also watch for the unfilled gaps on the way down. The Ambush zone is 1068.75 to 1058.50. Good ... http://kurtosistrading.com/blogspot/?p=716 Here is a ELD indicator for TradeStation that allows you to calculate Rotation Factors on Charts. Good Trading and may all your trades have fat tails and flat distributions. KT Disclaimer http://kurtosistrading.com/blogspot/?p=706 Good Trading and may all your trades have fat tails and flat distributions KT Disclaimer http://kurtosistrading.com/blogspot/?p=702 With 1103.25 the High so far for 2009 if we drop some fibs on the chart from our 1026 swing low to our highs then we can get some idea of levels to watch. Interesting is the mid on this move is 1064.75 which is in close to the 1066.25 ... http://kurtosistrading.com/blogspot/?p=697