Guest Post: Breath Divergence—Signaling the End of a Bull Market? By Frank Roellinger
Much has been written since the election about the stock market’s future. I have long been convinced that certain hard, cold measures of the market...
Author : Six Figure Investing
Is Shorting UVXY, TVIX, or VXX the Perfect Trade?
The charts for long volatility Exchange Traded Products (ETP) like Barclays’s VXX, VelocityShares’ TVIX, and PowerShares’ UVXY are astonishing. I’m not aware of any...
Backtests for VelocityShares’ BSWN, LSVX, and XIVH Exchange Traded Notes
I have generated simulated end-of-day close indicative share values (4:15 PM ET) for VelocityShares’ BSWN, LSVX, and XIVH Exchange Traded Notes (ETNs) from March 31st, 2004 through...
How Do VelocityShares’ BSWN, LSVX, & XIVH Work?
Not Just Long or Short and No Signals The indexes that power VelocityShares new BSWN, LSVX, and XIVH funds have been live since 2011, but...
Guest Post: Modified Ned Davis Method—April 2016 Update, by Frank Roellinger
Over the years I have developed a lot of respect for the condition of breadth divergence, when an index such as the S&P 500 is...
Frank Calls the Corrections with His Modified Ned Davis Method
In September 2013, I published a post written by Frank Roellinger on his stock market trading system—a modification of the Ned Davis system first published in...
Guest Post: Short “Sweet Spot” Approaching? —by Frank Roellinger
Probably the most difficult thing to do in stock market investing is to identify a good time to sell. Many technical indicators have been devised...
A Very Simple Model for Pricing VIX Futures
Serious volatility watchers are always attending a three ring circus. The left ring holds the general market. Center ring has options on the S&P 500...
The SEC’s Circuit Breakers for ETFs Short Out
In the aftermath of the 2010 Flash Crash the SEC investigated ways to prevent the widespread disruption of prices that led to trades at absurd...
Trading Low Volume Exchange Traded Products
Many of the 1600+ Exchange Traded Products (ETPs) on the market are low volume, low asset offerings that either implement failed strategies or have bigger,...