Apr
16
Interesting to Note, from Victor Niederhoffer
April 16, 2012 |
It is interesting to note that the S&P has gone up more in the subsequent days when it's up over the past year than when it's down. For example, of 1030 days when it was down over the previous year the expectation the next day is -0.2 % , and of the 2658 days it was up over the previous year the expect the next day was 0.2%. Doesn't appear to be much and certainly not significant, but in total a differential of 600 S&P points in favor of going with.
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What makes you say this is predictive and not just descriptive?
its forward looking but retrospective.vic
Cattle feeling good and cattle feeling bad. Thanks for helping me bet like size, think like a contrarian greyhound handicapper and keep my iron ass in the chair…How’s the anchovy fishery this year? Any advice for my deep in the money call strategies this year. Thanks for sharing your insight.