VOLATILITY MODEL | Overlaid over SPI Rate of ChangePerhaps it's time to get long vol. Given the daily range is rather narrow, it can be an expensive bleed, but, invariably we are statistically nearer to the floor in vol.
Rate of Change (ROC)
SP1! Rate of Change Particularly NarrowThere's such little variance there's been no >1std deviation moves since October 11th.
iROC Pro [instantaneous Rate of Change Deluxe version]This updated version of iROC replaces the previous version which is labeled simply "calculus".
Thanks to Dr Richard P, Feynman . You might enjoy his classic 1961 Cal Tech lectures on Physics too, available for free on line.
Peace.
Tarzan
instantaneous rate of change when you simply must be the first to know
Great HFT momentum algo.
Doing some derivatives 4 u.
Tell your kids not to sleep through math class and please see my other free indicators and strategies.
Peace.
T A R Z A N
KMI IS OVERBOUGHTExpect KMI to drop a minimum of 1% over the next 13 trading days. In reality, the drop could be as much as 5-6%.
Historically when KMI ROC (14) is above 9.8853, the stock always retreats a minimum of 1%. The trend and recently similar overbought readings support a 5% drop.
BofA AA Corp Bond Spread vs. S&P500, SPX Correlation, ROC (%Chg)I published and embedded this chart again because the CC and ROC indicators weren't updating when you moved the chart forward.
