fschmitzsc

fschmitzsc Feb 4, 2015

Earnings was good , but not good enough for to keep this valuation. 7-11% downside from todays close.

fschmitzsc Feb 4, 2015

Oil showing divergences on the 3.10 oscillator, on its lowest lowest, perhaps a reversal here.

fschmitzsc Oct 17, 2014

Resistance for Dow 30

fschmitzsc Oct 16, 2014

Mean Reversion on large Volatility in NFLX. Using the VolArb indicator shows NFLX had a potential of large amount of profit of 5-11% by fading the movement 30 minutes after the gap. Could potential generate more profit by selling the puts naked, or vertical put bull spread.

fschmitzsc Oct 15, 2014

equity such as FXCM seem to be a hedge against market bears.

fschmitzsc Oct 15, 2014

another example of the Vol Arbitrage indicator I have developed for HFT trading based on statistical mean reversion properties of volatility.

fschmitzsc Oct 10, 2014

Entry when volatility is outside of 2 std deviations of 20 min bars, exit when price reaches mid bollinger band, set the stop to be about equal to the number of pips in the lower or upper VolArb indicator .

fschmitzsc Oct 10, 2014

Enter trade when vol appears outside of 2 std deviations of the difference in last consecutive minute bars for a period of n minuts. exit trade near the middle boll band.