Some Recent Moves

日期:2015/01/14

Some recent moves.

Jan 12     10 minute abs values 182   alg change 13   ratio 14

Jan 13     10 minute abs values 165   alg change 6     ratio 27

While the move yesterday of down 6 seems quite minor, the range from high to low was 50 points, and the sum of the absolute values of the 10 minute changes was 165. There was considerable opportunity to make or lose a fortune. I would propose that the ratio of absolute values to algebraic change might be a good indicator or how much money the reversalists made relative t o the trend followers, and it might be that there are some interesting predictive regularities in the ratio for the next days algebraic change, and the profitability of reversing or some such.