E-Mini Swing Trading
Discretionary Trading
System Trading
Market Meta
Most Recent
Read More
September 8, 2020

The Noise Before The Storm

With Labor Day behind us we are now officially heading into the most turbulent period of the year. With 2020 being an election year that would apply politically as well as when it comes to participating in the financial markets. At least in the latter department – not a moment too soon. The big summer lull is by far my least favorite season and I’m looking forward to a bit more action and volatility – both realized and implied.

Read More
August 26, 2020

Market Halitosis

As equities remain on cruise control and there’s really not much new to report on the daily front I decided to take a peek at some of my longer term momentum charts. The ones that stood out all relate to market breadth, which refers to the ratio between advancing stocks vs. declining stocks. But why would we care about that?

Read More
August 21, 2020

Binding Implied Volatility

In my Wednesday post I introduced the Z-Score and also explained how we use it for scoring implied volatility, making it the IVZ-Score. What I didn’t focus on much is why one would do such a thing in the first place, and the underlying purpose may not be immediately apparent to some. Now I already can sense your eyes glazing over plus it’s Friday, so I’ll promise to make this brief and actionable for non-nonsense traders mainly interesting in turning a buck.

Read More
August 19, 2020

Scoring Implied Volatility

The implied volatility Z-score is a way of framing implied volatility in context. For example, today SPY closed up 0.35%, which is decent but nothing compared with some of the candles over the past few months. But how normal or abnormal is it? We don’t know unless we’re able to put it in context.

Latest Posts
Read More
Read More
Read More

Read More
Read More
NEW! Market Statistics
Cognitive Bias Carousel
  • Blast OffBlast Off
    I know exactly how you feel. For weeks on end equities gyrate inside a 50 handle channel and suddenly we get a blast off out of …
Binding Implied Volatility
Scoring Implied Volatility
Brave New World
Big Tech Crunch
Let’s Crush Some Vega
How To Thrive In Bear Markets – Part 2