by AdamHGrimes | Nov 14, 2018 | Intraday Trading, Trading tools, Volatility
Most people know that stock markets tend to be much more active on the open and close, and are often “dead” in the middle of the day. This is important information for everyone. For intraday traders, the need to focus trading activity on the open and close...
by AdamHGrimes | Nov 11, 2018 | Market Math, Trading tools, Volatility
Let’s think a bit about “signal generation”. When we test something in the market what we’re looking for is an answer to “What happens after _______ occurs?” This is really the essence of all backtesting and system...
by AdamHGrimes | Nov 3, 2018 | Market Math, Volatility
There’s been a lot of discussion and stats thrown around recently, much of it centered around the idea of “like we just had the worst October ever.” I thought it might be interesting to crunch some numbers to see how bad it really was, and if we can draw any...
by AdamHGrimes | Sep 5, 2018 | Trading tools, Volatility
One of the tools I’ve come to rely on over the last 10 years is an indicator I call Sigma Spikes. (Read about it and how to calculate here.) This is a volatility-adjusted measure of closes, meaning that it tells us if any single move on a chart is a big (and maybe...
by AdamHGrimes | Feb 8, 2018 | Volatility
There are so many “teachable moments” in recent market action, it’s hard to decide where to start. I think one of the clearest lessons comes from the recent implosion of short volatility products such as XIV and SVXY—good lessons here on volatility and on risk in...
