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"A single inefficiency may not be sufficient... When multiple inefficiencies happen to coincide,... they may provide an opportunity to trade with a statistically expected profit.."...."In our business, it is as important to know what does not work as what does..."
Interview with David Shaw of the D.E. Shaw Group - "Stock Market Wizards" by Jack Schwager
EdgeAnalytix's research extends or creates custom indicators derived from native data as well as indicators from external sources (eg. another instrument or a virtual indicator). Examples of this paradigm listed below. Visit the "Research Repository " page for more info.
- Buy IBM if it crosses a 50 day moving average while shorting a market index (SPY) as a hedge (momentum trade while isolating beta).
- Buy TLT whenever it touches a 2 standard deviation volatility band with a 6 month hold time.( fade trade)
- Buy TLT when SPY is down 2 Standard Deviations. (possible sector rotation or money flow trade).
- Buy 1 ETF only if another ETF reaches a certain level (sector rotation play)
- Buy a foreign currency ETF if another foreign currency ETF breaks support or resistance (Fx pair play)
- Buy a stock if it touches a lower Bollinger band + yesterday's volume > 5 day moving average volume AND an index also had a big volume day. (trend reversal play)
- Buy / Sell XRT (a retail ETF) if a customized index of Walmart+Target+Amazon crosses above/below a certain level.(momentum play using a virtual index as a leading indicator.)
- Buy an option straddle ( Long 1 call and 1 Put) on Tuesday at 3pm and sell it next day since research indicates bigger than normal gap every Wednesday.(gap play by Jeff Augen)
- Buy a stock after an "A up", with a $2 profit/stop target (Mark Fisher's ACD Method)
If you would like a customized research report for your strategy, email Gabriel@edgeanalytix.net