what we do
Our focus is on the development of proprietary geodesic models that characterize the behavior of leveraged long/short ETFs in pairs trades using first principles of Hamilton-Lagrange-Euler mechanics. Because of tracking errors & daily compounding phenomena, equal weightings of leveraged ETFs in a pairs trade are virtually never 50-50. Daily data & graphics will show subscribers where neutral pair weightings have moved along the path of the pairs geodesic thereby providing multiple market direction & re-balance indicators.
SDS-SSO Model Update - April 29, 2009
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| | | Today's Commentary
polarity has switched back biased toward SSO. not surprising. look at the chart in the spreadsheet. the behavior of the market has been back and forth for the past 2-1/2 weeks. also, yesterday we had a re-balance signal which has also been back and forth with the market. i updated the backtest data for both neutral and ultra scenarios to accurately reflect these frequent vacillations.
take a look at the weights of your ETFs and evaluate whether you need to make any changes. the market has vascillated so much recently that it's deen difficult to make gains for reasons illustrated in yesterday's commentary. this "deflation" market recovery off of march's lows is defying gravity right about now. stay attentive and refrain from knee jerk reactions to the news in the mdeia. the market is very bull-headed at the moment and seems nothing is bad news anymore. this sentiment too will change.
i'm still looking into making final tweaks to go into the anlaysis of the model for the 2.0 release. i'm looking forward to completing this process by next monday.
cheers and
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Disclaimer
Equity Informatics is a developer and service provider of proprietary financial equity pricing models & trading methods. The company familiarizes subscribers with the basic thesis of our models, provides subscribers with daily neutral pair weightings and methodologies on how to use the data as intended. subscribers shall not share any information obtained from equity informatics with any other party. use of these services are granted only to and intended for the benefit of the subscriber. Equity Informatics does not offer the sale of equities nor do our trading models constitute trading advise. It is incumbent on potential clients to perform due diligence and seek a professional financial adviser to help you determine whether subscribing to the company's services are suitable for your financial situation and level of risk. No guarentees of performance are expressly or implicitly offered nor does Equity Informatics guarantee the accuracy of market information used to provide model data to our client. equity informatics does not assume responsibility for lost principal, lost gains or tax consequences.
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