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 30, 2009
Dear Blogger, thank you! again for subscribing to the S&P 500 long/short ETF Model and welcome to new members who just joined and new list subscribers. today's analysis is available for download: ignore the missing data error message that may pop-up when opening up the file. Excel for Windows looks for metadata that Excel for Mac doesn't generate. if you ever misplace your login, send me a message using the email you originally provided when subscribing through paypal. visit the blog for an archive of all subscriber updates and alerts. the archive is search-able and comments can be posted by everybody. | | | Today's Commentary
today the S&P 500 index finished just about even after almost making it to the stratosphere before pulling back from 888 around the time it became clear Chrysler put the final touches on their fed supported bankruptcy filing in New York. the S&P 500 index closed at 872.81. the major market indexes in general seem to be defying logic & gravity going into finishing yet another week of positive gains tomorrow since the MAR-6 low. ( see below) if you are aggressive, be very cautious here because market sentiment can change in a blink of an eye. on the other hand, if sentiment does appear to change for the worst and investors start running for the exits, think twice about selling all your long position. they often seem to all of a sudden change their their minds and reverse direction. if you can, hit up seekingalpha.com's home page from time-to-time tomorrow. their quotes are not as delayed as others if you don't have real-time access to level-1 market data. if you are neutral or near neutral weightings for SDS & SSO, you should be in pretty good shape to ride out the volatility. i'll send an alert if i think the market is setting up for a rapid transition. again, make sure you refresh yourself with the most current neutral for SDS & SSO to keep a gauge on your next move if the market takes a sudden turn south (or north for that matter.) re-balance if you need to with enough time to spare before 2 PM EST tomorrow. i say 2 PM because lots of daily counter-trends to an otherwise uneventful trading day occur around this time + or - 30 minutes. this weekend i'll have the first of many updates on portfolios tracking the neutral and aggressive scenarios. | | |
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.
Copyright (c) 2009 Equity Informatics, LLC. All Rights Reserved.
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