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 subscriber update - April 21, 2009
Dear Service Subscriber, - thank you again for subscribing to the S&P 500 long/short ETF Model and welcome to all new members that just joined. the latest analysis is available for download. click here to browse the directory or click the link below to download just today's update.
- today's filename is: SDS-vs-SSO-20090421-subscriber.xls - ignore the missing data error message that may pop-up when opening up the file and click OK. there are no macros in these spreadsheets but it would not hurt to virus scan the file before you open it.
- if you ever misplace your login, i can send your info if you email me a message from the original email address you provided when subscribing through paypal.
- visit the blog for an archive of all subscriber updates and alerts. the archive is searchable and comments can be posted as well.
| | Today's Commentary this will be short because there's some thunderstorms on the east coast. internet connection got cut once already composing this message. today's reversal of yesterday's pullback should be taken in stride. the market is frenzied right now and nobody has a reasonable chance of telling what the market is going to do from one hour to the next. expect this type of choppy trading for a few more days. ofcourse when the week is over, we'll have a better sense of general market direction. the PID re-balance indicator is back in positive territory. don't get all excited about this. the indicator has limited foresight. the derivative term in the PID controller may give a fuzzy clue which way the market was headed when the market closed. unfortunately the dervative data is very discontinuous and any smoothing just makes the signal lag instead of lead. i think it would be a fools errand to be aggressive at this point. stay cautious by staying neutral. given the choppyness around no-mans land, i would consider waiting til friday to re-balance unless there's a significant move in the market in either direction in the next two trading sessions. | | |
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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