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 23, 2009
Dear Blogger, - 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-20090423-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.
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| | | Today's Commentary
the bulls managed to drag the S&P 500 index up today by almost 1%. to me the market has become "irrationally exuberant" as alan greenspan put it in the late 1990's. but the model doesn't care much about psychology and we need to pay attention to what it's telling us.
the model still says we are in a relative "no-man's land" but probably not for long. i say relative to mean relative to where it's been in the last 6 - 8 weeks or so. the S&P 500 has closed up for the last 6 straight weeks which it hasn't done since since the beginning of 2007. so far this week we are down just over 2%. so tomorrow's trading will be interesting to say the least.
(S&P 500 weekly)
i also might add the S&P 500 has been range bound since Apr-09-2009. so stay put for now as we have been all week and watch what happens tomorrow to see if we can break out of this range one way or another. | | |
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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