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 - May 14, 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
visit the link below for an independent analysis of today's market activity from briefing.com.
http://www.briefing.com/Investor/Public/MarketSnapshot/StockMarketUpdate.htm
i got a little backed up because tonight was my daughter's senior prom. had to make sure she & her date understood the rules. remember that tedd! oh, lord! has it been that long ago already? :-)
some are speculating that there may be a market pullback in the works. it looks like this could be happening based on the RSI chart of SDS & SSO and the polarity chart. it's not as clear though from looking at the PID tuning charts but keep a look out anyway. also the rate of change in the weightings is slowing and weights are near yearly extremes already after 10 weeks of this rally. that's too far too fast. so markets could be about ready to drop.
watch UYG or SKF as an intraday indication for downward movement as well as SDS & SSO. oil stocks are a bit overbought here so watch DIG & DUG also. if anything materializes intraday, i'll send out an alert once it's clear the type of volume that goes along with heavy profit taking is evident.
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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.
Copyright (c) 2009 Equity Informatics, LLC. All Rights Reserved.
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