Archive | May, 2013

S&P

S&P Dipped hard today. Full closure from +2 dSdev, followed by a 20+ point drop.

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BTC Update

The weekend dip gave another opportunity with a positive diverg of around 3 dSdev. It appears that the consolidation phase is now nearing completion. We’re still waiting for a sell signal. BTCUSD Intramarket: BTCUSD Intermarket: Gold/BTC Ratio: S&P 500/BTC Ratio:

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Bonds

Quite an ominous sign from bond land regarding the rest of the world. US 10 Year US 30 Year Euro Bund JGB A  

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Japan

Japanese market volatility remains high. JGB models are both positive, while the Yen resumes it’s weakening with near closures on most pairs. JGB Standard: JGB Hybrid: EURJPY Standard Crossmarket EURJPY PM Implied   USDJPY Standard Crossmarket USDJPY PM Implied

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BTCUSD

BTC is getting a bit frisky these days.  The low-volume, low volatility meltup continues and appears to be picking up some momentum. We are still waiting for our exit signal of 2+ dSdev with a negative diverg. Also notable are the Gold/BTC and S&P/BTC ratios, which continue their declines. BTCUSD Intramarket: BTCUSD Intermarket: Gold/BTC: S&P 500/BTC: […]

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Client software deployment tonight.

We will be updating both our protocol as well as client software this evening. Be sure to update your browser cache if you have any problems connecting after tonight.

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Fear and Loathing in Abeonomics

This morning’s disturbing outsize move in Yen denominated assets has sent shock waves through the markets at large. We’ve had complete closures on many of our JPY denominated models, notably including JGB, USDJPY, and EURJPY. Our Nikkei model is unfortunately down for maintenance at the moment. JGB Standard (first a large adaptation followed by a […]

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SP500 Post FOMC

FOMC gave us a lovely 1.5+ dSdev closure today.

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SP500 vs. BTC

It’s been another record high day for the S&P in USD. Not so much in BTC.

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S&P

The S&P makes new all-time highs in USD. Model is currently in a strong lead,  pricing the S&P at 1671.

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