Posted by David Bean on
True price discovery is difficult when the cost of money is free. Interest rates affect price discover and market volatility. In the video, I go over a trading system that I developed in the years 1999-2000 before I became a full time trader in 2001. We look at the equity curve for when the Fed Funds rate is less than 0.25% vs. when it is greater than 0.25%. We also go over average daily ranges. In 2017, we traded through 0.3% average daily ranges based on the closing price. Currently we are trading 2% average daily ranges based on the closing...
Posted by Apolo MultiMedia on
The market was choppy today. There were no trades in the portfolios. SR CounterTrend II E-mini S&P and E-mini Nasdaq (which are not in the portfolio) captured the short trade at the beginning of the day. This make sense for what we view as a wide range counter trending market. Here is the video from earlier.