Friday, February 9, 2018

As The S&P bounces off the 200 DMA...

Why is the 200 day moving average year end. a sticky point? 

Because if you are 2/3 of through the fiscal year, then you have inside information about the imbalances at the mark to market point. You will start to trade this information early.  

We are undersampled on one side, over sampled on the other. The trick is to make the input queue a stable ratio of the output queue and reduce the remainder, like a fraction. 

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