How Markets Really Work: A Quantitative Guide to Stock by Laurence A. Connors, Cesar Alvarez(auth.)

By Laurence A. Connors, Cesar Alvarez(auth.)

Content material:
Chapter 1 industry Edges (pages 1–5):
Chapter 2 Short?Term Highs and Short?Term Lows (pages 7–24):
Chapter three greater Highs and reduce Lows (pages 25–41):
Chapter four Up Days in a Row as opposed to Down Days in a Row (pages 43–63):
Chapter five marketplace Breadth (pages 65–81):
Chapter 6 quantity (pages 83–91):
Chapter 7 huge strikes (pages 93–104):
Chapter eight New 52?Week Highs, New 52?Week Lows (pages 105–115):
Chapter nine Put/Call Ratio (pages 117–126):
Chapter 10 Volatility Index (VIX) (pages 127–145):
Chapter eleven The Two?Period RSI Indicator (pages 147–156):
Chapter 12 ancient Volatility (pages 157–158):
Chapter thirteen making a pattern approach from this learn (pages 159–162):
Chapter 14 making use of the data during this ebook (pages 163–165):

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Extra info for How Markets Really Work: A Quantitative Guide to Stock Market Behavior, Second Edition

Sample text

Consecutive Days of Declining Markets Far Outperformed Consecutive Days of Rising Markets 2. When comparing two days up in a row to two days down in a row, the difference in the returns is significant. 41 percent after one week. 01 percent over the next week. The edge in three days in a row is even more significant. 64 percent over the next week. 01 percent over the following one-week period. 43 44 How Markets Really Work Nasdaq Mirrored S&P Results When Looking at Multiple Days Higher and Multiple Days Lower 3.

A higher high simply means that today’s intraday high (not close) was higher than yesterday’s intraday high. A lower low means that today’s intraday low was lower than yesterday’s intraday low. In this chapter, we look at the times when the S&P 500 (SPX) and the Nasdaq 100 (NDX) (separately) made three or more days of consecutive higher highs. During these times the market is behaving strongly. Yesterday’s high was above the previous day’s high and today’s high is even higher. We also look at the times when the SPX and the NDX made three or more consecutive lower lows.

39 percent. 09 percent over the next week. Multiple-Day Lows in the Nasdaq Outperformed Multiple-Day Highs 4. The same types of results are seen when looking at the Nasdaq 100. Multiple-day lows outperform multiple-day highs by a wide per trade margin. See Table Explanation at the beginning of this book for column descriptions. 52 % Profitable Benchmark Higher Highs and Lower Lows 41 Summary and Conclusion At the beginning of this chapter we asked, “Is it better to be a buyer after the market has been strong and has made multiple days of higher highs?

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