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- @AshRust congrats! best of luck 13 hours ago
- @agwarner I am exactly refering to earnings' reactions this season. In general Realized vol < IV. It has to be for the options mkt to exist 17 hours ago
- currently the options market is underestimating volatility: the realized vol has been much higher than IV for many names $call $put 17 hours ago
- had problems with my internet connection all morning. did I miss something? 18 hours ago
- @ToddSullivan if they r not right, their forecasts will be long forgotten by the time.Media tends to show only those who were right recently 1 day ago
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Chris Perruna’s market timing model
Chris Perruna posted on his blog his simple approach to measure market strength. He measures the difference between 52 week new highs and 52 week new lows for NYSE and NASDAQ. He is not paying attention on extreme readings, but rather focuses on major turning points in the differential – the change from negative to positive reading and vice verse. Chris says that we need a differential of at least +100/200 to confirm a genuine uptrend. Currently, we are far from that.