ONE-TWENTY TWO: Trading Financial Markets
Exploring the poetry in financial markets for students of money and economy since the year 2000.
Trading in Apple is likely to make a notable change in the coming weeks and months. The Apple Worldwide Developers Conference (WWDC) begins June 2nd. According to my analysis of trading around the WWDC since 2000, traders treat this event as a “buy the rumor, sell the news” kind of event (see “Buy The Rumor, … Read more
{Time for something different again! This piece is a follow-up and is originally posted on my Thought Blog with Ahan Analytics, LLC: http://ahan-analytics.drduru.com/thoughtblog/2013/12/07/machine-learning-dynamic-pricing/} On November 29, 2013, I wrote a piece titled “Not Worth the Cost: A 17-Month Case Study of Congestion Pricing in the SF Bay Area.” In that piece, I presented data I … Read more
For over two months, I have gained some valuable experience and lessons putting the formalized Apple Trading Model (ATM) into practice. I have experienced two main challenges: 1) balancing the sometimes conflicting messages of the ATM when using different amounts of historical data, and 2) plain old execution. For challenge #1, I have concluded that … Read more
I finally took some time to further formalize the Apple Trading Model (ATM). To-date, I have described this in extensive detail showing Apple’s (AAPL) daily trading patterns and post-earnings trading patterns. I took these lessons (updated periodically in other posts) and created a very simple dataset as a foundation for running a regression tree (a … Read more