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E-Mini S&P500 Trading Research Central

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I daytrade the emini S&P 500 and Nasdaq 100 index future contracts. My inventions on market breadth are specialized in the identification of short term stock market index behaviours. Hence I have a large body of research work done on the index related markets. My take on price movements and price behaviour is not conventional and my research articles clearly reflect that.

When I am not trading and have spare time on hand, I would review my research notes and write up summaries. The process is slow and time consuming. But I know if I do not do so, my research work will stay behind the closed doors of financial institutions. I hope my work will make a difference among retail traders for generations to come.

For trading signals and real-time trading tools visit S&P500 Signals


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Trading with Tick Index: S&P 500 Tick16

I wrote an article in the Futures magazine some time ago on S&P 500 Tick16 Index and a basic daytrading system that exploit the statistical bias on the index. Here is some supplement information about the concepts. What is S&P Tick16 Index? The ...

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Basic Consensus System - Performance Review

Here is an update on the performance of the Basic Consensus System. As you can see, there is a mild drawdown period during 2006. After that, the system has been performing very well. ...

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Fascinating Volume and Open Interest Relationship in Emini S&P

As of friday's close, emini S&P has an estimated daily volume of 3,251,000 (more than 3 million), with prior open interest stands at 2,350,000 (more than 2 million). Think about the ratio. The daily turnover is more than the commited overnight pos ...

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Studying Your Data Across All Bar Sizes

Have you ever wonder why you like to use 5-minute bars to trade something, and then, all of a sudden, switch into another time frame like 15-minute bar to monitor another instrument. Why we somehow have different level of comfortability with differen ...

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The 10 Year Challenge on Index Future Trading Systems

Going through a chart of the past 10 to 12 years in Emini S&P, I cannot help thinking if there is a trading model that can work well throughout the whole period of time with reasonable draw down and good performance year after year. There was ...

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S&P 500 Daily Breadth Monitor Explained

The daily chart updates showcase the power of real-time custom breadth data. The custom breadth data showing in the chart have specific characteristics that can help a trader read the market more efficiently. Following is a sample of the chart. ...

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S&P 500 3-Day Advance Issues Trading System

Here is the trading system I presented in the Futures Magazine article, Using market breadth in trading systems, in the January 2008 issue. System Setup 1. Emini S&P regular trading hours (RTH) only. 2. 130-minute bar. Drop the last 15 minu ...

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S&P 500 3-Day Advance Issues

I wrote an article on the concept of 3-Day Advance Issues in the Futures magazine - Using market breadth in trading systems, in the January 2008 issue. As oppose to repeating what was written in the article, I will focus on the discretionary aspect o ...

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Explosion in Emini S&P Trade Volume

The table is showing the average number of trades per day in January over 5 year period. Back in 2004 and 2005, the average was around 90K and then decreased to around 50K in the following 2 years. This year, however, we have witness the biggest ...

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Understanding the Market in a Statistical Way

Have you ever spent time studying how the market you trade behave statistically? Here is an example showing some interesting behaviour that is ignored by many traders. Statistic Concept of Runs A Run in statistics means the repetition of th ...

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