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Strategies & Market Trends : Technical analysis for shorts & longs
SPY 683.47+0.6%Nov 28 4:00 PM EST

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To: j g cordes who wrote (16131)5/20/1998 2:13:00 AM
From: Lachesis Atropos  Read Replies (1) of 68426
 
Data de Sade.

My skepticism stems from inexperience. I haven't been looking at market data long enough to see patterns as you would. Like calculus the more one practices and applies it the better one can recognize such patterns as rational forms of integrals.

I did not see a correlation between sectors on a former analysis so I was not expecting to see one; however, come to think of it I did not do through study. The approach I was taking was computationally intensive -a few weeks between runs on data. Now I have a different method that is computationally friendly to get me further along. Something similar to the sector rotation concept was my first project, before I started looking at other TA concepts. Now seems to be a good time to take it further. My assumption was that one should be able to "see" money flowing in the market between stocks, I just did not have a good way to expose it. I torture data until it speaks-Data de Sade.

"A question I'm curious about is the absolute value of inflow and outflow of money relative to price."

I am not sure but conventional stock data--open, close, high, low, volume--is insufficient to show inflows of money. If you have a way to measure inflows of money let know!

I am preparing data for another analysis. I want roll up the stocks by rotation to show which one follows the other. Then look for patterns on sector rotations, sector and subsector rotations, and just at stock rotations. There are a few ways to slice and dice the data. The analysis will us how sectors arrange themselves overtime and how sector/subsectors arrange themselves overtime and how stocks within a sector arrange themselves overtime- slice n dice, slice n dice... Start at macro level and keep progressing down to a more micro level.

Sound advice:
"Last, I've found a site which posts 45 second updates of 15 minute volume/price accelerations. Interesting, though 15 minutes of activity does not a good trade make"

Though some like Barbara J Payne do well in fast moving stocks.

Lachesis
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