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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?


To: F Robert Simms who wrote (39973)11/18/1999 7:34:00 PM
From: Matthew L. Jones  Read Replies (1) | Respond to of 44573
 
Systems, Strategies and Resources for Trading Futures Thread:

Some of you know that I have done some extensive statistical research on the S&P 500 and the Nasdaq 100 and have produced probability tables which I posted to my website to assist a trader in making risk/reward decisions. These tables are based entirely on daily data (open, high, low, close) for the life of the NDX and for the last 10 years of the SPX.

I have recently completed work using intra-day "5 minute" data (equivalent to using a 5 minute chart) going back for over 2,500 periods for the S&P futures contract. Some of you may find the data useful. I have similarly posted the statistical tables on my website.

The links are below:

M.L. Jones & Associates, Ltd. Website:
home.earthlink.net

Nasdaq 100 (daily): home.earthlink.net

S&P 500 (daily): home.earthlink.net

S&P Futures (5 minute):
home.earthlink.net

I hope this is useful to some of you. Feel free to contact me regarding the application or interpretation of the data.

Matt



To: F Robert Simms who wrote (39973)11/19/1999 7:22:00 AM
From: F Robert Simms  Read Replies (1) | Respond to of 44573
 
If the SPX goes down tomorrow, in sync with your class sell, then would that make it a delayed reaction to a sell which would indicate a smaller than normal dip? My NDX net that may be coming back is staying short. This net overtrades When it is working, being short might just mean a couple or three days of sideways chop. This can be a very volatile chop with big up and down days.

Best Wishes,

Bob