Market Timing Model Says Buy!
My market timing model issued a BUY yesterday. The 1276 level in the S&P500 seems to be a very powerful area and I’ve added to my positions at 1276 the last time a BUY signal was flashed. Only time will tell if this was a wise move.
In other news, my new genetic algorithmic component to the timing model is showing that the market will firm up the further gold falls and as long as interest rates on the 13 week T-bills stabilize around here. Another component of the model looks at international markets and things seem to be firming up there as well.
Still though, my monte carlo model shows that volatility is expected to spike in the coming weeks, just in time for September.
In other non-market related news, I spend a lot of time in Twitter these days, you can follow me there if you like.
Ok, back to work.



August 22nd, 2008 at 9:57 pm
I keep coming back here because of the sophisticated data analysis content. You can parlay this into a bigger gig I believe…please keep this going.
Thanks
Frank in NYC (options trader)
August 23rd, 2008 at 6:13 am
Frank: Good to see your still around. Thanks for your encouragement.
September 17th, 2008 at 6:50 am
Hi,
do you have a model for volatility simulation ?
it could be nice to know how to do it …
thanks
September 17th, 2008 at 12:10 pm
Cagan, yes I do have a model for vol simulation. Works pretty good too but its proprietary.