Daily Quant Ideas from Paststat


 

 

When $DIA posts an NR7ID on thu ? [0.06]

Posted on June 23, 2017, 6:24 a.m. by Daily Quant Ideas from Paststat @ [source]

 

 

 

$SPY on the day of rate hike [-0.02]

Posted on June 14, 2017, 10:45 a.m. by Daily Quant Ideas from Paststat @ [source]

 

 

Date $SPY t+1% t+2% t+3% t+4% t+5% 1st +’ve cls in 5 days% 1st -‘ve cls in 5 days% days for 1st +’ve cls 04-May-16 205.01 ??

 

Date $SPY t+1% t+2% t+3% t+4% t+5% 1st +’ve in 5 days% 1st -‘ve in 5 days% 29-Apr-16 ~205.6 ??

 

$SPY weakness on LBOTDOM is bullish [0.00]

Posted on April 29, 2016, 8:12 a.m. by Daily Quant Ideas from Paststat @ [source]

Date $SPY t+1% t+2% t+3% t+4% t+5% 1st +’ve in 5 days% 1st -‘ve in 5 days% 28-Apr-16 207.45 ??

Date $SPY t+1% t+2% t+3% t+4% t+5% 1st +’ve in 5 days% 1st -‘ve in 5 days% 28-Apr-16 207.45 ??

 

Date $SPY t+1% t+2% t+3% t+4% t+5% 1st +’ve in 5 days% 1st -‘ve in 5 days% 21-Apr-16 208.97 ??

 

$SPY from Tax Day , since IPO [0.00]

Posted on April 19, 2016, 8:56 a.m. by Daily Quant Ideas from Paststat @ [source]

Date $SPY t+1% t+2% t+3% t+4% t+5% t+10% t+20% 1st +’ve in 5 days% 1st -‘ve in 5 days% 18-Apr-16 209.24 ??

 

Date $SPY t+1% t+2% t+3% t+4% t+5% 1st +’ve in 5 days % 1st -‘ve in 5 days % 12-Apr-16 205.92 ??

 

The other day, we finally managed to apply Alfred Gray’s parametric equations on how to use it for $SPX year end price target.

Here, and are respectively the Weierstrass elliptic function, its derivative, and the Weierstrass zeta function, with invariants and , and and are the usual beta and gamma functions.

invariants parameter periods ranges semi

 

Date $SPY t+1% t+2% t+3% t+4% t+5% 1st +’ve in 5 days% 1st -‘ve in 5 days% 31-Mar-16 ~206.13 ??