Looking a the chart below you can imagine this year’s stock market getting back on the 2009 trend line, leaving the 2003/2004 correlation behind. But I’m still betting that the market is in a sideways mode, rather than a continuing raging bull. The most notable change in the curves since my last update on the 18th of March is the big drop in normalized volume–something …
In 2010 options symbols transitioned to a new terminology. Unfortunately Fidelity and Schwab decided they didn’t want to use the standard, generic format, so they invented their own “better” version of the new symbols. Here are the new formats: Generic, industry standard format: “SPY 10417C00114000” (<symbol> <YYMMDD> <C or P><5 digit whole dollar strike><3 digit decimal>). Schwab’s systems: “SPY 04/17/2010 114.00 …
I have only found one site that offers completely free option charts for stocks, Exchange Traded Products, and indexes: BigCharts. I provide more information about it below. Recently Schwab (StreetSmart Pro) and Fidelity (Active Trader Pro and standard web site) have started offering option charts to customers, but they require you to at least setup an account with them. Neither of these use the “standard” …
This bull run has been going on since the 8th of February. A very long time without a correction in these uncertain times. In watching the market action I have been surprised at the down days. In-spite of the late January scary correction and market shocks that I would expect to send the S&P 500 down a percent or two, the market has shown remarkable …
The spreadsheets (XLS or XLSX format) that can be purchased below backtest CVOL from Jan 2009 to December 2010. Approximately one and half months of real CVOL date was available when this spreadsheet was created, and the match to the backtesting was good.
