Archive for April, 2008

links for 2008-04-27

Sunday, April 27th, 2008

Automated Trading Results since March 17 2008

Saturday, April 26th, 2008

The automated trading system (aka “The Damn Thing”) has been running every trading day since March 17 without any real problems. So we have over a month of statistics to go over. The more trading results and the more statistics we have, the better idea we have on how well the system will perform in the future.
Here is a chart of cumulative returns in terms of R (risk per trade) for each day since Mar 17:
The automated trading system results
It is up 33.47R in 27 trading days, which is great - that is an average of +1.24R per day. I can only hope that it will continue to do this well in the future.

links for 2008-04-26

Saturday, April 26th, 2008

41 stocks closed at all-time lows

Friday, April 25th, 2008

“It is one of the great paradoxes of the stock market that what seems too high usually goes higher and what seems too low usually goes lower.” - William O’Neil

Symbol Price Volume Avg. Volume % Vol. Increase
DEEP 0.2515 4526202 404406 %1019.22
VRSO 0.0579 4067078 1169310 %247.81
NSTK 1.4 3843476 346920 %1007.88
IMMC 0.16 1644388 496392 %231.26
IAR 3.59 985499 3162120 %-68.83

– Click here for today’s full list –

70 stocks closed at all-time highs

Friday, April 25th, 2008

“It is one of the great paradoxes of the stock market that what seems too high usually goes higher and what seems too low usually goes lower.” - William O’Neil

Symbol Price Volume Avg. Volume % Vol. Increase High Alpha
V 75.1 25285474 0 %N/A
CHK 54.68 12071648 11366900 %6.20
USO 95.66 9001692 6077020 %48.12 *
OXY 86.87 7522044 6395440 %17.61
HCBK 19.11 7271275 9750900 %-25.42

– Click here for today’s full list –

ATS: End of Week results +0.27R, +$12.96

Friday, April 25th, 2008

The ATS was pretty flat this week, only making +0.27R and $12.96 on 20 trades. Only 6 of the 20 trades made money, for a win rate of 30%, which sucks. Expectancy for the week was +0.01.
With 3 trading days left in April, we’re up about 17R.

links for 2008-04-25

Friday, April 25th, 2008

46 stocks closed at all-time lows

Thursday, April 24th, 2008

“It is one of the great paradoxes of the stock market that what seems too high usually goes higher and what seems too low usually goes lower.” - William O’Neil

Symbol Price Volume Avg. Volume % Vol. Increase
VRSO 0.06 4424572 1091880 %305.22
MCEL 0.069 1588311 805969 %97.06
IAR 3.62 1006540 3207100 %-68.61
MESA 0.45 929502 746658 %24.48
DEEP 0.49 894913 316244 %182.98

– Click here for today’s full list –

51 stocks closed at all-time highs

Thursday, April 24th, 2008

“It is one of the great paradoxes of the stock market that what seems too high usually goes higher and what seems too low usually goes lower.” - William O’Neil

Symbol Price Volume Avg. Volume % Vol. Increase High Alpha
V 72.3 9328992 0 %N/A
HCBK 18.84 7039162 9715510 %-27.54
SRR 20.49 2857400 591966 %382.69
CHRW 63.13 2418016 1961090 %23.29
GDI 46.47 2401123 493263 %386.78

– Click here for today’s full list –

The cyclical nature of coffee and Twitter

Thursday, April 24th, 2008

Twist is pretty cool - it allows you to see trends in Twitter. For example, here is a chart comparing the terms “coffee” and “tea” as they have been posted on twitter for the last week:
Coffe & Tea on Twist
It seems that each morning, when twitter users drink their coffee, they post something like “I am drinking my coffee now,” or other fascinating information like “this coffee is delicious.”
Actually, Twist lets you look at what people have posted about your search terms, so here is what people are actually saying about coffee every morning when they drink their coffee:

coffeechica: Hanging out w/ Marta in the lobby, drinking coffee and working on an lj_2008 post. GOOD morning!
Taoski: Just had death by meeting… My mind was wandering off in the pursuit of coffee and profitable niches ;)
DaleChumbley: @wvagent Sorry for the identity crisis. Can I help? Good luck with the cOffee fix. Let me know how that works for ya.
_alan_: is powered by coffee, baby, YEah.
bug77: Recovering from spoiled half & half in my coffee. For a minute there I thought I was dying.
Softwear_Chic: icing foot, drinking coffee, on conference calls…no high-heels today
wanderlusttrav: Making coffee :-)
sirtimbly: Kona is the most fantastic tasting coffee I’ve ever tasted, it’s Kona day at the coffee shop today!
jonbro: drinking coffee out a paper cup.
brockter: at the coffee shop…hegemony, hierarchy, and heterarchy are the keywords for today…