• TraderFeed: An Excellent Tool For Tracking Futures Markets
  (tags: futures trading tools)

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20100113	ALSK		7.62	7.48	424505	1
20100113	ARTG		4.4	3.86	1050877	1
20100113	CPNO		23.91	17.76	362426	1
20100113	EPB		24.45	20.51	283130	1, 3, 4, 5
20100113	FBCM		6.26	5.44	332262	1, 3, 4, 5
20100113	HOS		23.93	23.83	363494	1
20100113	MRX		24.45	19.11	935425	1, 3, 4, 5
20100113	NETC		13.33	11.07	772254	1
20100113	NTES		38.35	37.77	1656941	1
20100113	OCN		10.32	11.19	778659	2, 3
20100113	PVG		16.83	13.60	289226	1
20100113	T		26.64	25.88	27650255	1, 3, 5
20100113	UCBI		3.99	5.73	1020805	2
20100113	URI		8.96	7.95	1073994	1, 3, 4, 5
20100113	WPZ		30.79	21.87	251872	1
20100113	YZC		23.25	15.49	391616	1, 5

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20100112	ADBE		35.66	31.41	5782570	1
20100112	ALSK		7.67	7.47	423673	1
20100112	AM		19.79	14.87	638771	1, 3, 5
20100112	AMD		8.65	5.20	31323735	1, 3
20100112	BEZ		28	25.62	399780	1
20100112	BMO		51.53	44.53	569363	1
20100112	CCE		20.98	18.73	3645242	1
20100112	CL		80.68	73.32	2732354	1
20100112	CNQR		40.92	34.15	461273	1
20100112	COG		43.14	35.57	1431298	1
20100112	COGO		6.99	6.51	276020	1
20100112	CPNO		24	17.70	360815	1
20100112	ELS		48.23	42.79	315616	1, 3
20100112	EXEL		7.07	5.83	924961	1
20100112	EXPE		23.28	20.05	3846523	1
20100112	FBCM		6.37	5.42	327340	1
20100112	FIS		23.85	22.00	3143975	1
20100112	FSP		13.66	13.11	618335	1
20100112	GPN		47.77	42.80	675670	1, 5
20100112	HGSI		29.7	14.39	7069045	1, 3
20100112	HTCH		9.64	5.03	349038	1, 4, 5
20100112	IBN		36.15	31.30	2404082	1
20100112	ISIL		14.17	13.53	3005802	1
20100112	JKHY		22.92	21.47	497484	1
20100112	MFA		7.31	7.10	4663410	1
20100112	MOD		11.53	7.62	444525	1
20100112	MRX		25.09	19.05	931254	1, 5
20100112	PRX		25.27	18.35	496807	1
20100112	PVG		16.87	13.57	288175	1
20100112	SBUX		22.82	17.73	10043961	1
20100112	SCHW		19.09	17.91	11275870	1
20100112	SXCI		49.02	37.30	346327	1, 3, 4, 5
20100112	T		26.96	25.87	27361093	1
20100112	TECD		45.79	36.46	704930	1
20100112	TEF		80.32	74.20	278307	1
20100112	TSM		10.7	10.31	17691954	1, 3
20100112	URBN		33.59	26.29	3006605	1
20100112	VIV		29.79	23.25	1240005	1
20100112	WIN		10.69	9.20	5010550	1

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20100111	ACGL		70.62	63.56	442095	1, 3
20100111	AM		20.49	14.80	632996	1, 3, 5
20100111	BMO		51.84	44.41	568759	1
20100111	CNQR		41.59	34.05	460904	1
20100111	COG		44.29	35.48	1433412	1, 3, 5
20100111	COGO		7.21	6.50	275207	1
20100111	CRUS		6.62	5.00	668750	1
20100111	DHT		4.03	4.36	559777	2, 3, 4, 5
20100111	ESLR		1.8	1.91	4101115	2, 3, 5
20100111	EXEL		7.16	5.82	923047	1
20100111	FBCM		6.39	5.41	326907	1
20100111	FSP		13.99	13.10	617590	1
20100111	GPN		47.82	42.73	667056	1, 3, 4, 5
20100111	GSL		1.6	1.65	274838	2, 3
20100111	IRM		24.33	26.81	1175006	2
20100111	ISIL		14.44	13.52	3012026	1
20100111	JKHY		23.02	21.44	521867	1
20100111	MRX		25.85	18.99	940709	1
20100111	PRX		25.8	18.27	527679	1
20100111	SCHW		19.11	17.89	11230191	1
20100111	SNV		2.62	3.14	18191139	2, 3
20100111	SXCI		49.62	37.17	345482	1, 3, 4, 5
20100111	T		26.97	25.87	27296750	1
20100111	TEF		80.92	74.09	277176	1, 3, 4, 5
20100111	TSM		11.04	10.30	17607268	1, 3, 4
20100111	TSYS		9.32	8.18	554502	1
20100111	VNDA		10.85	10.49	831232	1
20100111	WIN		10.86	9.19	4988366	1

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20100108	ACG		7.89	7.88	579341	1, 4, 5
20100108	AEE		27.01	25.13	1889357	1
20100108	CASY		30.56	28.58	414353	1
20100108	CATY		9.2	9.64	1110462	2
20100108	CPT		40.2	33.41	987406	1, 3, 4, 5
20100108	DHT		4	4.36	557160	2, 3
20100108	ENER		12.55	13.37	2951392	2, 3, 5
20100108	ESLR		1.79	1.91	4085254	2
20100108	FRT		66.33	58.19	927213	1, 3
20100108	GMR		8.19	8.41	954077	2, 3, 4, 5
20100108	GPN		48.97	42.66	648035	1, 3, 4, 5
20100108	GSL		1.59	1.66	275732	2
20100108	IRM		24.15	26.81	1170691	2
20100108	ISIL		14.54	13.51	3002634	1
20100108	MTU		5.2	5.73	2571295	2
20100108	SBCF		2.04	2.51	364392	2
20100108	SCG		36.65	33.53	752002	1
20100108	SNV		2.51	3.15	17998095	2, 3
20100108	SQNM		4.58	5.46	6050441	2
20100108	SRE		53.81	50.03	1500325	1
20100108	THQI		5.73	5.77	1254679	2, 3, 4, 5
20100108	TNL		4.73	6.13	366576	2

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20100107	ABFS		27.81	27.36	539096	1
20100107	ACG		7.9	7.88	574680	1, 3, 4, 5
20100107	AEE		27.2	25.11	1889299	1
20100107	AIG		28.58	21.39	30252334	1
20100107	BDX		77.64	69.47	1714990	1, 3, 4
20100107	CASY		30.71	28.56	415286	1
20100107	CPRT		36.04	33.64	457576	1
20100107	CPT		40.82	33.32	980733	1, 3, 4, 5
20100107	CWTR		5.32	5.59	1241832	2
20100107	ENER		12.41	13.38	2924705	2, 3, 4, 5
20100107	FRT		66.75	58.08	932842	1, 3
20100107	FRZ		3.8	3.25	319331	1
20100107	GPN		52.04	42.58	620183	1, 3, 4, 5
20100107	MERC		2.68	1.80	264891	1
20100107	NBG		5.67	5.74	752263	2
20100107	NST		35.47	31.96	545764	1
20100107	NTAP		33.27	23.81	6797287	1, 3
20100107	NVS		51.91	45.73	1533613	1, 5
20100107	PNRA		65.65	56.62	458719	1
20100107	PPDI		22.68	21.54	1303192	1, 3
20100107	SBCF		1.96	2.51	367840	2, 3, 4, 5
20100107	SCG		36.77	33.50	755009	1
20100107	SRE		53.84	49.98	1499151	1, 3
20100107	THQI		5.58	5.76	1259907	2, 3

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20100106	ABFS		28.21	27.32	536034	1
20100106	AEE		27.46	25.09	1889492	1, 3
20100106	AIG		29.14	21.25	30303296	1
20100106	ALTH		6.83	6.96	2603950	2, 3
20100106	ARE		62.55	46.82	802710	1, 3
20100106	AVB		79.83	64.63	1542392	1
20100106	BDX		77.66	69.41	1708769	1
20100106	BWLD		39.89	38.62	373142	1, 3
20100106	CBRL		36.72	32.29	302026	1, 3
20100106	CHL		47.42	48.81	2004496	2
20100106	CPT		40.9	33.23	968781	1, 3, 4, 5
20100106	DIS		31.82	26.07	11783608	1
20100106	DRI		34.39	34.06	2631720	1, 3
20100106	DVR		8.02	8.76	1237991	2
20100106	FAF		31	29.27	723992	1, 3
20100106	FRT		66.77	57.97	936815	1
20100106	HIW		31.37	26.86	1033298	1, 3
20100106	HTZ		11.62	8.99	3056473	1
20100106	ITT		48.54	47.39	1501361	1, 3, 4, 5
20100106	NVS		52.37	45.66	1514580	1, 3, 4, 5
20100106	OREX		6.6	6.20	792650	1, 3, 4, 5
20100106	PNRA		65.74	56.56	460049	1, 3
20100106	PPDI		22.95	21.55	1291740	1, 3
20100106	PPS		18.87	15.67	778748	1, 3
20100106	PRE		72.33	70.84	665717	1, 3
20100106	PRSP		39.44	33.10	370526	1
20100106	SGMS		15.29	15.95	1052167	2, 3
20100106	SLG		47.7	31.69	2296177	1, 3
20100106	SPG		77.5	60.14	3636537	1
20100106	SRCL		54.63	51.14	716483	1, 3
20100106	THQI		5.46	5.75	1278154	2
20100106	UDR		16.08	12.47	2725550	1
20100106	WFR		14.61	16.18	5474621	2, 3, 4, 5
20100106	WMGI		18.55	16.20	417229	1, 3

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20100105	AEE		27.65	25.07	1887356	1, 3
20100105	ARE		62.88	46.69	804062	1, 3
20100105	AVB		80.59	64.49	1547832	1
20100105	BIDU		405.9	331.58	1802587	1, 3
20100105	BWLD		40.07	38.61	372787	1
20100105	CPT		41.4	33.15	959130	1, 3, 4, 5
20100105	DTE		43.05	34.53	1154694	1, 3, 4, 5
20100105	DVR		8.01	8.75	1235344	2
20100105	EIX		34.46	31.96	2199491	1, 3
20100105	EQR		33.27	26.38	3911961	1, 3
20100105	FAF		31.23	29.25	720513	1, 3, 4, 5
20100105	FRT		66.95	57.87	941659	1, 3
20100105	FTO		13.29	13.72	2720712	2, 3
20100105	HIW		31.5	26.82	1027683	1, 3, 4, 5
20100105	HTZ		11.77	8.96	3074561	1, 3
20100105	LOW		22.92	20.86	14953159	1, 3
20100105	NFLX		51.51	46.66	1266437	1, 3, 4, 5
20100105	OREX		6.8	6.18	790251	1, 3, 4, 5
20100105	PCG		44	39.97	2077833	1, 3
20100105	POR		19.98	19.15	591583	1
20100105	PPS		19.2	15.63	775906	1, 3
20100105	SGMS		15.16	15.95	1052311	2, 3
20100105	SLG		48.02	31.52	2299253	1, 3
20100105	SLGN		55.11	50.98	281354	1, 4, 5
20100105	SPG		78.38	59.95	3635027	1, 3
20100105	SRCL		54.67	51.11	718213	1, 3
20100105	TE		15.96	13.08	1679927	1, 3, 4, 5
20100105	UDR		16.19	12.43	2731329	1
20100105	VCLK		10.57	10.74	1252600	2
20100105	VRX		31.51	25.75	748311	1
20100105	WMGI		18.64	16.17	421260	1, 3

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

• Selecting tradeable pairs: which measure to use?
  (tags: finance trading correlation pairstrading arbitrage statistics)

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20100104	AVB		81.2	64.31	1552509	1
20100104	BRE		32.69	26.71	782613	1, 3
20100104	BWLD		40.23	38.59	373351	1
20100104	ESS		82.62	71.47	520809	1
20100104	FAF		32.43	29.22	710853	1, 3
20100104	HTZ		11.88	8.91	3071677	1, 3, 4
20100104	JOE		28.45	26.66	775880	1, 3
20100104	KRC		30.39	24.60	683767	1
20100104	OREX		7.12	6.16	786659	1, 3, 4, 5
20100104	POR		20.37	19.14	593372	1
20100104	SGMS		14.83	15.95	1050465	2
20100104	SKT		38.83	35.31	492630	1
20100104	SKYW		16.9	13.95	365697	1
20100104	SNIC		11.62	4.80	347957	1, 3
20100104	SRCL		55.16	51.07	717638	1
20100104	TCO		35.4	28.78	1072063	1, 3
20100104	VCLK		10.55	10.72	1256686	2, 3
20100104	VRX		31.76	25.68	751295	1, 3, 4, 5

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!