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Mario Randholm Blog. Mario is the founder of Randholm & Co. S.A.C., an investment management company dedicated to producing superior returns for its clients and employees by adhering to mathematical and statistical methods.
Market Event which could bring trading opportunities
Sellers not interested at current prices (pro)
October 8, 2020 4:22 pm
VIX Futures:My thinking here, with the current drop (last 24 hours), Equity puts are cheap enough to protect the down side. Market Internals:Strong the entire day CONCLUSIONSellers not interested at current prices, thus price will start a new discovery phase, of course I can not know how long it can last. Most likely NEWS will…
- Published in Market Update
Real Selling in #SPX #NDX
October 2, 2020 6:53 pm
Is this a Seller Market? Last night, I shared on twitter the ASIAN Stock Indexes performance for the Month and YTD. Now, I want you to recall the NYTimes article from 2018 where it described the overnight SP500 performance since 1993 If we connect those two together, it is important to note that there is
- Published in Market Update
USD helping to drive US Stocks Performance
September 30, 2020 9:04 pm
Today the Dollar outshining gold, beating yen in battle of safe havens The flows for equities across the globe is not strong however US Stocks did not trade lower this week. Here you can see that the SP500 trade to almost a -4% for Sep 2020. Historically this is a weak month for stocks. We
- Published in Market Update
SP500 is telling…
September 18, 2020 7:07 pm
…3 negative weeks in a row is a rare event. My main model closed significant market exposure today. A Weak USD, and Asian and European Equity markets help S&P 500 this week. The SPX charts shows that we had the third negative week in a row. Since 2016, I can only see two more times
- Published in Market Update
Is R Option counter-cyclical?
September 14, 2020 12:24 pm
The last 7 trading days…
- Published in Market Update
US Equity Volatility has resume or not
September 9, 2020 5:25 pm
I have added this chart to the sticky post of the blog, right under the SP500. This will update automatically each day after the close. INTRADAY AND DAILY PRICE ACTION HAVE AUTO-CORRELATION: The VIX and daily returns on Indexes experience clatters of volatility, thus when we have a large block of outliers in any direction
- Published in Market Update