ABOUT US
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 Volatility and Strategies
February 10, 2018 9:02 pm
VIX is consolidating above 25. This is normally a signal for at least 3 sigma event. The SP500 is trading similar to periods with higher volatility. I am removing the strategy VIX Options from RandBots. …
- Published in * Randbots.com, TVIX, VIX, VXX, XIV
Market weaker than expected
February 2, 2018 12:10 pm
Yesterday I wrote that the new low could be secure, I was wrong. Today the Unemployment number was better than expected but traders are selling US stocks taking the indexes to a new low today. The question is: Would the next unemployment number be better than this one? The market is selling and the next…
- Published in * Trade Alert, SP500, SPX, SPY, Unemployment, USD, VIX, XIV
Macro Analysis 2017 – R Option Model
December 16, 2017 2:10 pm
Here you have the link to a video detailing data used by R Option model. There are open ended questions that I would enjoy to develop and discuss if you have a critical opinion. Use the channel to post questions. It would be easier to track than emails. The video develops some of my current…
#VIX TO TRADE LOWER TODAY
May 19, 2017 9:51 am
#VIX TO TRADE LOWER TODAY target lower than 12.4 May Options expiration Interest rates are ticking up and bonds are ticking down as safe haven money flows out. Second target below 12…
- Published in * Trade Alert, VIX
SELLERS AT ALL TIME HIGH #SPX #VIX
May 16, 2017 11:07 am
We printed all time highs on ES Futures taking most of the stops in that area, later we retrace 10 points. This is selling so far its technical. $VIX is printing lower than yesterday open.
$VIX +1% with $SPX -0.45%
February 16, 2017 2:40 pm
So far today, the bears are in control, on the other hand VIX moved 1/10th of yesterday level. The fear factor is low in the market. Tomorrow options will expire and I will started next week with much lower risk.