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Tuesday, October 4, 2022

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Stock Market Edges

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 Philip Reschke, Business Analytics Strategist at SAS and author of Stock Market Edges

 Thursday, July 4, 2013

My first book, Stock Market Edges (http://tinyurl.com/StockMarketEdges) - foreword by the COO of MultiCharts, has recently been published in Apple's iBookstore. Sample chapter: https://www.dropbox.com/s/88mdubkts6fezoa/SME%20-%20Chapter%204.pdf I am working on the outline for my second book (volume 2) and would like to get your thoughts on which patterns, indicators, indexes, etc. to test for statistical edges. I am planning to use a similar approach as I did in Stock Market Edges, Vol. 1. In Stock Market Edges, Vol. 1, I tested the following for statistical edges: - Short-term highs and short-term lows - The Relative Strength Index - Consecutive up days and consecutive down days - Extreme up days and extreme down days - Daily up gaps and daily down gaps - Average Directional Index - The Volatility Index - Key reversal bars - 50- and 200-day moving averages - Advancing and declining issues Let me know which ares you think would be relevant for vol. 2. Thank you in advance!


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5 comments on article "Stock Market Edges"

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 Philip Reschke, Business Analytics Strategist at SAS and author of Stock Market Edges

 Thursday, July 18, 2013



The sample chapter link in the original post it unfortunately broken.



You can find it here: http://bit.ly/SME-Sample


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 Philip Reschke, Business Analytics Strategist at SAS and author of Stock Market Edges

 Monday, July 22, 2013



Stock Market Edges is not available on Kobo Books:



http://bit.ly/SME-Kobo


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 Ivan Hudec, Portfolio manager

 Tuesday, August 6, 2013



Hi,

One question:

Dou you place moc order on same day (bar) when is signal generated or on the close of next day?

Thanks


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 Christopher Reeves, Programmer at A2X Capital

 Tuesday, August 6, 2013



you have to place your MOC order before the close of the current day.


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 Philip Reschke, Business Analytics Strategist at SAS and author of Stock Market Edges

 Thursday, August 8, 2013



The tests are performed based on the close of the day; however, you can trade on e.g. 5 min bars and execute the trade at 3:55pm. Same result but your avoid the EOD auction (I would never trade MOC orders myself).

I hope this helps.

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