Koncorde Big Players + DarkPool Index

This code is an indicator composed by 2 pieces of code that have been combined. Big players by Konkorde that are buying (https://www.blai5.net/blai5-koncorde-la-importancia-del-volumen/) DarkPool Index when it’s over 35% (https://squeezemetrics.com/monitor/download/pdf/short_is_long.pdf?) The individual goal of these indicators is to point to big player buying. So what if we combine the 2 indicators? The code An example … Read more

Looking for a machine learning model that hits S&P 500 daily change using market breadth data, DIX, GEX, VIX.

This is the third version of a code I have started to write while learning the concepts of Machine Learning. Changes with respect the previous versions Shift(-1) have been removed for the SPX price, I consider is an error to add it. I have added data related to DIX, GEX (since 2011) and VIX (since … Read more

Alternative currency

Some people have their investments in local currency banks and they are affected by eschange rate. The usual case is people buying US stocks in Euros, and they want to understand the impact of currency exchange on their portofolio. I have not found any code that does it so I created one. Configure it Pick … Read more

Trading learning year 3

After a good 2019 learning about how to trade, this 2020 was fine in so many ways, that I would like to review. The math result? I did a 36%, 2020 started with $1.420,94 and ended with   $1.934,41 so the P&L was $513,47   or a 36,1% Total moves 188 wins 157     84% loses   31  … Read more

Algorithmic Trading Wardley Map

I have been drawing this map as part of a conversation on slack with other user (Tom) where I was trying to figure out what map and needs are required. So I started with the user: the algorithmic trader. This person wants to implement an algorithm for executing trades automatically without human intervention. So, the … Read more

Monthly POMO evolution

I was digging into the Permanent open market operations (POMO) this August, trying to understand the impact of the FED in the stock market. Now that some months after the turmoil have passed, I have looked into the numbers in a monthly basis. The amount injected by the Fed in the market during these 9 … Read more

S&P 500 without Big Tech in 2020

This article is very interesting to me to understand what is happening after March’s turmoil. The weight of the 10 biggest companies seems to have something to say, but how much? I paste this picture for my memory, the rest of the article, is better to read the original.