Monday, December 29, 2014

12/29/2014 Intraday Trade

Because of a better than 2% favorable gap, the full model sold INT and bought MWW.


  1. Hi Tim,

    What exactly do you mean by 'a 2% favorable gap' ? I didn't notice a gap in either of these two stocks.


  2. About five minutes before that post, INT was up and MWW was down. The gap between them was around 2%.

    That said, I'll be rolling back these intraday trades after the New Year. I've been working out the parameters for a longer (and more scalable) holding period.

    Once I do that, I'll be able to go back to posting the trades ahead of time -- which was the original purpose of this blog. In order to do that I have to select stocks with more liquidity, larger caps (on average), and longer holding periods.

    The problem with intraday trades is that they don't do any readers any good, unless they are sitting by their computer waiting for the random event they could follow a few minutes after a post hits their RSS feed. That's not what I had in mind when I made the blog -- hence the refit of the parameters.

    Would have been finished with the transition already, but we're in the process of packing up to move and it's chaos at home right now :)