Posts Tagged ‘DX_F’
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Volatility Makes an Appearance
Posted by Leigh Drogen on February 18th, 2010 at 11:25 pm, Comments: 0The fed raising the discount rate provided for some interesting volatility after hours and sent the US Dollar flying. I’m expecting the market to pull back a bit between now and Monday afternoon. We are overbought short term and need to see some constructive consolidation. I’ll be watching the banks closely tomorrow.
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Jobs, USDX, ES, and Rates
Posted by Leigh Drogen on January 8th, 2010 at 9:22 am, Comments: 0I hope you all get it by now, that the negative correlation between equity markets and the US Dollar is broken. In fact, we’ve flipped all the way to a .5 positive 30 day running correlation. A few months ago if the $DX_F dropped like it did this morning, equity markets would have been flying. [...]
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The Open is for Amateurs, the Close is for Pros
Posted by Leigh Drogen on December 4th, 2009 at 7:33 pm, Comments: 0Three straight days now the amateurs have painted the tape in the first hour, only to see the market lose VWAP and crater. This isn’t healthy action people. Institutions don’t do the bulk of their trading in the morning, it takes place in the afternoon after the dust has settled and their traders have a [...]
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Does It Really Matter Why?
Posted by Leigh Drogen on December 3rd, 2009 at 5:42 pm, Comments: 0Was it the $BAC secondary announcement, how about the trader tax, or maybe even the jobs number tomorrow? Who gives a crap. All I know is that breakouts in either direction are being mean reverted, and quickly. This is not my type of trading, which is why I’ve been mostly silent now for about a month. [...]
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Golden Opportunities
Posted by Leigh Drogen on November 3rd, 2009 at 7:14 pm, Comments: 0I’m seeing some extreme indecision in the market, which makes sense at this point. The dip buyers failed, they did, and they know it. The shorts never came in, they decided took keep what was left of their dignity and sit this one out. Unlike the last few dips there are no short sellers this [...]
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Leigh Drogen is the founder and chief investment officer of Surfview Capital, LLC, a New York based investment management firm employing an intermediate term long/short momentum strategy. More »
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