Commentary

ICE May 2012 Cotton Futures Analysis

Apr 02, 2012

ICE May Cotton futures are setting up well as a low-risk, high-reward mean reversion trade. One of our preferred set-ups is countertrend trades in the direction of the longer-term trend. In the following image, May Cotton closed below its two-... more

Moving Linear Regression Lines

Nov 11, 2011

Moving Linear Regression lines are my preferred method for tracking a trend, especially on low time frame charts such as Constant Volume Bars or TFlow®. Regression lines have specific properties that allow them to track the trend however shallow... more

TFlow and DOMTracker, Part 3: Redefining Data

Jul 21, 2011

A key advantage of TFlow® charts is their ability to build data based on activity. This allows for sensitivity without lag. It also allows for traditional analysis, such as trend lines, to be utilised in a unique way that is not visible... more

Qualifying Fibonacci: Smoothed TFlow, DOMTracker, and Limits of Volume

Jul 15, 2011

Analysis of TFlow® volume and the DOMTracker reveals that each market has its own dynamics and limits. When these limits are reached, exhaustion and major turning points can occur. Smoothed TFlow differs from the normal aggregation in that it... more

TFlow and DOMTracker, Part 2: Targeting Specific Times of Day to Trade

Jul 06, 2011

The escalating prevalence in futures of algos and automatic volume-based trading means that it is possible to join the crowd and concentrate on certain methods for specific times of day. My time to trade is severely limited, so it is necessary to... more

TFlow and DOMTracker, Part 1: Their Uses in Spread Trading

Jul 01, 2011

Here, I am going to go through some specific techniques for using TFlow® in spread trading. Certain spreads, such as Heating Oil against Crude, lend themselves to sustained trends. TFlow, in combination with the DOMTracker, can be used to... more

Opinion: Illiquidity and the Danger It Fosters for World Equity Markets©, Part 2 by Joe DiNapoli

Jun 27, 2011

Today, we can look eastward to the China Stock Index futures contract and see the similarities between its size and the size of the S&P contract back in 1986, except in China, the situation is worse. In a sincere effort to protect its... more

Opinion: Illiquidity and the Danger It Fosters for World Equity Markets©, Part 1 by Joe DiNapoli

Jun 20, 2011

I trade daily. I traded Over-The-Counter options in the '60s. I have traded US Stock Index futures since the day they started in 1982. I was there in October 1987 when we experienced the 500-point single day decline known as Black Monday. In fact... more