This bookworm is taking the day off to spend time on consulting and other important work like the release of the upcoming DV Indicators site. So with no time to sound prolific, here are some good reads from blogs that I frequent. I must confess to having a high degree of respect for all of these gentlemen, often I find their work to have a positive influence on my thinking. Happy Trading!
Jeff of Market Rewind highlights the importance of tracking sentiment in conjunction with technical analysis–note the “sentiment spreads” are an extremely valuable tool based on my own testing and available on Jeff’s site and REWIND product: http://marketrewind.blogspot.com/2009/11/111009-negative-sentiment.html
A rare examination of the interaction between price persistence and volume in the market is presented in an interesting study by Rob Hanna of Quantifiable Edges: http://quantifiableedges.blogspot.com/2009/09/spy-rising-while-spy-volume-declines.html
Dr. Steenbarger discusses what is in my opinion the single greatest reason traders blow up, and sadly I have seen it personally too many times during my career happen to colleagues and friends : http://traderfeed.blogspot.com/2009/11/eliminating-bias-in-trading.html
Here is an interesting short system graphically depicted by Mr. Woodshedder, it looks conceptually appealing: http://ibankcoin.com/woodshedderblog/2009/11/11/the-best-short-setups-on-the-interwebs/
Brief article by Jared ofCondor Options underscoring the importance of tracking volatility and implied volatility and related derivations to projecting possible shifts in market regimes: http://www.condoroptions.com/index.php/market-commentary/volatility-tracker-hiccup-or-hangover/
Just caught this recently, but Bill Luby of VIXand More has inspired a new indicator idea for me using the ROC with Bollinger Bands on the VIX (more on that at a later date!): http://vixandmore.blogspot.com/2009/11/combining-bollinger-bands-on-rates-of.html