Glenn Thompson // Posts published by Glenn Thompson
PRELUDE TO COLLAPSE
Examination of the fundamentals for stock prices, indicates some curious alignments setting up with the chart aspects for the same. Tomorrow (09/02/11) marks a critical time target for the indices. Additionally, yesterday’s (08/31/11) top in the September e-mini, of 1229.75 is at least in the ballpark of the key support region I calculated of 1220. Of even […]
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ORDER RESTORED TO THE EQUITY MARKET
Finally the world is perfect again! Today’s action in the stock market confirms the expectation for lower prices. As we discussed in our posting, last Thursday, the market turned on a dime during Monday’s early morning trade, marking the end of the correction wave # 2 and the start of the impulsive wave #3. Basis the September e-mini, […]
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DUALITY IN THE MARKET
In a perfect world you wouldn’t be reading this now, since originally I didn’t plan on writing it until next week sometime. So much for perfection. Last weekend I was thinking about how wonderfully compliant the stock market was in following my forecast to the tee, based on all my models and calculations. Since […]
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Current Projection for Equity Markets
Basis the September e-mini S&P, the next major time target I’ve projected is July 31st. This date arrives on a Sunday, so my expectation for a significant transition in the behavior of the market will likely be as of Monday, August 1st. During the first part of last week, I had worked out some overhead […]
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Update on time target arrival
In my Webinar presentation last Saturday, I provided some dates that I think will mark turning points for the stockmarket. The next date to arrive is June 12, 2011 (This coming Sunday). Since this arrives on the weekend, I’m anticipating a turn on Monday 06/13/11. Considering the recent trend, it appears the market is likely to […]
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System Design Alternatives
There is certainly no lack of methods for predicting time series. Traditional econometric models (e.g. ARMA) as well as various GARCH formulations have been extensively applied. More recently models based on Pareto-Levy (nonlinear) distributions incorporating embeddings in phase-space reconstructions have had some success. Neural networks, genetic algorithms, and their A.I. spinoffs are also used with […]
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Impact of Size
Even if your not an institution, there may come a point where the size of your trades impacts the price you receive. What size threshold behooves you to recognize (ala Heisenberg), that your interaction (interference) with the market, changes the market? In order to cleverly adjust order entry for optimal fills, market microstructure assessment is essential. […]
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Trend Analysis
All forms of technical analysis are arbitrary from the standpoint of attempting to indicate what should or could occur. They are also arbitrary to the extent they attempt to anticipate a change in the market’s behavior, say from moving up to down or vice versa. The one exception to this is a certain pure […]
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Positioning For Collapse
Today’s trade in the June S&P continued the advance which came on the heels of the key reversal bottom which formed this past Monday. This three day advance fits perfectly with my expectation for the trend to reverse at the 4/22-4/23 time target. The post yesterday explained procedurally that I would expect the move to […]
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Red Alert Continued
The strength we saw in the major equity indices today is more consistent with the market forming a top as we approach time targets of 4/22 and 4/23. Based on the notion that the market low that formed two days ago on 4/18 represents the start of a new thrust upward, the expectation is that its run […]
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