Midashand

1)SPXwillcontinuetogodowntomorrow(Tuesday,Oct.28th).However,thiswillbeashorttermbottom.
2)Aftertomorrow,theindexwillgoupfor7daysandreachesashorttermtoponThursday,Nov.6th.
3)ThenitwillgodownagainandreachesanothershorttermbottomonTuesday,Nov.18th.
4)Themid-termbottomwillbereachedaroundmiddleofJan.,nextyear.
5)Iftheamountofdecreasingoftomorrow(Oct.28th)isD,thentheshorttermtopatNov.6th...[閱讀全文]

I'vejustdevelopedavolatilitymodelwithdecentforecastingabilityandI'dliketomakeperiodicforecastingtotestthemodel:
1)Onemonthfromtoday,theSP500shouldbearound920withapossiblerangefrom793to1047
2)Today'svolatilityanddownwardtrendarebothhigh.Itislikelytohaveanotherbumpyday.TheSP500ismorelikelytogodowntoday.
3)However,todaymaybeashorttermbottom.SP500willlikelygohigherfornext7daysuntilltheWedn...[閱讀全文]