T2W Bot

Staff member
1,456 55
When the equities market is in distress, is taking a long position in gold a profitable strategy?
The conventional thinking among pundits supports taking a long position in this precious metal as a way of mitigating strong losses in the equities market.  Fortunately, many active market participants prefer to run the numbers before acting on this long held assumption about market direction. This study attempts to prove or disprove this form of hedging strategy by performing an analysis on two active funds: the spiders (SPY), which are the best representation of the equities market (averaging 205 million shares per day), and the SPDR Gold Shares fund (GLD) with 15.7 million shares a day serves as our dependent variable.
In this study, our operational definition of a setback – within the previous 300 trading days (Apr 11, 2011 to Jun 19, 2012) – is a daily loss in excess of $1.00 in the spiders. 
The findings show 65 days with a $1.00-plus loss in the spiders.  On these days, were...
Continue reading...
 
Last edited by a moderator:

Paulds11

Active member
160 21
Analysis

Nice article.. what I am more interested in is how you were able to contruct the graph. Extracting meaningful data like this from historical charts across two separate markets is not an easy excersize. What methods did you employ to extract this data? e,g, did you use Easylanguage and paint study reports to help you? how were you able to ensure the correct days in one instrument matched the correct days in another given the fact that some markets dont trade like for like days with holidays etc confusing the issue? This is my problem. extracting data is timely Im struggling in this area.
 

IDKIDK

Newbie
1 0
Convincible charts

The statistic charts presented in this article are very convincible. This master's study enables the readers understand and accept the author's point of view more easily. Investors should read articles like this more so as to trade to win.
 

jungerns

Established member
824 21
Re: Analysis

Nice article.. what I am more interested in is how you were able to contruct the graph. Extracting meaningful data like this from historical charts across two separate markets is not an easy excersize. What methods did you employ to extract this data? e,g, did you use Easylanguage and paint study reports to help you? how were you able to ensure the correct days in one instrument matched the correct days in another given the fact that some markets dont trade like for like days with holidays etc confusing the issue? This is my problem. extracting data is timely Im struggling in this area.
You don't need anything remotely complicated with Software to understand the basic Principle of the Authors piece......
Frankly its pretty basic but accurate in content.....

Some of you guys try to make everything so complicated. Use the KISS principle.....(y)
 

Similar threads


AdBlock Detected

We get it, advertisements are annoying!

But it's thanks to our sponsors that access to Trade2Win remains free for all. By viewing our ads you help us pay our bills, so please support the site and disable your AdBlocker.

I've Disabled AdBlock