Sunday, November 8, 2009
@MissTrade Interviews Sir Lawrence McMillan of #3Gurus
Larry McMillan Option Strategist Interview with Matt Davio aka @MIssTrade from miss trade on Vimeo.
Larry McMillan Option Strategist Interview with Matt Davio aka @MIssTrade Part 2 from miss trade on Vimeo.
Posted by
Hamzei Analytics, LLC
at
7:00 PM
@MissTrade Interviews Brian Shannon @AlphaTrends of #3Gurus Plus at @CBOE
http://vimeo.com/6955144 from miss trade on Vimeo.
Posted by
Hamzei Analytics, LLC
at
5:46 PM
Friday, November 6, 2009
@WallStCS interviews Fari Hamzei
Exclusive Interview: Quant Trader Fari Hamzei of #3Gurus Offers Advice for Investing
http://su.pr/2do46R
Posted by
Hamzei Analytics, LLC
at
9:00 AM
Wednesday, November 4, 2009
@MissTrade Interviews @HamzeiAnalytics of #3Gurus Part II
http://vimeo.com/7414604 from miss trade on Vimeo.
Posted by
Hamzei Analytics, LLC
at
9:00 AM
@FuturesTrader71 on Overcoming the Obstacles to Consistency
Fari Hamzei
Playback Link for the @FuturesTrader71 Webinar:
http://hamzeianalytics.com/Educational_Webinars.asp
Posted by
Hamzei Analytics, LLC
at
1:02 AM
Saturday, October 31, 2009
Market Timing Webinar
Fari Hamzei
Our latest Market Timing webinar is posted here
http://www.hamzeianalytics.com/educational_webinars.asp
Posted by
Hamzei Analytics, LLC
at
2:47 PM
Thursday, October 29, 2009
How Precision Market Timing can help you to nail a High Gamma Trade
Fari Hamzei
If you saw my Twitter posts starting last Friday after the Close, then my Market Timing Commentary here on Monday Night and then culminating on Wednesday evening with more Twitter Updates, starting about 528 pm Central Time, you knew why I was HEAVY LONG SP-500 Futures (entry 1039) and small amount LONG Nasdaq-100 Futures (entry 1678), holding overnight and into Q3 GDP numbers this morning:
1) McCellan Osc readings for NYSE and NAZZ Markets
2) Down to Up Volume Ratio Spikes
3) Sigma Channels Reading for SPX, NDX, RUT and DJ Trans Indices
4) Put/Call Ratios (dollar weighted) for key High Beta Big Cap stocks
5) Vol of the Vols --- Sigma Channels readings for VXO and VXN
6) Intraday TICK Exhaustion Analysis -- on-the-run
This resulted in gain of 9.5 handles per ES contract on avg -- and max was 11 handles per contract. As you can tell from time & sales data, NQs were also very profitable.
Of course we traded post GDP release -- last long trade taken was exited at 2:57 pm CDT today at 1062 (per our HFT Tweeter Feed).
It was a glorious day and a great week so far. Hope you all enjoyed it. Here are our Timer and Vols Charts as of tonight's Close. Remember, tomorrow is another day and another battle. Go get some rest.
Go YANKEES Go !!


Posted by
Hamzei Analytics, LLC
at
11:12 PM
Monday, October 26, 2009
Market Commentary as of Monday, October 26, 2009 Close
Fari Hamzei

Timer Chart shows us the McClellan Oscillators (MOs) have entered into short-term oversold condition. For NYSE the Advance/Decline Issues MO is at -212, and for for NASDAQ, it is at -161. Down Volume to Up Volume Ratio for today was at 7.1 to 1. While it was not outlandish, we are moving closer towards a short-term (dead-cat ??) bounce here. I wrote about this process on Twitter after the close last Friday.
A side note: While we came in long ES into the RTH today, we ended up shorting the SP500 Futures in rougly 1088 area towards the end of the first hour, which we rode down (with great pleasure) into lows of the day, within the next two hours.
But -- all our subsequent trades today were on the long side because we felt buyers would step in somewhere in here. Given how the market internals closed today, the chance of a bounce should be good in the next day or two.

Here is another look with only SPX data -- that is the above MOs are for SP500 components only -- both for Advance / Decline Issues MO and Up / Down Volumes MO. This is a new chart for us -- datawise -- thus we would refrain making any far reaching comments till we are more comfortable with its behaviour.

Posted by
Hamzei Analytics, LLC
at
6:45 PM