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Frank Hogelucht

Frank Hogelucht

Contributor since: 27 Sep 2010

Biography

Individual investor, trading for a living since 2007, taking a statistical approach in combination with historical market data and addicted to developing market-neutral algorithmic trading strategies.

  • OpEx and Index Highs

    Published 18 February 2012 | viewed 0 times

    The expected (see OpEx Week and Multi-Month High) short-term pullback took two days only, and the SPY (S&P 500 SPDR) closed out February's option expiration…

  • Highs, Lows and Fed Days

    Published 27 January 2012 | viewed 0 times

    Major market indices closed at multi-month highs on January 25, 2011 (FOMC announcement session), followed by a (small) pullback on the then following (yesterday's) session.…

  • Multi-Month High on FOMC Session

    Published 26 January 2012 | viewed 0 times

    Compliant to historical probabilities and odds, major market indices advanced (again) in response to the FED's decision to leave rates unchanged for the foreseeable future.…

  • Complacency at Multi-Month High

    Published 22 January 2012 | viewed 0 times

    Besides the fact that even betting on a one-day decline (leave alone calling a top) has been a receipt for disaster during 2012 (so far),…

  • A Strong Prelude...

    Published 19 January 2012 | viewed 0 times

    The S&P 500 is up 4.52% year-to-date on Thursday, January 19, 2012, and provided that major market indices will not fall into a bottomless abyss…

  • Multi-Month High during OpEx Week

    Published 18 January 2012 | viewed 0 times

    Up to now major market indices defy all (seasonal) odds (hitting a fresh multi-month high on Wednesday, January 18), with SPY's (S&P 500 SPDR) closing…

  • Martin Luther King, Jr. Day and Week

    Published 14 January 2012 | viewed 0 times

    Next week will be the week including Martin Luther King, Jr. Day, a United States federal holiday and an exchange holiday since 1998 (observed on…

  • SPX at Multi Month High before OpEx

    Published 12 January 2012 | viewed 0 times

    Next week will be option expiration week, and the S&P 500 is currently trading at (or close to) a multi-month high. Therefore I thought it…

  • Implied Volatility at 5 Month Low

    Published 06 January 2012 | viewed 0 times

    Just a short update after today's close (a more detailed report might follow on Sunday) ... I just noticed that the S&P 100 Volatility Index…

  • EUR/USD at 16 Month Low - What Next?

    Published 06 January 2012 | viewed 0 times

    Notable on Thursday's session was the fact that the euro hit a 16 month low against the dollar (EUR/USD), the lowest close since 09/10/2010. In…

  • As Goes the First Day of the Year...

    Published 04 January 2012 | viewed 0 times

    2012 started with a bang, with major market indexes (and Gold as well) finishing up 1.5%+ on Tuesday's close. The S&P 100 closed at a…

  • Bullish End-of-the-Year Setups

    Published 01 January 2012 | viewed 0 times

    The S&P 500 closed out the year at unchanged levels, while the SPY (S&P 500 SPDR) gained +1.89% due to its dividend payments. The time…

  • Santa and 52-Week Highs/Lows

    Published 26 December 2011 | viewed 0 times

    The Santa Claus rally has come in a bit late this year, but not too late, and its delayed presents had been quite impressive so…

  • Sequence of Lopsided Volume Sessions

    Published 13 December 2011 | viewed 0 times

    On December 8 and December 12, 2011, NYSE volume in declining issues accounted for 96.73% and 89.51% (respectively) of NYSE total volume, and on December…

  • Down on 1st Session of DEC OpEx a. FOMC

    Published 13 December 2011 | viewed 0 times

    The S&P 500 had a rough start into the December OpEx (options expiration) and FOMC week, down -1.49% on Monday, December 12. But with the…

  • FOMC and OpEx in Same Week

    Published 11 December 2011 | viewed 0 times

    With - up to now - three postings over the weekend, I've been quite busy to say the least, but this will be the last…

  • December OpEx Week

    Published 11 December 2011 | viewed 0 times

    Next week will be OpEx week (options expiration), and the week leading up to December options expiration has historically been quite positive. Table I below…

  • Volume and Stock Market Rallies

    Published 10 December 2011 | viewed 0 times

    Most recently there has been a lot of chatter and discussion in the financial blogosphere regarding the S&P 500 soaring higher during the second half…

  • Mission Impossible

    Published 07 December 2011 | viewed 0 times

    The SPY (S&P 500 SPDR) gained another +0.37% on the close today, in line with historical probabilities and odds calling for at least one higher…

  • Bullish Setups and Seasonalities

    Published 06 December 2011 | viewed 0 times

    Although it seemed that the the SPY (S&P 500 SPDR) would defy historical probabilities and odds today by finishing the day with a strong bull…