Jan, 25, 2016
By Lawrence G. McMillanComposite Implied Volatility (CIV) – for an individual stock – is calculated by weighting the individual implied volatilities of each option that traded on that stocks, by...
Jan, 25, 2016
By Lawrence G. McMillanA “modified Bollinger Band” (mBB) buy signal is nearly upon us. It almost occurred today (Thursday, January 13th), but missed by a couple of points. We began to...
Jan, 22, 2016
By Lawrence G. McMillanStocks remain under extreme pressure, but it finally looks like the oversold conditions are starting to have some effect. An oversold rally is now underway.You can see, in...
Jan, 15, 2016
By Lawrence G. McMillanThe fall in the price of $SPX has continued, adding to the worst start of any year -- ever. As a result, there are severe oversold conditions, and buy signals are pending on...
Jan, 11, 2016
By Lawrence G. McMillanRecently, the CBOE’s Volatility Index ($VXST) closed above all three of the other CBOE Volatility Indices. At the time, it struck me as being a rather rare occurrence,...
Jan, 08, 2016
By Lawrence G. McMillanThe stock market has taken a real beating in the new year. Massive oversold conditions have arisen, and a sharp, but short-lived rally is possible at any time. The larger...
Jan, 04, 2016
By Lawrence G. McMillanUsually we make this the topic of a longer article at year-end, but frankly we are not holding positions for anywhere near a year, so this is just a mental exercise – not...
Jan, 04, 2016
By Lawrence G. McMillanThe stock market had been muddling its way through the Santa Claus rally period, and this now looks like it will put the final, negative touches on this seasonally important...
Dec, 30, 2015
By Lawrence G. McMillanFXCM is a trading firm that basically blew up when the Swiss Franc was revalued, a year ago. At the time, the stock fell from 17 to nearly zero, before it was rescued by...
Dec, 29, 2015
By Lawrence G. McMillanRecently, the CBOE’s Volatility Index ($VXST) closed above all three of the other CBOE Volatility Indices. At the time, it struck me as being a rather rare occurrence,...
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