QuantNomad

QuantNomad

Both historical (30 days) and implied volatility for Bitcoins is at all-time low levels. It seems like trades waiting for news about crypto ETFs approvals. It might make sense to buy straddle/strangle to put a market neutral positions expecting big move and increase in volatility in Q4/2023. Disclaimer Please remember that past performance may not be...

QuantNomad

In the last few weeks, weird things are happening. We currently have a positive correlation between the S&P 500 and VIX, basically VIX grows with the S&P500 together. I used 20 days correlation, currently it's around 0.8, and it's quite high. Usually, you expect to see it around -1, and it makes sense. For the last few years, the correlation was above 0 only a...

QuantNomad

I just don't get it, we currently have: Gold at the all-time high Buffet indicator is at the all-time high (because of a huge GDP drop in Q2 ) But we're only 3% below the all-time high on S&P and VIX is at the lowest levels since Feb. Something is wrong here, I think we should definitely see another correction. V-shape recovery is too easy for these...

QuantNomad

There is pretty strong support on S1 for LTCUSDT. Price tried to break it for 4 days and no luck. Now it can be an interesting buying opportunity at bullish MACD cross. 1st target - 44 2nd target - 45.5 Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the...

QuantNomad

EURGBP has a pretty strong resistance on the R2 level, the price failed to break it for some time. RSI also is pretty overbought now, close to 70. It seems like on MACD cross it can be a pretty good short trade. 1st target: 0.90 2nd target: 0.89 Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors,...

QuantNomad

Price have pretty strong support in Fibonacci Pivot Points. There is also pretty nice bullish cross on MACD. After that I expect price to turn and to go to R1 (~238), R2 levels (~244) Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no...

QuantNomad

USDCHF failed again to break the S1 Fibonacci level so we have a pretty strong resistance at this level. Now we have MACD bearish cross so it might be a pretty good short trade. 1st target level - S2 ~ 0.938 2nd target level - S3 ~ 0.934 Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including...

QuantNomad

It seems like we have resistance at R3 Fib Pivot Points for LTCBTC at 1h chart. We also have a bearish cross on MACD. So I expect the price to decline to R2 or R1 level. Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as...

QuantNomad

It seems like we have nice support on S3 for BTCUSDT, 15m chart. Also RSI is relatively low and we have a cross for MACD below 0 line. So It seems like not bar long opportunity. After that price can go to 9300-9350 levels after that. Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including...

QuantNomad

It seems like we can have a good long trade opportunity for USDCHF. On the 1h chart, we have a pretty strong support on the Fibonacci S3 level. RSI is a bit oversold and we have a nice crossover on MACD. Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the...

QuantNomad

It seems like we have a pretty strong support at Fibonacci Pivot Point and it doesn't seem like it can break it at this point. So I'm moderately bullish in the current situation. As an indicator, I'm using Rolling Fibonacci Pivot Points, and the indicator I'm working at the moment. Hope to publish it later this week. Disclaimer Please remember that past...

QuantNomad

So it was a pretty hard week for the market. S&P lost 11.5% during this week. It's 4th worst week (Monday to Friday) for S&P for the last 50 years from 1970. Question is what will happen next, let's look at the worst weeks in history and what happened the next week after the drop: 1. 2008-10-06 → 2008-10-06; P&L: -18.2%; Next Week P&L: 4.6% 2. ...

QuantNomad

Last week there were perfect conditions for Hindenburg Omen indicator. Markets seems unstable at the moment, > 3% of stocks marking both new 52w highs and lows. The Hindenburg Omen looks for a statistical deviation from the premise that under normal conditions, securities are either making new 52-week highs or 52-week lows. The abnormality would be if both were...

QuantNomad

Buffet indicator is a very simple indicator that shows if the market is overvalued. It is computed as just as a ratio between the total stock market capitalization over US GDP. Now it is showing super high values previously seen only just before dotcom bubble! What is going to happen next?

QuantNomad

It seems like we're pretty close to dead cross fo Bitcoin. BTCUSDT is just 300$ or 1 ATR away from a dead cross. With the current state of the market, we can reach it just in a few days. Are you scared, what do you think will happen next? Do you think Dead Cross works for crypto? ############################################################### Check you my...

QuantNomad

This year Apple tried 3 times to break 212 level, no luck for now. It seems like it's quite strong resistance, it's R1 in both Fibonacci and Traditional Pivot Points. Will it break it this time? Just watched Apple's Keynote, they presented the new iPhone, iPad, iWatch, TV+, Apple Arcade. Maybe that will help the price this time? if you want to hear more from...

QuantNomad

BTCUSD Is Testing 0.236 Fibonacci level. If it will break it, we can see 0.362 (11600) level in next 1-2 weeks.

QuantNomad

0.786 (1333) fib level can be short-term support. Gold can go to 1.0 fib level 1360 in next few days.