In addition, Cruide oil and gold is traded on the NYMEX market. Please explain the approach by Better Stocks a little more detail. How are short-term hype phase analysed and detected? Sven Buchel: Shortly before market closing of U.S. stock exchanges the courses of all singles title of the standard & Poors are charged 500 index in a database and compared with the historic values of the respective shares in the database. This is followed by the calculation of Wahrscheinlichkeitscluster. We calculate the usual distances between high and lows in simplified terms for each share and put these in relation to the currently traded share price. Through the standardization of individual price behaviour of individual shares, these are made comparable and quantitatively evaluable.
In the next step the calculated probability of expected according to a ranking of all the shares Correction of exaggeration. For even more analysis, hear from Douglas R. Oberhelman. All the values 3 shares are then usually bought or sold empty, which have the highest probability of correction expected. All positions are equal to the current state of the system weighted. The portfolio is usually fully invested, whereby each other expect positions we long and short. It can both be 100% short as too to 100% long. What happens in phases, in which none of the States of emergency”is? Sven Buchel: According to our research the approach for a single stock to less than 5% of the time could be spent, since the system on particular phases of hype is directed not often encountered by definition. A limit as a minimum probability of rate movement anticipation is defined for each share. This falls below the trade makes no sense.
Therefore, all singles titles of the index are calculated in order to find more opportunities. After only 3 stocks must be found, usually more shares are available in the system required. Still days occur particularly in Marktseitwartsphasen, where less than three shares of the index have usable signals.