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Title: BTC Breaking Out Post by: quantsig on May 17, 2013, 04:50:08 PM Currently, BTC is on a bit of a tear. It is unclear if this is because of a run on BTC in order to exit Gox or if it is because of other fundamental or technical factors.
Nevertheless, it has been called for. http://blogdotquantsigdotnet.files.wordpress.com/2013/05/btcusd_b.png As things persist, we'll be looking for a target dSdev of around 2 to the downside before rebalancing. Of special interest is the S&P/BTC ratio, which has been particularly negative (positive for BTC) as of late. http://blogdotquantsigdotnet.files.wordpress.com/2013/05/sp500_btc.png Again, we're looking for 2 dSdev pointing up (negative for BTC) before rebalancing. Title: Re: BTC Breaking Out Post by: wobber on May 17, 2013, 05:10:19 PM New target is 300s. But I think we'll stay in high liqudity for the year.
Title: Re: BTC Breaking Out Post by: quantsig on May 17, 2013, 05:27:32 PM New target is 300s. But I think we'll stay in high liqudity for the year. 300s is definitely on the cards. I would expect some dips on the way there. I would be upset if there weren't. :) |
