Quantitative Finance & Technical Trading http://www.quantf.com "One faces the future with one's past" Pearl S. Buck (1892-1973) Thu, 18 Apr 2013 13:48:29 +0000 en-US hourly 1 QUANTF IS UNDER A MAJOR UPGRADE!! http://www.quantf.com/fotis-papailias/quantf-is-under-a-major-update/2413 http://www.quantf.com/fotis-papailias/quantf-is-under-a-major-update/2413#comments Thu, 18 Apr 2013 13:47:47 +0000 Fotis http://www.quantf.com/?p=2413

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading QUANTF IS UNDER A MAJOR UPGRADE!!

Dear Readers, Our website is under a MAJOR redevelopment (content and design)! Stay tuned for more… We hope to have it online in the next couple of months… Until then, there will be no regular updates   Thanks for your understanding and your patience!

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading QUANTF IS UNDER A MAJOR UPGRADE!!

]]> Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading QUANTF IS UNDER A MAJOR UPGRADE!!

Dear Readers,

Our website is under a MAJOR redevelopment (content and design)!

Stay tuned for more…

We hope to have it online in the next couple of months… Until then, there will be no regular updates

 

Thanks for your understanding and your patience!

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading QUANTF IS UNDER A MAJOR UPGRADE!!

]]> http://www.quantf.com/fotis-papailias/quantf-is-under-a-major-update/2413/feed 0 TNA/TZA Pair Trading: We buy TZA for the week April 04 – April 11 http://www.quantf.com/fotis-papailias/tnatza-pair-trading-we-buy-tza-for-the-week-april-04-april-11/2409 http://www.quantf.com/fotis-papailias/tnatza-pair-trading-we-buy-tza-for-the-week-april-04-april-11/2409#comments Thu, 04 Apr 2013 11:28:26 +0000 Fotis http://www.quantf.com/?p=2409

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading TNA/TZA Pair Trading: We buy TZA for the week April 04 – April 11

TNA/TZA Pair Trading Quantf.com Weekly Pick:  TZA This week we BUY/KEEP $TZA Important Notice: The cumulative graph that follows depict the daily cumulative performance of the strategy but it uses *unrealised* profits and losses without any stop loss/take profits rule. For the actual trading performance please refer to the log table that follows. Date Action Asset Price Quantity Investment [...]

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading TNA/TZA Pair Trading: We buy TZA for the week April 04 – April 11

]]> Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading TNA/TZA Pair Trading: We buy TZA for the week April 04 – April 11

TNA/TZA Pair Trading

Quantf.com Weekly Pick:  TZA

This week we BUY/KEEP $TZA

Important Notice: The cumulative graph that follows depict the daily cumulative performance of the strategy but it uses *unrealised* profits and losses without any stop loss/take profits rule. For the actual trading performance please refer to the log table that follows.

Date Action Asset Price Quantity Investment Transaction Costs Take Profit Period Return
2012-05-24 New Signal: TZA – Buy TZA $21.88 480 $10,502.04 $1.92 - -
2012-05-31 New Signal: TZA – Keep TZA - - - - - -
2012-06-04 Take Profit: SELL TZA $24.20 480 $11,616.00 $2.40 $1,109.64 10.57%
2012-06-07 New Signal: TZA – Buy TZA $21.02 590 $12,401.80 $2.76 - -
2012-06-12 Take Profit: SELL TZA $22.00 590 $12,980.00 $2.95 $572.49 4.62%
2012-06-12 BUY again (Market Close) TZA $21.90 150 $3,285.00 $1.00 - -
2012-06-14 SELL TZA $21.60 150 $3,240.00 $1.00 -$47.00 -1.43%
2012-06-14 New Signal: TNA – Buy TNA $46.40 275 $12,760.00 $1.38 - -
2012-06-20 Take Profit: SELL TNA $51.23 275 $14,088.25 $1.20 $1,325.67 10.39%
2012-06-20 Buy TNA $51.65 100 $5,165.00 $1.00 - -
2012-06-20 Buy TNA $51.48 150 $7,722.00 $1.00 - -
2012-06-21 New Signal: TNA – Buy TNA $47.67 125 $5,958.75 $1.00
Break Break Break Break Break Break Break Break Break
2012-07-05 New Signal: TNA – Buy – We keep our current positions TNA - - - - - -
2012-07-12 New Signal: TZA – Close current positions TNA $52.45 375 $19,668.75 $1.75 $818.25 4.34%
New Signal: TZA – Open Position TZA $18.58 600 $11,148.00 $3.00 - -
2012-07-20 New Signal: TZA – We keep our current position TZA - - - - - -
2012-07-26 New Signal: TNA – Close current TZA position TZA $19.40 600 $11,640.00 $3.00 $486.00 4.36%
2012-07-26 New Signal: TNA – Open New position TNA $49.37 300 $14,811.00 $1.50 - -
2012-08-02 New Signal: TNA – We keep our current position TNA - - - - - -
2012-08-09 Holidays: Close position TNA $54.40 300 $16,320.00 $1.50 $1,506.00 10.17%
2012-09-06 New Signal: TNA – Open New position TNA $61.57 300 $18,471.00 $1.50 - -
2012-09-13 New Signal: TNA – We keep our current position TNA - - - - - -
2012-09-24 New Signal: TNA – We keep our current position TNA - - - - - -
2012-09-27 New Signal: TNA – We keep our current position TNA - - - - - -
2012-10-04 New Signal: TNA – We keep our current position TNA - - - - - -
2012-10-11 New Signal: TNA – We keep our current position TNA - - - - - -
2012-10-18 New Signal: TNA – We keep our current position TNA - - - - - -
2012-10-25 New Signal: TNA – We keep our current position TNA - - - - - -
2012-11-01 New Signal: TNA – We keep our current position TNA - - - - - -
2012-11-08 New Signal: TNA – We keep our current position TNA - - - - - -
2012-11-15 New Signal: TNA – We keep our current position TNA - - - - - -
2012-11-22 New Signal: TZA – Close current TNA position TNA $54.58 300 $16,374.00 $1.50 -$2,100.00 -11.37%
2012-11-22 New Signal: TZA – Open TZA position TZA $16.14 600 $9,684.00 $3.00 - -
2012-11-29 New Signal: TZA – We keep our current position TZA - - - - - -
2012-12-06 New Signal: TZA – We keep our current position TZA - - - - - -
2012-12-13 New Signal: TNA – Close current TZA position TZA $14.95 600 $8,970.00 $3.00 -$720.00 -7.43%
2012-12-13 New Signal: TNA – Open TNA position TNA $58.44 300 $17,532.00 $1.50 - -
2012-12-20 New Signal: TZA – Close current TNA position TNA $64.63 300 $19,389.00 $1.50 $1,854.00 10.57%
2012-12-20 New Signal: TZA – Open TZA position TZA $13.45 600 $8,070.00 $3.00 - -
2013-01-03 New Signal: TNA – Close current TZA position TZA $12.35 600 $7,410.00 $3.00 -$666.00 -8.25%
2013-01-03 New Signal: TNA – Open TNA position TNA $69.28 300 $20,784.00 $1.50 - -
2013-01-10 New Signal: TNA – We keep our current position TNA - - - - - -
2013-01-17 New Signal: TNA – We keep our current position TNA - - - - - -
2013-01-24 New Signal: TZA – Close current TNA position TNA $75.68 300 $22,704.00 $1.50 $1,917.00 9.22%
2013-01-24 New Signal: TZA – Open TZA position TZA $11.26 600 $6,756.00 $3.00 - -
2013-01-31 New Signal: TZA – We keep our current position TZA - - - - - -
2013-02-07 New Signal: TNA – Close current TZA position TNA $10.87 600 $6,522.00 $3.00 -$240.00 -1.06%
2013-02-07 New Signal: TNA – Open TNA position TNA $77.68 300 $23,304.00 $1.50 - -
2013-02-14 New Signal: TNA – We keep our current position TNA - - - - - -
2013-02-21 New Signal: TNA – We keep our current position TNA - - - - - -
2013-02-28 New Signal: TNA – We keep our current position TNA - - - - - -
2013-03-07 New Signal: TNA – We keep our current position TNA - - - - - -
2013-03-14 New Signal: TNA – We keep our current position TNA - - - - - -
2013-03-21 New Signal: TNA – We keep our current position TNA - - - - - -
2013-03-28 New Signal: TNA – We keep our current position TNA - - - - - -
2013-04-01 Stock Split 2:1 – Logistics – Close Trade TNA $85.73 300 $25,719.00 $1.50 $2,412.00 10.35%
2013-04-02 Stock Split 2:1 – Logistics – Enter Again TNA $42.27 600 $25,362.00 $3.00 - -
2013-04-04 New Signal: TZA – Close current TNA position TNA - - - - - -

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading TNA/TZA Pair Trading: We buy TZA for the week April 04 – April 11

]]> http://www.quantf.com/fotis-papailias/tnatza-pair-trading-we-buy-tza-for-the-week-april-04-april-11/2409/feed 0 ETF Switcher Picks & Strategies: Daily Report – 04/04 for Thursday, April 04 2013 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0404-for-thursday-april-04-2013/2405 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0404-for-thursday-april-04-2013/2405#comments Thu, 04 Apr 2013 11:17:56 +0000 Fotis http://www.quantf.com/?p=2405

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/04 for Thursday, April 04 2013

Download the full report here:  Global ETF Switcher Introduction Global ETF Switcher View Global ETF Switcher Picks Thursday’s picks (All): $ECH, $SLV, $DBC, $UCO, $ILF, $ERUS, $EWI, $EWM, $EWZ, $FXE, $YCS, $FXA, $JNK, $PIN, $EZA, $ERX, $TBT, $FAZ, $TLT Thursday’s singles: $ECH, $SLV, $DBC, $UCO All Around Picks ETFs issued before 2007 ETFs issued after 2007 Strategy [...]

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/04 for Thursday, April 04 2013

]]> Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/04 for Thursday, April 04 2013

Download the full report here: Apr. 04, 2013

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

Thursday’s picks (All): $ECH, $SLV, $DBC, $UCO, $ILF, $ERUS, $EWI, $EWM, $EWZ, $FXE, $YCS, $FXA, $JNK, $PIN, $EZA, $ERX, $TBT, $FAZ, $TLT

Thursday’s singles: $ECH, $SLV, $DBC, $UCO

All Around Picks
ETFs issued before 2007 ETFs issued after 2007
Strategy #1 SLV ECH
Strategy #2 DBC UCO
Strategy #3 SLV SLV
Strategy #4 SLV ECH
Measuring Risk
Region, FX, SEC, B & C Risk Sentiment Indicator Risk Share
GLOBAL 57% 15%
NORTH & SOUTH AMERICA 53% 14%
EUROPE 63% 15%
ASIA/AUS/AFR/EURASIA 22% 12%
CURRENCIES 11% 11%
SECTORS 50% 15%
BONDS 29% 16%
COMMODITIES 0% 3%
Total 37%
ETFs issued before 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF RF RF RF
NORTH & SOUTH AMERICA (Group 2) EWZ RF RF RF
EUROPE (Group 3) EWI RF RF RF
ASIA/AUS/AFR/EURASIA (Group 4) EWM EZA RF EWM
CURRENCIES (Group FX) FXE FXA FXE FXE
SECTORS (Group SEC) RF RF RF RF
BONDS (B) TLT TLT RF TLT
COMMODITIES (C) SLV DBC SLV SLV
All Around Picks SLV DBC SLV SLV
ETFs issued after 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF SHV SHV SHV
NORTH & SOUTH AMERICA (Group 2) ECH FAZ SHV ECH
EUROPE (Group 3) EWI SHV SHV SHV
ASIA/AUS/AFR/EURASIA (Group 4) ERUS PIN SHV ERUS
CURRENCIES (Group FX) FXE YCS SHV FXE
SECTORS (Group SEC) SHV ERX SHV SHV
BONDS (B) JNK TBT SHV JNK
COMMODITIES (C) SLV UCO SLV SLV
All Around Picks ECH UCO SLV ECH

 

 

 

Monthly Reviews: Feb. 11, 2013 - Mar. 08, 2013, Jan. 14, 2013 - Feb. 08, 2013, Dec. 10, 2012 - Jan. 11, 2013, Nov. 05 - Dec. 07, 2012, Oct. 08 - Nov. 02, 2012 , Aug. 04 - Oct. 05, 2012, July 07 - Aug. 03, 2012 , June 04 - July 06, 2012, May 05 - June 01, 2012 , Apr. 06 - May 04, 2012, Mar. 06 - Apr. 05, 2012, Jan. 20 - Mar. 03, 2012

April 2013: Apr. 03, 2013, Apr. 02, 2013, Apr. 01, 2013

March 2013: March 28, 2013, March 26, 2013, March 25 2013, March 22, 2013, March 21, 2013, March 19, 2013, March 18, 2013, March 14, 2013, March 13, 2013, March 12, 2013, March 11, 2013, March 08, 2013, March 07, 2013, March 06, 2013, March 05, 2013, March 03, 2013

February 2013:Feb. 27, 2013, Feb. 26, 2013, Feb. 25, 2013, Feb. 22, 2013, Feb. 21, 2013, Feb. 20, 2013, Feb. 19, 2013, Feb. 15, 2013, Feb. 14, 2013, Feb. 13, 2013, Feb. 12, 2013, Feb. 11, 2013, Feb. 08, 2013, Feb. 07, 2013, Feb. 05, 2013, Feb. 04, 2013, Feb. 01, 2013

January 2013: Jan. 31, 2013, Jan. 30, 2012, Jan. 29, 2013, Jan. 28, 2013, Jan. 25, 2012, Jan. 24, 2012, Jan. 23, 2013, Jan. 22, 2013, Jan. 18, 2013, Jan. 17, 2013, Jan. 16, 2013, Jan. 15, 2013, Jan. 14, 2013, Jan. 10, 2013, Jan. 09, 2013, Jan. 07, 2013, Jan. 04, 2013, Jan. 03, 2013, Jan. 02, 2013

December 2012: Dec. 30, 2012, Dec. 28, 2012, Dec. 27, 2012, Dec. 24, 2012, Dec. 21, 2012, Dec. 20, 2012, Dec. 19, 2012, Dec. 18, 2012, Dec. 17, 2012, Dec. 14, 2012, Dec. 13, 2012, Dec. 12, 2012, Dec. 11, 2012, Dec. 10, 2012, Dec. 07, 2012, Dec. 06, 2012, Dec. 05, 2012, Dec. 04, 2012, Dec. 03, 2012

November 2012: Nov. 30, 2012, Nov. 29, 2012, Nov. 28, 2012, Nov. 27, 2012, Nov. 26, 2012, Nov. 23, 2012, Nov. 21, 2012, Nov. 20, 2012, Nov. 19, 2012, Nov. 16, 2012, Nov. 15, 2012, Nov. 14, 2012, Nov. 13, 2012, Nov. 12, 2012, Nov. 09, 2012, Nov. 08, 2012, Nov. 07, 2012, Nov. 06, 2012, Nov. 05, 2012, Nov. 02, 2012, Nov. 01, 2012

October 2012: Nov. 01, 2012, Oct. 29, 2012, Oct. 26, 2012, Oct. 25, 2012, Oct. 24, 2012, Oct. 23, 2012, Oct. 22, 2012, Oct. 19, 2012, Oct. 18, 2012, Oct. 17, 2012, Oct. 16, 2012, Oct. 15, 2012, Oct. 12, 2012, Oct. 11, 2012, Oct. 10, 2012, Oct. 09, 2012, Oct. 08, 2012, Oct. 05, 2012, Oct. 04, 2012, Oct. 03, 2012, Oct. 02, 2012, Sep. 29, 2012

September 2012: Sep. 28, 2012, Sep. 27, 2012, Sep. 26, 2012, Sep. 25, 2012, Sep. 23, 2012, Sep. 21, 2012, Sep. 20, 2012, Sep. 19, 2012, Sep. 18, 2012, Sep. 15, 2012, Sep. 14, 2012, Sep. 13, 2012, Sep. 12, 2012, Sep. 11, 2012, Sep. 10, 2012, Sep. 07, 2012, Sep. 06, 2012, Sep. 05, 2012, Sep. 03, 2012

August 2012: Aug. 03, 2012, Aug. 02, 2012, Aug. 01, 2012

July 2012:  July 31, 2012, July 28, 2012, July 27, 2012, July 26, 2012, July 25, 2012, July 24, 2012, July 21, 2012, July 20, 2012, July 19, 2012, July 18, 2012, July 17, 2012, July 14, 2012, July 13, 2012, July 12, 2012, July 11, 2012, July 10, 2012, July 07,2012,  July 06, 2012, July 05, 2012, July 03, 2012

June 2012:  June 21, 2012, June 20, 2012, June 19, 2012, June 16, 2012, June 15, 2012, June 14, 2012, June 13, 2012,  June 12, 2012, June 09, 2012, June 08, 2012, June 07, 2012, June 06, 2012, June 05, 2012, June 04, 2012, Jun. 01, 2012

May 2012:  May 31, 2012, May 30, 2012, May 26, 2012, May 25, 2012, May 24, 2012, May 23, 2012, May 22, 2012, May 21, 2012, May 18, 2012, May 17, 2012, May 16, 2012, May 15, 2012, May 12, 2012, May 11, 2012, May 10, 2012, May 09, 2012, May 08, 2012, May 05, 2012, May 04, 2012, May 03, 2012, May 02, 2012, May 01, 2012

April 2012:  Apr. 28, 2012, Apr. 27, 2012, Apr. 26, 2012, Apr. 25, 2012,  Apr. 24, 2012,  Apr. 21, 2012,  Apr. 20, 2012, Apr. 19, 2012, Apr. 18, 2012, Apr. 17, 2012, Apr. 16, 2012, Apr. 13, 2012, Apr. 12, 2012, Apr. 11 ,2012, Apr. 10, 2012, Apr. 06, 2012, Apr. 05, 2012, Apr. 04, 2012, Apr. 03, 2012

March 2012: Mar. 31, 2012, Mar. 30, 2012, Mar. 29, 2012, Mar. 28, 2012, Mar. 27, 2012, Mar. 24, 2012, Mar. 23, 2012, Mar. 22, 2012, Mar. 21, 2012, Mar. 20, 2012, Mar. 17, 2012, Mar. 16, 2012, Mar. 15, 2012, Mar. 14, 2012, Mar. 13, 2012, Mar. 10, 2012, Mar. 09, 2012, Mar. 08, 2012, Mar. 07, 2012, Mar. 06, 2012, Mar. 03, 2012, Mar. 02, 2012, Mar. 01, 2012

February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012

January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012

Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Sundays at 20:00 (GMT, London)

Terms of use: All material is copyrighted by the authors and is provided “as is”. It can be copied and published elsewhere for informational purposes, provided that an explicit statement is given that acknowledges the source of the report. Use of this report for commercial purposes is allowed after written permission from the authors.

Disclaimer: The contents of the reports are provided for information purposes only. Any and all recommendations shown in the reports and this website are indicative and the authors are not offering to buy or sell or soliciting offers to buy or sell any financial instrument. The views in this publication are those of the authors alone and are subject to change at any time, and they have no obligation to update the opinions, recommendations or the information in this report or its affiliated website. The authors of the report do not accept any liability whatsoever for any direct or consequential loss arising from any use of the information provided. The information in this report is not intended to predict actual results, which may differ substantially from those presented.For readers’ convenience, parts of the report can be found online under “Global ETF Switcher Introduction“, “Global ETF Switcher View” and “Global ETF Switcher Picks“.

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/04 for Thursday, April 04 2013

]]> http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0404-for-thursday-april-04-2013/2405/feed 0 ETF Switcher Picks & Strategies: Daily Report – 04/03 for Wednesday, April 03 2013 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0403-for-wednesday-april-03-2013/2401 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0403-for-wednesday-april-03-2013/2401#comments Wed, 03 Apr 2013 09:52:59 +0000 Fotis http://www.quantf.com/?p=2401

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/03 for Wednesday, April 03 2013

Download the full report here:  Global ETF Switcher Introduction Global ETF Switcher View Global ETF Switcher Picks Wednesday’s picks (All): $ECH, $UCO, $USO, $DBC, $AGQ, $ILF, $EWI, $TUR, $FXE, $EWM, $EWZ, $BND, $FXF, $FXY, $EZA Wednesday’s singles: $ECH, $UCO, $USO, $DBC, $AGQ All Around Picks ETFs issued before 2007 ETFs issued after 2007 Strategy #1 USO ECH [...]

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/03 for Wednesday, April 03 2013

]]> Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/03 for Wednesday, April 03 2013

Download the full report here: Apr. 03, 2013

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

Wednesday’s picks (All): $ECH, $UCO, $USO, $DBC, $AGQ, $ILF, $EWI, $TUR, $FXE, $EWM, $EWZ, $BND, $FXF, $FXY, $EZA

Wednesday’s singles: $ECH, $UCO, $USO, $DBC, $AGQ

All Around Picks
ETFs issued before 2007 ETFs issued after 2007
Strategy #1 USO ECH
Strategy #2 DBC AGQ
Strategy #3 USO UCO
Strategy #4 USO UCO
Measuring Risk
Region, FX, SEC, B & C Risk Sentiment Indicator Risk Share
GLOBAL 57% 15%
NORTH & SOUTH AMERICA 59% 15%
EUROPE 63% 15%
ASIA/AUS/AFR/EURASIA 33% 12%
CURRENCIES 11% 11%
SECTORS 75% 15%
BONDS 57% 15%
COMMODITIES 0% 3%
Total 46%

ETFs issued before 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF RF RF RF
NORTH & SOUTH AMERICA (Group 2) EWZ RF RF RF
EUROPE (Group 3) EWI RF RF RF
ASIA/AUS/AFR/EURASIA (Group 4) EWM EZA RF EWM
CURRENCIES (Group FX) FXE FXF FXE FXE
SECTORS (Group SEC) RF RF RF RF
BONDS (B) RF RF RF RF
COMMODITIES (C) USO DBC USO USO
All Around Picks USO DBC USO USO
ETFs issued after 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF SHV SHV SHV
NORTH & SOUTH AMERICA (Group 2) ECH SHV SHV SHV
EUROPE (Group 3) EWI SHV SHV SHV
ASIA/AUS/AFR/EURASIA (Group 4) TUR EZA SHV TUR
CURRENCIES (Group FX) FXE FXY SHV FXE
SECTORS (Group SEC) SHV SHV SHV SHV
BONDS (B) BND SHV BND BND
COMMODITIES (C) UCO AGQ UCO UCO
All Around Picks ECH AGQ UCO UCO

 

 

 

 

Monthly Reviews: Feb. 11, 2013 - Mar. 08, 2013, Jan. 14, 2013 - Feb. 08, 2013, Dec. 10, 2012 - Jan. 11, 2013, Nov. 05 - Dec. 07, 2012, Oct. 08 - Nov. 02, 2012 , Aug. 04 - Oct. 05, 2012, July 07 - Aug. 03, 2012 , June 04 - July 06, 2012, May 05 - June 01, 2012 , Apr. 06 - May 04, 2012, Mar. 06 - Apr. 05, 2012, Jan. 20 - Mar. 03, 2012

April 2013: Apr. 02, 2013, Apr. 01, 2013

March 2013: March 28, 2013, March 26, 2013, March 25 2013, March 22, 2013, March 21, 2013, March 19, 2013, March 18, 2013, March 14, 2013, March 13, 2013, March 12, 2013, March 11, 2013, March 08, 2013, March 07, 2013, March 06, 2013, March 05, 2013, March 03, 2013

February 2013:Feb. 27, 2013, Feb. 26, 2013, Feb. 25, 2013, Feb. 22, 2013, Feb. 21, 2013, Feb. 20, 2013, Feb. 19, 2013, Feb. 15, 2013, Feb. 14, 2013, Feb. 13, 2013, Feb. 12, 2013, Feb. 11, 2013, Feb. 08, 2013, Feb. 07, 2013, Feb. 05, 2013, Feb. 04, 2013, Feb. 01, 2013

January 2013: Jan. 31, 2013, Jan. 30, 2012, Jan. 29, 2013, Jan. 28, 2013, Jan. 25, 2012, Jan. 24, 2012, Jan. 23, 2013, Jan. 22, 2013, Jan. 18, 2013, Jan. 17, 2013, Jan. 16, 2013, Jan. 15, 2013, Jan. 14, 2013, Jan. 10, 2013, Jan. 09, 2013, Jan. 07, 2013, Jan. 04, 2013, Jan. 03, 2013, Jan. 02, 2013

December 2012: Dec. 30, 2012, Dec. 28, 2012, Dec. 27, 2012, Dec. 24, 2012, Dec. 21, 2012, Dec. 20, 2012, Dec. 19, 2012, Dec. 18, 2012, Dec. 17, 2012, Dec. 14, 2012, Dec. 13, 2012, Dec. 12, 2012, Dec. 11, 2012, Dec. 10, 2012, Dec. 07, 2012, Dec. 06, 2012, Dec. 05, 2012, Dec. 04, 2012, Dec. 03, 2012

November 2012: Nov. 30, 2012, Nov. 29, 2012, Nov. 28, 2012, Nov. 27, 2012, Nov. 26, 2012, Nov. 23, 2012, Nov. 21, 2012, Nov. 20, 2012, Nov. 19, 2012, Nov. 16, 2012, Nov. 15, 2012, Nov. 14, 2012, Nov. 13, 2012, Nov. 12, 2012, Nov. 09, 2012, Nov. 08, 2012, Nov. 07, 2012, Nov. 06, 2012, Nov. 05, 2012, Nov. 02, 2012, Nov. 01, 2012

October 2012: Nov. 01, 2012, Oct. 29, 2012, Oct. 26, 2012, Oct. 25, 2012, Oct. 24, 2012, Oct. 23, 2012, Oct. 22, 2012, Oct. 19, 2012, Oct. 18, 2012, Oct. 17, 2012, Oct. 16, 2012, Oct. 15, 2012, Oct. 12, 2012, Oct. 11, 2012, Oct. 10, 2012, Oct. 09, 2012, Oct. 08, 2012, Oct. 05, 2012, Oct. 04, 2012, Oct. 03, 2012, Oct. 02, 2012, Sep. 29, 2012

September 2012: Sep. 28, 2012, Sep. 27, 2012, Sep. 26, 2012, Sep. 25, 2012, Sep. 23, 2012, Sep. 21, 2012, Sep. 20, 2012, Sep. 19, 2012, Sep. 18, 2012, Sep. 15, 2012, Sep. 14, 2012, Sep. 13, 2012, Sep. 12, 2012, Sep. 11, 2012, Sep. 10, 2012, Sep. 07, 2012, Sep. 06, 2012, Sep. 05, 2012, Sep. 03, 2012

August 2012: Aug. 03, 2012, Aug. 02, 2012, Aug. 01, 2012

July 2012:  July 31, 2012, July 28, 2012, July 27, 2012, July 26, 2012, July 25, 2012, July 24, 2012, July 21, 2012, July 20, 2012, July 19, 2012, July 18, 2012, July 17, 2012, July 14, 2012, July 13, 2012, July 12, 2012, July 11, 2012, July 10, 2012, July 07,2012,  July 06, 2012, July 05, 2012, July 03, 2012

June 2012:  June 21, 2012, June 20, 2012, June 19, 2012, June 16, 2012, June 15, 2012, June 14, 2012, June 13, 2012,  June 12, 2012, June 09, 2012, June 08, 2012, June 07, 2012, June 06, 2012, June 05, 2012, June 04, 2012, Jun. 01, 2012

May 2012:  May 31, 2012, May 30, 2012, May 26, 2012, May 25, 2012, May 24, 2012, May 23, 2012, May 22, 2012, May 21, 2012, May 18, 2012, May 17, 2012, May 16, 2012, May 15, 2012, May 12, 2012, May 11, 2012, May 10, 2012, May 09, 2012, May 08, 2012, May 05, 2012, May 04, 2012, May 03, 2012, May 02, 2012, May 01, 2012

April 2012:  Apr. 28, 2012, Apr. 27, 2012, Apr. 26, 2012, Apr. 25, 2012,  Apr. 24, 2012,  Apr. 21, 2012,  Apr. 20, 2012, Apr. 19, 2012, Apr. 18, 2012, Apr. 17, 2012, Apr. 16, 2012, Apr. 13, 2012, Apr. 12, 2012, Apr. 11 ,2012, Apr. 10, 2012, Apr. 06, 2012, Apr. 05, 2012, Apr. 04, 2012, Apr. 03, 2012

March 2012: Mar. 31, 2012, Mar. 30, 2012, Mar. 29, 2012, Mar. 28, 2012, Mar. 27, 2012, Mar. 24, 2012, Mar. 23, 2012, Mar. 22, 2012, Mar. 21, 2012, Mar. 20, 2012, Mar. 17, 2012, Mar. 16, 2012, Mar. 15, 2012, Mar. 14, 2012, Mar. 13, 2012, Mar. 10, 2012, Mar. 09, 2012, Mar. 08, 2012, Mar. 07, 2012, Mar. 06, 2012, Mar. 03, 2012, Mar. 02, 2012, Mar. 01, 2012

February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012

January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012

Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Sundays at 20:00 (GMT, London)

Terms of use: All material is copyrighted by the authors and is provided “as is”. It can be copied and published elsewhere for informational purposes, provided that an explicit statement is given that acknowledges the source of the report. Use of this report for commercial purposes is allowed after written permission from the authors.

Disclaimer: The contents of the reports are provided for information purposes only. Any and all recommendations shown in the reports and this website are indicative and the authors are not offering to buy or sell or soliciting offers to buy or sell any financial instrument. The views in this publication are those of the authors alone and are subject to change at any time, and they have no obligation to update the opinions, recommendations or the information in this report or its affiliated website. The authors of the report do not accept any liability whatsoever for any direct or consequential loss arising from any use of the information provided. The information in this report is not intended to predict actual results, which may differ substantially from those presented.For readers’ convenience, parts of the report can be found online under “Global ETF Switcher Introduction“, “Global ETF Switcher View” and “Global ETF Switcher Picks“.

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/03 for Wednesday, April 03 2013

]]> http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0403-for-wednesday-april-03-2013/2401/feed 0 ETF Switcher Picks & Strategies: Daily Report – 04/02 for Tuesday, April 02 2013 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0402-for-tuesday-april-02-2013/2397 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0402-for-tuesday-april-02-2013/2397#comments Tue, 02 Apr 2013 12:01:18 +0000 Fotis http://www.quantf.com/?p=2397

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/02 for Tuesday, April 02 2013

Download the full report here:  Global ETF Switcher Introduction Global ETF Switcher View Global ETF Switcher Picks Tuesday’s picks (All): $ECH, $SCO, $USO, $DBC, $EWI, $AGQ, $ILF, $RSX, $FXE, $EWY, $EWZ, $XLB, $FXF, $BND, $PIN, $EWH, $EZU, $TBT, $TLT, $AAXJ, $EWG Tuesday’s singles: $ECH, $SCO, $USO, $DBC, $AGQ All Around Picks ETFs issued before 2007 ETFs issued [...]

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/02 for Tuesday, April 02 2013

]]> Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/02 for Tuesday, April 02 2013

Download the full report here: Apr. 02, 2013

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

Tuesday’s picks (All): $ECH, $SCO, $USO, $DBC, $EWI, $AGQ, $ILF, $RSX, $FXE, $EWY, $EWZ, $XLB, $FXF, $BND, $PIN, $EWH, $EZU, $TBT, $TLT, $AAXJ, $EWG

Tuesday’s singles: $ECH, $SCO, $USO, $DBC, $AGQ


All Around Picks
ETFs issued before 2007 ETFs issued after 2007
Strategy #1 USO ECH
Strategy #2 DBC AGQ
Strategy #3 USO SCO
Strategy #4 USO SCO
Measuring Risk
Region, FX, SEC, B & C Risk Sentiment Indicator Risk Share
GLOBAL 29% 14%
NORTH & SOUTH AMERICA 76% 16%
EUROPE 50% 13%
ASIA/AUS/AFR/EURASIA 28% 12%
CURRENCIES 11% 11%
SECTORS 69% 16%
BONDS 29% 15%
COMMODITIES 0% 3%
Total 40%

ETFs issued before 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF EZU RF ILF
NORTH & SOUTH AMERICA (Group 2) EWZ RF RF RF
EUROPE (Group 3) EWI EWG RF EWI
ASIA/AUS/AFR/EURASIA (Group 4) EWY EWH RF EWY
CURRENCIES (Group FX) FXE FXF FXE FXE
SECTORS (Group SEC) XLB RF RF RF
BONDS (B) TLT TLT RF TLT
COMMODITIES (C) USO DBC USO USO
All Around Picks USO DBC USO USO
ETFs issued after 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF AAXJ SHV ILF
NORTH & SOUTH AMERICA (Group 2) ECH SHV SHV SHV
EUROPE (Group 3) EWI EWG SHV EWI
ASIA/AUS/AFR/EURASIA (Group 4) RSX PIN SHV RSX
CURRENCIES (Group FX) FXE FXF SHV FXE
SECTORS (Group SEC) XLB SHV SHV SHV
BONDS (B) BND TBT SHV BND
COMMODITIES (C) SCO AGQ SCO SCO
All Around Picks ECH AGQ SCO SCO


 

 

 

Monthly Reviews: Feb. 11, 2013 - Mar. 08, 2013, Jan. 14, 2013 - Feb. 08, 2013, Dec. 10, 2012 - Jan. 11, 2013, Nov. 05 - Dec. 07, 2012, Oct. 08 - Nov. 02, 2012 , Aug. 04 - Oct. 05, 2012, July 07 - Aug. 03, 2012 , June 04 - July 06, 2012, May 05 - June 01, 2012 , Apr. 06 - May 04, 2012, Mar. 06 - Apr. 05, 2012, Jan. 20 - Mar. 03, 2012

April 2013: Apr. 01, 2013

March 2013: March 28, 2013, March 26, 2013, March 25 2013, March 22, 2013, March 21, 2013, March 19, 2013, March 18, 2013, March 14, 2013, March 13, 2013, March 12, 2013, March 11, 2013, March 08, 2013, March 07, 2013, March 06, 2013, March 05, 2013, March 03, 2013

February 2013:Feb. 27, 2013, Feb. 26, 2013, Feb. 25, 2013, Feb. 22, 2013, Feb. 21, 2013, Feb. 20, 2013, Feb. 19, 2013, Feb. 15, 2013, Feb. 14, 2013, Feb. 13, 2013, Feb. 12, 2013, Feb. 11, 2013, Feb. 08, 2013, Feb. 07, 2013, Feb. 05, 2013, Feb. 04, 2013, Feb. 01, 2013

January 2013: Jan. 31, 2013, Jan. 30, 2012, Jan. 29, 2013, Jan. 28, 2013, Jan. 25, 2012, Jan. 24, 2012, Jan. 23, 2013, Jan. 22, 2013, Jan. 18, 2013, Jan. 17, 2013, Jan. 16, 2013, Jan. 15, 2013, Jan. 14, 2013, Jan. 10, 2013, Jan. 09, 2013, Jan. 07, 2013, Jan. 04, 2013, Jan. 03, 2013, Jan. 02, 2013

December 2012: Dec. 30, 2012, Dec. 28, 2012, Dec. 27, 2012, Dec. 24, 2012, Dec. 21, 2012, Dec. 20, 2012, Dec. 19, 2012, Dec. 18, 2012, Dec. 17, 2012, Dec. 14, 2012, Dec. 13, 2012, Dec. 12, 2012, Dec. 11, 2012, Dec. 10, 2012, Dec. 07, 2012, Dec. 06, 2012, Dec. 05, 2012, Dec. 04, 2012, Dec. 03, 2012

November 2012: Nov. 30, 2012, Nov. 29, 2012, Nov. 28, 2012, Nov. 27, 2012, Nov. 26, 2012, Nov. 23, 2012, Nov. 21, 2012, Nov. 20, 2012, Nov. 19, 2012, Nov. 16, 2012, Nov. 15, 2012, Nov. 14, 2012, Nov. 13, 2012, Nov. 12, 2012, Nov. 09, 2012, Nov. 08, 2012, Nov. 07, 2012, Nov. 06, 2012, Nov. 05, 2012, Nov. 02, 2012, Nov. 01, 2012

October 2012: Nov. 01, 2012, Oct. 29, 2012, Oct. 26, 2012, Oct. 25, 2012, Oct. 24, 2012, Oct. 23, 2012, Oct. 22, 2012, Oct. 19, 2012, Oct. 18, 2012, Oct. 17, 2012, Oct. 16, 2012, Oct. 15, 2012, Oct. 12, 2012, Oct. 11, 2012, Oct. 10, 2012, Oct. 09, 2012, Oct. 08, 2012, Oct. 05, 2012, Oct. 04, 2012, Oct. 03, 2012, Oct. 02, 2012, Sep. 29, 2012

September 2012: Sep. 28, 2012, Sep. 27, 2012, Sep. 26, 2012, Sep. 25, 2012, Sep. 23, 2012, Sep. 21, 2012, Sep. 20, 2012, Sep. 19, 2012, Sep. 18, 2012, Sep. 15, 2012, Sep. 14, 2012, Sep. 13, 2012, Sep. 12, 2012, Sep. 11, 2012, Sep. 10, 2012, Sep. 07, 2012, Sep. 06, 2012, Sep. 05, 2012, Sep. 03, 2012

August 2012: Aug. 03, 2012, Aug. 02, 2012, Aug. 01, 2012

July 2012:  July 31, 2012, July 28, 2012, July 27, 2012, July 26, 2012, July 25, 2012, July 24, 2012, July 21, 2012, July 20, 2012, July 19, 2012, July 18, 2012, July 17, 2012, July 14, 2012, July 13, 2012, July 12, 2012, July 11, 2012, July 10, 2012, July 07,2012,  July 06, 2012, July 05, 2012, July 03, 2012

June 2012:  June 21, 2012, June 20, 2012, June 19, 2012, June 16, 2012, June 15, 2012, June 14, 2012, June 13, 2012,  June 12, 2012, June 09, 2012, June 08, 2012, June 07, 2012, June 06, 2012, June 05, 2012, June 04, 2012, Jun. 01, 2012

May 2012:  May 31, 2012, May 30, 2012, May 26, 2012, May 25, 2012, May 24, 2012, May 23, 2012, May 22, 2012, May 21, 2012, May 18, 2012, May 17, 2012, May 16, 2012, May 15, 2012, May 12, 2012, May 11, 2012, May 10, 2012, May 09, 2012, May 08, 2012, May 05, 2012, May 04, 2012, May 03, 2012, May 02, 2012, May 01, 2012

April 2012:  Apr. 28, 2012, Apr. 27, 2012, Apr. 26, 2012, Apr. 25, 2012,  Apr. 24, 2012,  Apr. 21, 2012,  Apr. 20, 2012, Apr. 19, 2012, Apr. 18, 2012, Apr. 17, 2012, Apr. 16, 2012, Apr. 13, 2012, Apr. 12, 2012, Apr. 11 ,2012, Apr. 10, 2012, Apr. 06, 2012, Apr. 05, 2012, Apr. 04, 2012, Apr. 03, 2012

March 2012: Mar. 31, 2012, Mar. 30, 2012, Mar. 29, 2012, Mar. 28, 2012, Mar. 27, 2012, Mar. 24, 2012, Mar. 23, 2012, Mar. 22, 2012, Mar. 21, 2012, Mar. 20, 2012, Mar. 17, 2012, Mar. 16, 2012, Mar. 15, 2012, Mar. 14, 2012, Mar. 13, 2012, Mar. 10, 2012, Mar. 09, 2012, Mar. 08, 2012, Mar. 07, 2012, Mar. 06, 2012, Mar. 03, 2012, Mar. 02, 2012, Mar. 01, 2012

February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012

January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012

Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Sundays at 20:00 (GMT, London)

Terms of use: All material is copyrighted by the authors and is provided “as is”. It can be copied and published elsewhere for informational purposes, provided that an explicit statement is given that acknowledges the source of the report. Use of this report for commercial purposes is allowed after written permission from the authors.

Disclaimer: The contents of the reports are provided for information purposes only. Any and all recommendations shown in the reports and this website are indicative and the authors are not offering to buy or sell or soliciting offers to buy or sell any financial instrument. The views in this publication are those of the authors alone and are subject to change at any time, and they have no obligation to update the opinions, recommendations or the information in this report or its affiliated website. The authors of the report do not accept any liability whatsoever for any direct or consequential loss arising from any use of the information provided. The information in this report is not intended to predict actual results, which may differ substantially from those presented.For readers’ convenience, parts of the report can be found online under “Global ETF Switcher Introduction“, “Global ETF Switcher View” and “Global ETF Switcher Picks“.

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/02 for Tuesday, April 02 2013

]]> http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0402-for-tuesday-april-02-2013/2397/feed 0 ETF Switcher Picks & Strategies: Daily Report – 04/01 for Monday, April 01 2013 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0401-for-monday-april-01-2013/2394 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0401-for-monday-april-01-2013/2394#comments Mon, 01 Apr 2013 10:06:33 +0000 Fotis http://www.quantf.com/?p=2394

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/01 for Monday, April 01 2013

Download the full report here:  Global ETF Switcher Introduction Global ETF Switcher View Global ETF Switcher Picks Monday’s picks (All): $ECH, $UCO, $USO, $DBC, $ILF, $AGQ, $EWM, $EWI, $FXE, $EWZ, $FXF, $XLB, $JNK, $EZA, $EZU, $AAXJ, $EWG Monday’s singles: $ECH, $UCO, $USO, $DBC, $AGQ All Around Picks ETFs issued before 2007 ETFs issued after 2007 Strategy #1 [...]

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/01 for Monday, April 01 2013

]]> Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/01 for Monday, April 01 2013

Download the full report here: Apr. 01, 2013

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

Monday’s picks (All): $ECH, $UCO, $USO, $DBC, $ILF, $AGQ, $EWM, $EWI, $FXE, $EWZ, $FXF, $XLB, $JNK, $EZA, $EZU, $AAXJ, $EWG

Monday’s singles: $ECH, $UCO, $USO, $DBC, $AGQ

All Around Picks
ETFs issued before 2007 ETFs issued after 2007
Strategy #1 USO ECH
Strategy #2 DBC AGQ
Strategy #3 USO UCO
Strategy #4 USO UCO
Measuring Risk
Region, FX, SEC, B & C Risk Sentiment Indicator Risk Share
GLOBAL 50% 14%
NORTH & SOUTH AMERICA 76% 15%
EUROPE 50% 14%
ASIA/AUS/AFR/EURASIA 33% 12%
CURRENCIES 11% 11%
SECTORS 69% 16%
BONDS 57% 16%
COMMODITIES 0% 3%
Total 46%

ETFs issued before 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF EZU RF ILF
NORTH & SOUTH AMERICA (Group 2) EWZ RF RF RF
EUROPE (Group 3) EWI EWG RF EWI
ASIA/AUS/AFR/EURASIA (Group 4) EWM EZA RF EWM
CURRENCIES (Group FX) FXE FXF FXE FXE
SECTORS (Group SEC) XLB RF RF RF
BONDS (B) RF RF RF RF
COMMODITIES (C) USO DBC USO USO
All Around Picks USO DBC USO USO
ETFs issued after 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF AAXJ SHV ILF
NORTH & SOUTH AMERICA (Group 2) ECH SHV SHV SHV
EUROPE (Group 3) EWI EWG SHV EWI
ASIA/AUS/AFR/EURASIA (Group 4) EWM EZA SHV EWM
CURRENCIES (Group FX) FXE FXF SHV FXE
SECTORS (Group SEC) XLB SHV SHV SHV
BONDS (B) JNK SHV SHV SHV
COMMODITIES (C) UCO AGQ UCO UCO
All Around Picks ECH AGQ UCO UCO

 

Monthly Reviews: Feb. 11, 2013 - Mar. 08, 2013, Jan. 14, 2013 - Feb. 08, 2013, Dec. 10, 2012 - Jan. 11, 2013, Nov. 05 - Dec. 07, 2012, Oct. 08 - Nov. 02, 2012 , Aug. 04 - Oct. 05, 2012, July 07 - Aug. 03, 2012 , June 04 - July 06, 2012, May 05 - June 01, 2012 , Apr. 06 - May 04, 2012, Mar. 06 - Apr. 05, 2012, Jan. 20 - Mar. 03, 2012

April 2013:

March 2013: March 28, 2013, March 26, 2013, March 25 2013, March 22, 2013, March 21, 2013, March 19, 2013, March 18, 2013, March 14, 2013, March 13, 2013, March 12, 2013, March 11, 2013, March 08, 2013, March 07, 2013, March 06, 2013, March 05, 2013, March 03, 2013

February 2013:Feb. 27, 2013, Feb. 26, 2013, Feb. 25, 2013, Feb. 22, 2013, Feb. 21, 2013, Feb. 20, 2013, Feb. 19, 2013, Feb. 15, 2013, Feb. 14, 2013, Feb. 13, 2013, Feb. 12, 2013, Feb. 11, 2013, Feb. 08, 2013, Feb. 07, 2013, Feb. 05, 2013, Feb. 04, 2013, Feb. 01, 2013

January 2013: Jan. 31, 2013, Jan. 30, 2012, Jan. 29, 2013, Jan. 28, 2013, Jan. 25, 2012, Jan. 24, 2012, Jan. 23, 2013, Jan. 22, 2013, Jan. 18, 2013, Jan. 17, 2013, Jan. 16, 2013, Jan. 15, 2013, Jan. 14, 2013, Jan. 10, 2013, Jan. 09, 2013, Jan. 07, 2013, Jan. 04, 2013, Jan. 03, 2013, Jan. 02, 2013

December 2012: Dec. 30, 2012, Dec. 28, 2012, Dec. 27, 2012, Dec. 24, 2012, Dec. 21, 2012, Dec. 20, 2012, Dec. 19, 2012, Dec. 18, 2012, Dec. 17, 2012, Dec. 14, 2012, Dec. 13, 2012, Dec. 12, 2012, Dec. 11, 2012, Dec. 10, 2012, Dec. 07, 2012, Dec. 06, 2012, Dec. 05, 2012, Dec. 04, 2012, Dec. 03, 2012

November 2012: Nov. 30, 2012, Nov. 29, 2012, Nov. 28, 2012, Nov. 27, 2012, Nov. 26, 2012, Nov. 23, 2012, Nov. 21, 2012, Nov. 20, 2012, Nov. 19, 2012, Nov. 16, 2012, Nov. 15, 2012, Nov. 14, 2012, Nov. 13, 2012, Nov. 12, 2012, Nov. 09, 2012, Nov. 08, 2012, Nov. 07, 2012, Nov. 06, 2012, Nov. 05, 2012, Nov. 02, 2012, Nov. 01, 2012

October 2012: Nov. 01, 2012, Oct. 29, 2012, Oct. 26, 2012, Oct. 25, 2012, Oct. 24, 2012, Oct. 23, 2012, Oct. 22, 2012, Oct. 19, 2012, Oct. 18, 2012, Oct. 17, 2012, Oct. 16, 2012, Oct. 15, 2012, Oct. 12, 2012, Oct. 11, 2012, Oct. 10, 2012, Oct. 09, 2012, Oct. 08, 2012, Oct. 05, 2012, Oct. 04, 2012, Oct. 03, 2012, Oct. 02, 2012, Sep. 29, 2012

September 2012: Sep. 28, 2012, Sep. 27, 2012, Sep. 26, 2012, Sep. 25, 2012, Sep. 23, 2012, Sep. 21, 2012, Sep. 20, 2012, Sep. 19, 2012, Sep. 18, 2012, Sep. 15, 2012, Sep. 14, 2012, Sep. 13, 2012, Sep. 12, 2012, Sep. 11, 2012, Sep. 10, 2012, Sep. 07, 2012, Sep. 06, 2012, Sep. 05, 2012, Sep. 03, 2012

August 2012: Aug. 03, 2012, Aug. 02, 2012, Aug. 01, 2012

July 2012:  July 31, 2012, July 28, 2012, July 27, 2012, July 26, 2012, July 25, 2012, July 24, 2012, July 21, 2012, July 20, 2012, July 19, 2012, July 18, 2012, July 17, 2012, July 14, 2012, July 13, 2012, July 12, 2012, July 11, 2012, July 10, 2012, July 07,2012,  July 06, 2012, July 05, 2012, July 03, 2012

June 2012:  June 21, 2012, June 20, 2012, June 19, 2012, June 16, 2012, June 15, 2012, June 14, 2012, June 13, 2012,  June 12, 2012, June 09, 2012, June 08, 2012, June 07, 2012, June 06, 2012, June 05, 2012, June 04, 2012, Jun. 01, 2012

May 2012:  May 31, 2012, May 30, 2012, May 26, 2012, May 25, 2012, May 24, 2012, May 23, 2012, May 22, 2012, May 21, 2012, May 18, 2012, May 17, 2012, May 16, 2012, May 15, 2012, May 12, 2012, May 11, 2012, May 10, 2012, May 09, 2012, May 08, 2012, May 05, 2012, May 04, 2012, May 03, 2012, May 02, 2012, May 01, 2012

April 2012:  Apr. 28, 2012, Apr. 27, 2012, Apr. 26, 2012, Apr. 25, 2012,  Apr. 24, 2012,  Apr. 21, 2012,  Apr. 20, 2012, Apr. 19, 2012, Apr. 18, 2012, Apr. 17, 2012, Apr. 16, 2012, Apr. 13, 2012, Apr. 12, 2012, Apr. 11 ,2012, Apr. 10, 2012, Apr. 06, 2012, Apr. 05, 2012, Apr. 04, 2012, Apr. 03, 2012

March 2012: Mar. 31, 2012, Mar. 30, 2012, Mar. 29, 2012, Mar. 28, 2012, Mar. 27, 2012, Mar. 24, 2012, Mar. 23, 2012, Mar. 22, 2012, Mar. 21, 2012, Mar. 20, 2012, Mar. 17, 2012, Mar. 16, 2012, Mar. 15, 2012, Mar. 14, 2012, Mar. 13, 2012, Mar. 10, 2012, Mar. 09, 2012, Mar. 08, 2012, Mar. 07, 2012, Mar. 06, 2012, Mar. 03, 2012, Mar. 02, 2012, Mar. 01, 2012

February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012

January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012

Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Sundays at 20:00 (GMT, London)

Terms of use: All material is copyrighted by the authors and is provided “as is”. It can be copied and published elsewhere for informational purposes, provided that an explicit statement is given that acknowledges the source of the report. Use of this report for commercial purposes is allowed after written permission from the authors.

Disclaimer: The contents of the reports are provided for information purposes only. Any and all recommendations shown in the reports and this website are indicative and the authors are not offering to buy or sell or soliciting offers to buy or sell any financial instrument. The views in this publication are those of the authors alone and are subject to change at any time, and they have no obligation to update the opinions, recommendations or the information in this report or its affiliated website. The authors of the report do not accept any liability whatsoever for any direct or consequential loss arising from any use of the information provided. The information in this report is not intended to predict actual results, which may differ substantially from those presented.For readers’ convenience, parts of the report can be found online under “Global ETF Switcher Introduction“, “Global ETF Switcher View” and “Global ETF Switcher Picks“.

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 04/01 for Monday, April 01 2013

]]> http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0401-for-monday-april-01-2013/2394/feed 0 TNA/TZA Pair Trading: We buy TNA for the week March 28 – April 04 http://www.quantf.com/fotis-papailias/tnatza-pair-trading-we-buy-tna-for-the-week-march-28-april-04/2387 http://www.quantf.com/fotis-papailias/tnatza-pair-trading-we-buy-tna-for-the-week-march-28-april-04/2387#comments Thu, 28 Mar 2013 11:15:25 +0000 Fotis http://www.quantf.com/?p=2387

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading TNA/TZA Pair Trading: We buy TNA for the week March 28 – April 04

TNA/TZA Pair Trading Quantf.com Weekly Pick:  TNA This week we BUY/KEEP $TNA Important Notice: The cumulative graph that follows depict the daily cumulative performance of the strategy but it uses *unrealised* profits and losses without any stop loss/take profits rule. For the actual trading performance please refer to the log table that follows. Date Action Asset Price Quantity Investment [...]

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading TNA/TZA Pair Trading: We buy TNA for the week March 28 – April 04

]]> Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading TNA/TZA Pair Trading: We buy TNA for the week March 28 – April 04

TNA/TZA Pair Trading

Quantf.com Weekly Pick:  TNA

This week we BUY/KEEP $TNA

Important Notice: The cumulative graph that follows depict the daily cumulative performance of the strategy but it uses *unrealised* profits and losses without any stop loss/take profits rule. For the actual trading performance please refer to the log table that follows.

Date Action Asset Price Quantity Investment Transaction Costs Take Profit Period Return
2012-05-24 New Signal: TZA – Buy TZA $21.88 480 $10,502.04 $1.92 - -
2012-05-31 New Signal: TZA – Keep TZA - - - - - -
2012-06-04 Take Profit: SELL TZA $24.20 480 $11,616.00 $2.40 $1,109.64 10.57%
2012-06-07 New Signal: TZA – Buy TZA $21.02 590 $12,401.80 $2.76 - -
2012-06-12 Take Profit: SELL TZA $22.00 590 $12,980.00 $2.95 $572.49 4.62%
2012-06-12 BUY again (Market Close) TZA $21.90 150 $3,285.00 $1.00 - -
2012-06-14 SELL TZA $21.60 150 $3,240.00 $1.00 -$47.00 -1.43%
2012-06-14 New Signal: TNA – Buy TNA $46.40 275 $12,760.00 $1.38 - -
2012-06-20 Take Profit: SELL TNA $51.23 275 $14,088.25 $1.20 $1,325.67 10.39%
2012-06-20 Buy TNA $51.65 100 $5,165.00 $1.00 - -
2012-06-20 Buy TNA $51.48 150 $7,722.00 $1.00 - -
2012-06-21 New Signal: TNA – Buy TNA $47.67 125 $5,958.75 $1.00
Break Break Break Break Break Break Break Break Break
2012-07-05 New Signal: TNA – Buy – We keep our current positions TNA - - - - - -
2012-07-12 New Signal: TZA – Close current positions TNA $52.45 375 $19,668.75 $1.75 $818.25 4.34%
New Signal: TZA – Open Position TZA $18.58 600 $11,148.00 $3.00 - -
2012-07-20 New Signal: TZA – We keep our current position TZA - - - - - -
2012-07-26 New Signal: TNA – Close current TZA position TZA $19.40 600 $11,640.00 $3.00 $486.00 4.36%
2012-07-26 New Signal: TNA – Open New position TNA $49.37 300 $14,811.00 $1.50 - -
2012-08-02 New Signal: TNA – We keep our current position TNA - - - - - -
2012-08-09 Holidays: Close position TNA $54.40 300 $16,320.00 $1.50 $1,506.00 10.17%
2012-09-06 New Signal: TNA – Open New position TNA $61.57 300 $18,471.00 $1.50 - -
2012-09-13 New Signal: TNA – We keep our current position TNA - - - - - -
2012-09-24 New Signal: TNA – We keep our current position TNA - - - - - -
2012-09-27 New Signal: TNA – We keep our current position TNA - - - - - -
2012-10-04 New Signal: TNA – We keep our current position TNA - - - - - -
2012-10-11 New Signal: TNA – We keep our current position TNA - - - - - -
2012-10-18 New Signal: TNA – We keep our current position TNA - - - - - -
2012-10-25 New Signal: TNA – We keep our current position TNA - - - - - -
2012-11-01 New Signal: TNA – We keep our current position TNA - - - - - -
2012-11-08 New Signal: TNA – We keep our current position TNA - - - - - -
2012-11-15 New Signal: TNA – We keep our current position TNA - - - - - -
2012-11-22 New Signal: TZA – Close current TNA position TNA $54.58 300 $16,374.00 $1.50 -$2,100.00 -11.37%
2012-11-22 New Signal: TZA – Open TZA position TZA $16.14 600 $9,684.00 $3.00 - -
2012-11-29 New Signal: TZA – We keep our current position TZA - - - - - -
2012-12-06 New Signal: TZA – We keep our current position TZA - - - - - -
2012-12-13 New Signal: TNA – Close current TZA position TZA $14.95 600 $8,970.00 $3.00 -$720.00 -7.43%
2012-12-13 New Signal: TNA – Open TNA position TNA $58.44 300 $17,532.00 $1.50 - -
2012-12-20 New Signal: TZA – Close current TNA position TNA $64.63 300 $19,389.00 $1.50 $1,854.00 10.57%
2012-12-20 New Signal: TZA – Open TZA position TZA $13.45 600 $8,070.00 $3.00 - -
2013-01-03 New Signal: TNA – Close current TZA position TZA $12.35 600 $7,410.00 $3.00 -$666.00 -8.25%
2013-01-03 New Signal: TNA – Open TNA position TNA $69.28 300 $20,784.00 $1.50 - -
2013-01-10 New Signal: TNA – We keep our current position TNA - - - - - -
2013-01-17 New Signal: TNA – We keep our current position TNA - - - - - -
2013-01-24 New Signal: TZA – Close current TNA position TNA $75.68 300 $22,704.00 $1.50 $1,917.00 9.22%
2013-01-24 New Signal: TZA – Open TZA position TZA $11.26 600 $6,756.00 $3.00 - -
2013-01-31 New Signal: TZA – We keep our current position TZA - - - - - -
2013-02-07 New Signal: TNA – Close current TZA position TNA $10.87 600 $6,522.00 $3.00 -$240.00 -1.06%
2013-02-07 New Signal: TNA – Open TNA position TNA $77.68 300 $23,304.00 $1.50 - -
2013-02-14 New Signal: TNA – We keep our current position TNA - - - - - -
2013-02-21 New Signal: TNA – We keep our current position TNA - - - - - -
2013-02-28 New Signal: TNA – We keep our current position TNA - - - - - -
2013-03-07 New Signal: TNA – We keep our current position TNA - - - - - -
2013-03-14 New Signal: TNA – We keep our current position TNA - - - - - -
2013-03-21 New Signal: TNA – We keep our current position TNA - - - - - -
2013-03-28 New Signal: TNA – We keep our current position TNA - - - - - -


Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading TNA/TZA Pair Trading: We buy TNA for the week March 28 – April 04

]]> http://www.quantf.com/fotis-papailias/tnatza-pair-trading-we-buy-tna-for-the-week-march-28-april-04/2387/feed 0 ETF Switcher Picks & Strategies: Daily Report – 03/28 for Thursday, March 28 2013 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0328-for-thursday-march-28-2013/2381 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0328-for-thursday-march-28-2013/2381#comments Thu, 28 Mar 2013 11:03:47 +0000 Fotis http://www.quantf.com/?p=2381

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 03/28 for Thursday, March 28 2013

Download the full report here:  Global ETF Switcher Introduction Global ETF Switcher View Global ETF Switcher Picks Thursday’s picks (All): $ECH, $DBC, $USO, $ILF, $RSX, $EWY, $AGQ, $EWZ, $FXE, $EWI, $XLB, $FXF, $BND, $EZA, $EZU, $AAXJ, $TBT, $TLT, $EWG Thursday’s singles: $ECH, $DBC, $USO, $AGQ All Around Picks ETFs issued before 2007 ETFs issued after 2007 Strategy [...]

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 03/28 for Thursday, March 28 2013

]]> Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 03/28 for Thursday, March 28 2013

Download the full report here: March 28, 2013

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

Thursday’s picks (All): $ECH, $DBC, $USO, $ILF, $RSX, $EWY, $AGQ, $EWZ, $FXE, $EWI, $XLB, $FXF, $BND, $EZA, $EZU, $AAXJ, $TBT, $TLT, $EWG

Thursday’s singles: $ECH, $DBC, $USO, $AGQ

All Around Picks
ETFs issued before 2007 ETFs issued after 2007
Strategy #1 DBC ECH
Strategy #2 USO AGQ
Strategy #3 DBC DBC
Strategy #4 DBC DBC
Measuring Risk
Region, FX, SEC, B & C Risk Sentiment Indicator Risk Share
GLOBAL 36% 14%
NORTH & SOUTH AMERICA 76% 17%
EUROPE 50% 14%
ASIA/AUS/AFR/EURASIA 33% 12%
CURRENCIES 0% 7%
SECTORS 75% 18%
BONDS 29% 16%
COMMODITIES 0% 3%
Total 42%
ETFs issued before 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF EZU RF ILF
NORTH & SOUTH AMERICA (Group 2) EWZ RF RF RF
EUROPE (Group 3) EWI EWG RF EWI
ASIA/AUS/AFR/EURASIA (Group 4) EWY EZA RF EWY
CURRENCIES (Group FX) FXE FXF FXE FXE
SECTORS (Group SEC) XLB RF RF RF
BONDS (B) TLT TLT RF TLT
COMMODITIES (C) DBC USO DBC DBC
All Around Picks DBC USO DBC DBC
ETFs issued after 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF AAXJ SHV ILF
NORTH & SOUTH AMERICA (Group 2) ECH SHV SHV SHV
EUROPE (Group 3) EWI EWG SHV EWI
ASIA/AUS/AFR/EURASIA (Group 4) RSX EZA SHV RSX
CURRENCIES (Group FX) FXE FXF FXE FXE
SECTORS (Group SEC) XLB SHV SHV SHV
BONDS (B) BND TBT SHV BND
COMMODITIES (C) DBC AGQ DBC DBC
All Around Picks ECH AGQ DBC DBC

 

Monthly Reviews: Feb. 11, 2013 - Mar. 08, 2013, Jan. 14, 2013 - Feb. 08, 2013, Dec. 10, 2012 - Jan. 11, 2013, Nov. 05 - Dec. 07, 2012, Oct. 08 - Nov. 02, 2012 , Aug. 04 - Oct. 05, 2012, July 07 - Aug. 03, 2012 , June 04 - July 06, 2012, May 05 - June 01, 2012 , Apr. 06 - May 04, 2012, Mar. 06 - Apr. 05, 2012, Jan. 20 - Mar. 03, 2012

March 2013: March 26, 2013, March 25 2013, March 22, 2013, March 21, 2013, March 19, 2013, March 18, 2013, March 14, 2013, March 13, 2013, March 12, 2013, March 11, 2013, March 08, 2013, March 07, 2013, March 06, 2013, March 05, 2013, March 03, 2013

February 2013:Feb. 27, 2013, Feb. 26, 2013, Feb. 25, 2013, Feb. 22, 2013, Feb. 21, 2013, Feb. 20, 2013, Feb. 19, 2013, Feb. 15, 2013, Feb. 14, 2013, Feb. 13, 2013, Feb. 12, 2013, Feb. 11, 2013, Feb. 08, 2013, Feb. 07, 2013, Feb. 05, 2013, Feb. 04, 2013, Feb. 01, 2013

January 2013: Jan. 31, 2013, Jan. 30, 2012, Jan. 29, 2013, Jan. 28, 2013, Jan. 25, 2012, Jan. 24, 2012, Jan. 23, 2013, Jan. 22, 2013, Jan. 18, 2013, Jan. 17, 2013, Jan. 16, 2013, Jan. 15, 2013, Jan. 14, 2013, Jan. 10, 2013, Jan. 09, 2013, Jan. 07, 2013, Jan. 04, 2013, Jan. 03, 2013, Jan. 02, 2013

December 2012: Dec. 30, 2012, Dec. 28, 2012, Dec. 27, 2012, Dec. 24, 2012, Dec. 21, 2012, Dec. 20, 2012, Dec. 19, 2012, Dec. 18, 2012, Dec. 17, 2012, Dec. 14, 2012, Dec. 13, 2012, Dec. 12, 2012, Dec. 11, 2012, Dec. 10, 2012, Dec. 07, 2012, Dec. 06, 2012, Dec. 05, 2012, Dec. 04, 2012, Dec. 03, 2012

November 2012: Nov. 30, 2012, Nov. 29, 2012, Nov. 28, 2012, Nov. 27, 2012, Nov. 26, 2012, Nov. 23, 2012, Nov. 21, 2012, Nov. 20, 2012, Nov. 19, 2012, Nov. 16, 2012, Nov. 15, 2012, Nov. 14, 2012, Nov. 13, 2012, Nov. 12, 2012, Nov. 09, 2012, Nov. 08, 2012, Nov. 07, 2012, Nov. 06, 2012, Nov. 05, 2012, Nov. 02, 2012, Nov. 01, 2012

October 2012: Nov. 01, 2012, Oct. 29, 2012, Oct. 26, 2012, Oct. 25, 2012, Oct. 24, 2012, Oct. 23, 2012, Oct. 22, 2012, Oct. 19, 2012, Oct. 18, 2012, Oct. 17, 2012, Oct. 16, 2012, Oct. 15, 2012, Oct. 12, 2012, Oct. 11, 2012, Oct. 10, 2012, Oct. 09, 2012, Oct. 08, 2012, Oct. 05, 2012, Oct. 04, 2012, Oct. 03, 2012, Oct. 02, 2012, Sep. 29, 2012

September 2012: Sep. 28, 2012, Sep. 27, 2012, Sep. 26, 2012, Sep. 25, 2012, Sep. 23, 2012, Sep. 21, 2012, Sep. 20, 2012, Sep. 19, 2012, Sep. 18, 2012, Sep. 15, 2012, Sep. 14, 2012, Sep. 13, 2012, Sep. 12, 2012, Sep. 11, 2012, Sep. 10, 2012, Sep. 07, 2012, Sep. 06, 2012, Sep. 05, 2012, Sep. 03, 2012

August 2012: Aug. 03, 2012, Aug. 02, 2012, Aug. 01, 2012

July 2012:  July 31, 2012, July 28, 2012, July 27, 2012, July 26, 2012, July 25, 2012, July 24, 2012, July 21, 2012, July 20, 2012, July 19, 2012, July 18, 2012, July 17, 2012, July 14, 2012, July 13, 2012, July 12, 2012, July 11, 2012, July 10, 2012, July 07,2012,  July 06, 2012, July 05, 2012, July 03, 2012

June 2012:  June 21, 2012, June 20, 2012, June 19, 2012, June 16, 2012, June 15, 2012, June 14, 2012, June 13, 2012,  June 12, 2012, June 09, 2012, June 08, 2012, June 07, 2012, June 06, 2012, June 05, 2012, June 04, 2012, Jun. 01, 2012

May 2012:  May 31, 2012, May 30, 2012, May 26, 2012, May 25, 2012, May 24, 2012, May 23, 2012, May 22, 2012, May 21, 2012, May 18, 2012, May 17, 2012, May 16, 2012, May 15, 2012, May 12, 2012, May 11, 2012, May 10, 2012, May 09, 2012, May 08, 2012, May 05, 2012, May 04, 2012, May 03, 2012, May 02, 2012, May 01, 2012

April 2012:  Apr. 28, 2012, Apr. 27, 2012, Apr. 26, 2012, Apr. 25, 2012,  Apr. 24, 2012,  Apr. 21, 2012,  Apr. 20, 2012, Apr. 19, 2012, Apr. 18, 2012, Apr. 17, 2012, Apr. 16, 2012, Apr. 13, 2012, Apr. 12, 2012, Apr. 11 ,2012, Apr. 10, 2012, Apr. 06, 2012, Apr. 05, 2012, Apr. 04, 2012, Apr. 03, 2012

March 2012: Mar. 31, 2012, Mar. 30, 2012, Mar. 29, 2012, Mar. 28, 2012, Mar. 27, 2012, Mar. 24, 2012, Mar. 23, 2012, Mar. 22, 2012, Mar. 21, 2012, Mar. 20, 2012, Mar. 17, 2012, Mar. 16, 2012, Mar. 15, 2012, Mar. 14, 2012, Mar. 13, 2012, Mar. 10, 2012, Mar. 09, 2012, Mar. 08, 2012, Mar. 07, 2012, Mar. 06, 2012, Mar. 03, 2012, Mar. 02, 2012, Mar. 01, 2012

February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012

January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012

Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Sundays at 20:00 (GMT, London)

Terms of use: All material is copyrighted by the authors and is provided “as is”. It can be copied and published elsewhere for informational purposes, provided that an explicit statement is given that acknowledges the source of the report. Use of this report for commercial purposes is allowed after written permission from the authors.

Disclaimer: The contents of the reports are provided for information purposes only. Any and all recommendations shown in the reports and this website are indicative and the authors are not offering to buy or sell or soliciting offers to buy or sell any financial instrument. The views in this publication are those of the authors alone and are subject to change at any time, and they have no obligation to update the opinions, recommendations or the information in this report or its affiliated website. The authors of the report do not accept any liability whatsoever for any direct or consequential loss arising from any use of the information provided. The information in this report is not intended to predict actual results, which may differ substantially from those presented.For readers’ convenience, parts of the report can be found online under “Global ETF Switcher Introduction“, “Global ETF Switcher View” and “Global ETF Switcher Picks“.

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 03/28 for Thursday, March 28 2013

]]> http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0328-for-thursday-march-28-2013/2381/feed 0 ETF Switcher Picks & Strategies: Daily Report – 03/26 for Tuesday, March 26 2013 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0326-for-tuesday-march-26-2013/2376 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0326-for-tuesday-march-26-2013/2376#comments Tue, 26 Mar 2013 11:25:34 +0000 Fotis http://www.quantf.com/?p=2376

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 03/26 for Tuesday, March 26 2013

Download the full report here:  Global ETF Switcher Introduction Global ETF Switcher View Global ETF Switcher Picks Tuesday’s picks (All): $ECH, $ILF, $EWZ, $DBC, $EWY, $USO, $AGQ, $EZA, $EWI, $FXE, $AMLP, $IDX, $XLB, $JNK, $FXA, $UUP, $VEU, $EZU, $XLV, $XRT Tuesday’s singles: $ECH, $ILF, $DBC, $USO, $AGQ All Around Picks ETFs issued before 2007 ETFs issued after [...]

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 03/26 for Tuesday, March 26 2013

]]> Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 03/26 for Tuesday, March 26 2013

Download the full report here: March 26, 2013

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

Tuesday’s picks (All): $ECH, $ILF, $EWZ, $DBC, $EWY, $USO, $AGQ, $EZA, $EWI, $FXE, $AMLP, $IDX, $XLB, $JNK, $FXA, $UUP, $VEU, $EZU, $XLV, $XRT

Tuesday’s singles: $ECH, $ILF, $DBC, $USO, $AGQ

All Around Picks
ETFs issued before 2007 ETFs issued after 2007
Strategy #1 ILF ECH
Strategy #2 USO AGQ
Strategy #3 DBC DBC
Strategy #4 ILF ILF
Measuring Risk
Region, FX, SEC, B & C Risk Sentiment Indicator Risk Share
GLOBAL 43% 12%
NORTH & SOUTH AMERICA 76% 16%
EUROPE 63% 16%
ASIA/AUS/AFR/EURASIA 17% 11%
CURRENCIES 0% 7%
SECTORS 56% 18%
BONDS 57% 17%
COMMODITIES 0% 3%
Total 40%
ETFs issued before 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF EZU RF ILF
NORTH & SOUTH AMERICA (Group 2) EWZ RF RF RF
EUROPE (Group 3) EWI RF RF RF
ASIA/AUS/AFR/EURASIA (Group 4) EWY EZA RF EZA
CURRENCIES (Group FX) FXE FXA FXE FXE
SECTORS (Group SEC) XLB XLV RF XLB
BONDS (B) RF RF RF RF
COMMODITIES (C) DBC USO DBC DBC
All Around Picks ILF USO DBC ILF
ETFs issued after 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF VEU SHV ILF
NORTH & SOUTH AMERICA (Group 2) ECH SHV SHV SHV
EUROPE (Group 3) EWI SHV SHV SHV
ASIA/AUS/AFR/EURASIA (Group 4) EWY IDX SHV EWY
CURRENCIES (Group FX) FXE UUP FXE FXE
SECTORS (Group SEC) AMLP XRT SHV AMLP
BONDS (B) JNK SHV SHV SHV
COMMODITIES (C) DBC AGQ DBC DBC
All Around Picks ECH AGQ DBC ILF

 

 

 

Monthly Reviews: Feb. 11, 2013 - Mar. 08, 2013, Jan. 14, 2013 - Feb. 08, 2013, Dec. 10, 2012 - Jan. 11, 2013, Nov. 05 - Dec. 07, 2012, Oct. 08 - Nov. 02, 2012 , Aug. 04 - Oct. 05, 2012, July 07 - Aug. 03, 2012 , June 04 - July 06, 2012, May 05 - June 01, 2012 , Apr. 06 - May 04, 2012, Mar. 06 - Apr. 05, 2012, Jan. 20 - Mar. 03, 2012

March 2013: March 25 2013, March 22, 2013, March 21, 2013, March 19, 2013, March 18, 2013, March 14, 2013, March 13, 2013, March 12, 2013, March 11, 2013, March 08, 2013, March 07, 2013, March 06, 2013, March 05, 2013, March 03, 2013

February 2013:Feb. 27, 2013, Feb. 26, 2013, Feb. 25, 2013, Feb. 22, 2013, Feb. 21, 2013, Feb. 20, 2013, Feb. 19, 2013, Feb. 15, 2013, Feb. 14, 2013, Feb. 13, 2013, Feb. 12, 2013, Feb. 11, 2013, Feb. 08, 2013, Feb. 07, 2013, Feb. 05, 2013, Feb. 04, 2013, Feb. 01, 2013

January 2013: Jan. 31, 2013, Jan. 30, 2012, Jan. 29, 2013, Jan. 28, 2013, Jan. 25, 2012, Jan. 24, 2012, Jan. 23, 2013, Jan. 22, 2013, Jan. 18, 2013, Jan. 17, 2013, Jan. 16, 2013, Jan. 15, 2013, Jan. 14, 2013, Jan. 10, 2013, Jan. 09, 2013, Jan. 07, 2013, Jan. 04, 2013, Jan. 03, 2013, Jan. 02, 2013

December 2012: Dec. 30, 2012, Dec. 28, 2012, Dec. 27, 2012, Dec. 24, 2012, Dec. 21, 2012, Dec. 20, 2012, Dec. 19, 2012, Dec. 18, 2012, Dec. 17, 2012, Dec. 14, 2012, Dec. 13, 2012, Dec. 12, 2012, Dec. 11, 2012, Dec. 10, 2012, Dec. 07, 2012, Dec. 06, 2012, Dec. 05, 2012, Dec. 04, 2012, Dec. 03, 2012

November 2012: Nov. 30, 2012, Nov. 29, 2012, Nov. 28, 2012, Nov. 27, 2012, Nov. 26, 2012, Nov. 23, 2012, Nov. 21, 2012, Nov. 20, 2012, Nov. 19, 2012, Nov. 16, 2012, Nov. 15, 2012, Nov. 14, 2012, Nov. 13, 2012, Nov. 12, 2012, Nov. 09, 2012, Nov. 08, 2012, Nov. 07, 2012, Nov. 06, 2012, Nov. 05, 2012, Nov. 02, 2012, Nov. 01, 2012

October 2012: Nov. 01, 2012, Oct. 29, 2012, Oct. 26, 2012, Oct. 25, 2012, Oct. 24, 2012, Oct. 23, 2012, Oct. 22, 2012, Oct. 19, 2012, Oct. 18, 2012, Oct. 17, 2012, Oct. 16, 2012, Oct. 15, 2012, Oct. 12, 2012, Oct. 11, 2012, Oct. 10, 2012, Oct. 09, 2012, Oct. 08, 2012, Oct. 05, 2012, Oct. 04, 2012, Oct. 03, 2012, Oct. 02, 2012, Sep. 29, 2012

September 2012: Sep. 28, 2012, Sep. 27, 2012, Sep. 26, 2012, Sep. 25, 2012, Sep. 23, 2012, Sep. 21, 2012, Sep. 20, 2012, Sep. 19, 2012, Sep. 18, 2012, Sep. 15, 2012, Sep. 14, 2012, Sep. 13, 2012, Sep. 12, 2012, Sep. 11, 2012, Sep. 10, 2012, Sep. 07, 2012, Sep. 06, 2012, Sep. 05, 2012, Sep. 03, 2012

August 2012: Aug. 03, 2012, Aug. 02, 2012, Aug. 01, 2012

July 2012:  July 31, 2012, July 28, 2012, July 27, 2012, July 26, 2012, July 25, 2012, July 24, 2012, July 21, 2012, July 20, 2012, July 19, 2012, July 18, 2012, July 17, 2012, July 14, 2012, July 13, 2012, July 12, 2012, July 11, 2012, July 10, 2012, July 07,2012,  July 06, 2012, July 05, 2012, July 03, 2012

June 2012:  June 21, 2012, June 20, 2012, June 19, 2012, June 16, 2012, June 15, 2012, June 14, 2012, June 13, 2012,  June 12, 2012, June 09, 2012, June 08, 2012, June 07, 2012, June 06, 2012, June 05, 2012, June 04, 2012, Jun. 01, 2012

May 2012:  May 31, 2012, May 30, 2012, May 26, 2012, May 25, 2012, May 24, 2012, May 23, 2012, May 22, 2012, May 21, 2012, May 18, 2012, May 17, 2012, May 16, 2012, May 15, 2012, May 12, 2012, May 11, 2012, May 10, 2012, May 09, 2012, May 08, 2012, May 05, 2012, May 04, 2012, May 03, 2012, May 02, 2012, May 01, 2012

April 2012:  Apr. 28, 2012, Apr. 27, 2012, Apr. 26, 2012, Apr. 25, 2012,  Apr. 24, 2012,  Apr. 21, 2012,  Apr. 20, 2012, Apr. 19, 2012, Apr. 18, 2012, Apr. 17, 2012, Apr. 16, 2012, Apr. 13, 2012, Apr. 12, 2012, Apr. 11 ,2012, Apr. 10, 2012, Apr. 06, 2012, Apr. 05, 2012, Apr. 04, 2012, Apr. 03, 2012

March 2012: Mar. 31, 2012, Mar. 30, 2012, Mar. 29, 2012, Mar. 28, 2012, Mar. 27, 2012, Mar. 24, 2012, Mar. 23, 2012, Mar. 22, 2012, Mar. 21, 2012, Mar. 20, 2012, Mar. 17, 2012, Mar. 16, 2012, Mar. 15, 2012, Mar. 14, 2012, Mar. 13, 2012, Mar. 10, 2012, Mar. 09, 2012, Mar. 08, 2012, Mar. 07, 2012, Mar. 06, 2012, Mar. 03, 2012, Mar. 02, 2012, Mar. 01, 2012

February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012

January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012

Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Sundays at 20:00 (GMT, London)

Terms of use: All material is copyrighted by the authors and is provided “as is”. It can be copied and published elsewhere for informational purposes, provided that an explicit statement is given that acknowledges the source of the report. Use of this report for commercial purposes is allowed after written permission from the authors.

Disclaimer: The contents of the reports are provided for information purposes only. Any and all recommendations shown in the reports and this website are indicative and the authors are not offering to buy or sell or soliciting offers to buy or sell any financial instrument. The views in this publication are those of the authors alone and are subject to change at any time, and they have no obligation to update the opinions, recommendations or the information in this report or its affiliated website. The authors of the report do not accept any liability whatsoever for any direct or consequential loss arising from any use of the information provided. The information in this report is not intended to predict actual results, which may differ substantially from those presented.For readers’ convenience, parts of the report can be found online under “Global ETF Switcher Introduction“, “Global ETF Switcher View” and “Global ETF Switcher Picks“.

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 03/26 for Tuesday, March 26 2013

]]> http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0326-for-tuesday-march-26-2013/2376/feed 0 ETF Switcher Picks & Strategies: Daily Report – 03/25 for Monday, March 25 2013 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0325-for-monday-march-25-2013/2372 http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0325-for-monday-march-25-2013/2372#comments Sat, 23 Mar 2013 11:29:19 +0000 Fotis http://www.quantf.com/?p=2372

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 03/25 for Monday, March 25 2013

Download the full report here:  Global ETF Switcher Introduction Global ETF Switcher View Global ETF Switcher Picks Monday’s picks (All): $ECH, $ILF, $EWY, $EWZ, $DBC, $USO, $AGQ, $EWM, $AMLP, $EWI, $FXE, $THD, $JNK, $XLB, $FXA, $VEU, $XLV, $IYR Monday’s singles: $ECH, $ILF, $EWY, $DBC, $USO, $AGQ All Around Picks ETFs issued before 2007 ETFs issued after 2007 [...]

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 03/25 for Monday, March 25 2013

]]> Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 03/25 for Monday, March 25 2013

Download the full report here: March 25 2013

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

Monday’s picks (All): $ECH, $ILF, $EWY, $EWZ, $DBC, $USO, $AGQ, $EWM, $AMLP, $EWI, $FXE, $THD, $JNK, $XLB, $FXA, $VEU, $XLV, $IYR

Monday’s singles: $ECH, $ILF, $EWY, $DBC, $USO, $AGQ

All Around Picks
ETFs issued before 2007 ETFs issued after 2007
Strategy #1 ILF ECH
Strategy #2 USO AGQ
Strategy #3 DBC DBC
Strategy #4 EWY ILF
Measuring Risk
Region, FX, SEC, B & C Risk Sentiment Indicator Risk Share
GLOBAL 50% 13%
NORTH & SOUTH AMERICA 76% 16%
EUROPE 63% 16%
ASIA/AUS/AFR/EURASIA 17% 10%
CURRENCIES 0% 7%
SECTORS 56% 17%
BONDS 57% 17%
COMMODITIES 0% 3%
Total 41%
ETFs issued before 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF RF RF RF
NORTH & SOUTH AMERICA (Group 2) EWZ RF RF RF
EUROPE (Group 3) EWI RF RF RF
ASIA/AUS/AFR/EURASIA (Group 4) EWY EWM RF EWY
CURRENCIES (Group FX) FXE FXA FXE FXE
SECTORS (Group SEC) XLB XLV RF XLB
BONDS (B) RF RF RF RF
COMMODITIES (C) DBC USO DBC DBC
All Around Picks ILF USO DBC EWY
ETFs issued after 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) ILF VEU SHV ILF
NORTH & SOUTH AMERICA (Group 2) ECH SHV SHV SHV
EUROPE (Group 3) EWI SHV SHV SHV
ASIA/AUS/AFR/EURASIA (Group 4) EWY THD SHV EWY
CURRENCIES (Group FX) FXE FXA FXE FXE
SECTORS (Group SEC) AMLP IYR SHV AMLP
BONDS (B) JNK SHV SHV SHV
COMMODITIES (C) DBC AGQ DBC DBC
All Around Picks ECH AGQ DBC ILF

 

 

Monthly Reviews: Feb. 11, 2013 - Mar. 08, 2013, Jan. 14, 2013 - Feb. 08, 2013, Dec. 10, 2012 - Jan. 11, 2013, Nov. 05 - Dec. 07, 2012, Oct. 08 - Nov. 02, 2012 , Aug. 04 - Oct. 05, 2012, July 07 - Aug. 03, 2012 , June 04 - July 06, 2012, May 05 - June 01, 2012 , Apr. 06 - May 04, 2012, Mar. 06 - Apr. 05, 2012, Jan. 20 - Mar. 03, 2012

March 2013: March 22, 2013, March 21, 2013, March 19, 2013, March 18, 2013, March 14, 2013, March 13, 2013, March 12, 2013, March 11, 2013, March 08, 2013, March 07, 2013, March 06, 2013, March 05, 2013, March 03, 2013

February 2013:Feb. 27, 2013, Feb. 26, 2013, Feb. 25, 2013, Feb. 22, 2013, Feb. 21, 2013, Feb. 20, 2013, Feb. 19, 2013, Feb. 15, 2013, Feb. 14, 2013, Feb. 13, 2013, Feb. 12, 2013, Feb. 11, 2013, Feb. 08, 2013, Feb. 07, 2013, Feb. 05, 2013, Feb. 04, 2013, Feb. 01, 2013

January 2013: Jan. 31, 2013, Jan. 30, 2012, Jan. 29, 2013, Jan. 28, 2013, Jan. 25, 2012, Jan. 24, 2012, Jan. 23, 2013, Jan. 22, 2013, Jan. 18, 2013, Jan. 17, 2013, Jan. 16, 2013, Jan. 15, 2013, Jan. 14, 2013, Jan. 10, 2013, Jan. 09, 2013, Jan. 07, 2013, Jan. 04, 2013, Jan. 03, 2013, Jan. 02, 2013

December 2012: Dec. 30, 2012, Dec. 28, 2012, Dec. 27, 2012, Dec. 24, 2012, Dec. 21, 2012, Dec. 20, 2012, Dec. 19, 2012, Dec. 18, 2012, Dec. 17, 2012, Dec. 14, 2012, Dec. 13, 2012, Dec. 12, 2012, Dec. 11, 2012, Dec. 10, 2012, Dec. 07, 2012, Dec. 06, 2012, Dec. 05, 2012, Dec. 04, 2012, Dec. 03, 2012

November 2012: Nov. 30, 2012, Nov. 29, 2012, Nov. 28, 2012, Nov. 27, 2012, Nov. 26, 2012, Nov. 23, 2012, Nov. 21, 2012, Nov. 20, 2012, Nov. 19, 2012, Nov. 16, 2012, Nov. 15, 2012, Nov. 14, 2012, Nov. 13, 2012, Nov. 12, 2012, Nov. 09, 2012, Nov. 08, 2012, Nov. 07, 2012, Nov. 06, 2012, Nov. 05, 2012, Nov. 02, 2012, Nov. 01, 2012

October 2012: Nov. 01, 2012, Oct. 29, 2012, Oct. 26, 2012, Oct. 25, 2012, Oct. 24, 2012, Oct. 23, 2012, Oct. 22, 2012, Oct. 19, 2012, Oct. 18, 2012, Oct. 17, 2012, Oct. 16, 2012, Oct. 15, 2012, Oct. 12, 2012, Oct. 11, 2012, Oct. 10, 2012, Oct. 09, 2012, Oct. 08, 2012, Oct. 05, 2012, Oct. 04, 2012, Oct. 03, 2012, Oct. 02, 2012, Sep. 29, 2012

September 2012: Sep. 28, 2012, Sep. 27, 2012, Sep. 26, 2012, Sep. 25, 2012, Sep. 23, 2012, Sep. 21, 2012, Sep. 20, 2012, Sep. 19, 2012, Sep. 18, 2012, Sep. 15, 2012, Sep. 14, 2012, Sep. 13, 2012, Sep. 12, 2012, Sep. 11, 2012, Sep. 10, 2012, Sep. 07, 2012, Sep. 06, 2012, Sep. 05, 2012, Sep. 03, 2012

August 2012: Aug. 03, 2012, Aug. 02, 2012, Aug. 01, 2012

July 2012:  July 31, 2012, July 28, 2012, July 27, 2012, July 26, 2012, July 25, 2012, July 24, 2012, July 21, 2012, July 20, 2012, July 19, 2012, July 18, 2012, July 17, 2012, July 14, 2012, July 13, 2012, July 12, 2012, July 11, 2012, July 10, 2012, July 07,2012,  July 06, 2012, July 05, 2012, July 03, 2012

June 2012:  June 21, 2012, June 20, 2012, June 19, 2012, June 16, 2012, June 15, 2012, June 14, 2012, June 13, 2012,  June 12, 2012, June 09, 2012, June 08, 2012, June 07, 2012, June 06, 2012, June 05, 2012, June 04, 2012, Jun. 01, 2012

May 2012:  May 31, 2012, May 30, 2012, May 26, 2012, May 25, 2012, May 24, 2012, May 23, 2012, May 22, 2012, May 21, 2012, May 18, 2012, May 17, 2012, May 16, 2012, May 15, 2012, May 12, 2012, May 11, 2012, May 10, 2012, May 09, 2012, May 08, 2012, May 05, 2012, May 04, 2012, May 03, 2012, May 02, 2012, May 01, 2012

April 2012:  Apr. 28, 2012, Apr. 27, 2012, Apr. 26, 2012, Apr. 25, 2012,  Apr. 24, 2012,  Apr. 21, 2012,  Apr. 20, 2012, Apr. 19, 2012, Apr. 18, 2012, Apr. 17, 2012, Apr. 16, 2012, Apr. 13, 2012, Apr. 12, 2012, Apr. 11 ,2012, Apr. 10, 2012, Apr. 06, 2012, Apr. 05, 2012, Apr. 04, 2012, Apr. 03, 2012

March 2012: Mar. 31, 2012, Mar. 30, 2012, Mar. 29, 2012, Mar. 28, 2012, Mar. 27, 2012, Mar. 24, 2012, Mar. 23, 2012, Mar. 22, 2012, Mar. 21, 2012, Mar. 20, 2012, Mar. 17, 2012, Mar. 16, 2012, Mar. 15, 2012, Mar. 14, 2012, Mar. 13, 2012, Mar. 10, 2012, Mar. 09, 2012, Mar. 08, 2012, Mar. 07, 2012, Mar. 06, 2012, Mar. 03, 2012, Mar. 02, 2012, Mar. 01, 2012

February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012

January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012

Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Sundays at 20:00 (GMT, London)

Terms of use: All material is copyrighted by the authors and is provided “as is”. It can be copied and published elsewhere for informational purposes, provided that an explicit statement is given that acknowledges the source of the report. Use of this report for commercial purposes is allowed after written permission from the authors.

Disclaimer: The contents of the reports are provided for information purposes only. Any and all recommendations shown in the reports and this website are indicative and the authors are not offering to buy or sell or soliciting offers to buy or sell any financial instrument. The views in this publication are those of the authors alone and are subject to change at any time, and they have no obligation to update the opinions, recommendations or the information in this report or its affiliated website. The authors of the report do not accept any liability whatsoever for any direct or consequential loss arising from any use of the information provided. The information in this report is not intended to predict actual results, which may differ substantially from those presented.For readers’ convenience, parts of the report can be found online under “Global ETF Switcher Introduction“, “Global ETF Switcher View” and “Global ETF Switcher Picks“.

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Quantitative Finance & Technical Trading ETF Switcher Picks & Strategies: Daily Report – 03/25 for Monday, March 25 2013

]]> http://www.quantf.com/fotis-papailias/etf-switcher-picks-strategies-daily-report-0325-for-monday-march-25-2013/2372/feed 0