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. 
Topic: BTC Breaking Out (Read 1210 times)
New target is 300s. But I think we'll stay in high liqudity for the year.
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.
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.
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