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Market Measures: An AI Take

I mentioned Market Measures (MM) in the last post. Before going into details about particular episodes, I want to provide an overview of what MM is.

In this day and age, I feel the necessity to get familiar with and lean on AI. To that end, I have asked Perplexity to help us out:

     MM is a segment on tastylive that focuses on advanced trading mechanics and analysis.
     It aims to provide traders with in-depth insights into various aspects of the
     market, regardless of their experience level. The show covers a wide range of
     topics, including:
     
         1. Options probabilities and volatility
     
         2. Trading strategies for options and futures
     
         3. Analysis of market behavior and trends
     
     Recent episodes of MM have explored:
     
         1. Exit times and profit targets for zero-DTE options
     
         2. Optimal profit targets for different delta strangles and 45 DTE trades
     
         3. Intraday market behavior analysis, including volume patterns and index movements
     
     The segment uses data-driven approaches to examine trading mechanics, helping viewers
     build strategies to manage more winning trades. By delving into complex market
     dynamics, MM equips traders with the knowledge to make informed decisions and
     refine their trading techniques.

Google Generative AI gives us:

     MM by Tastytrade, hosted on platforms like Tastytrade, analyzes market volatility,
     reversal probabilities, and trading strategies, offering insights for traders to
     improve their decision-making.
     
     MM delves into various aspects of market analysis, including:
     
          1. Volatility and Reversal Probabilities: Analyzing market swings and predicting
              potential reversals.
     
          2. Trading Strategies: Exploring different approaches to trading, including options,
              futures, and more.
     
          3. Market Dynamics: Understanding the underlying forces and structures that drive
              market behavior.
     
     Key Concepts:
     
     Market Profile Analysis: A method of analyzing market data to identify value areas,
     price rejection points, and the strength of buyers and sellers.
     
     Contrarian Trading: Strategies that capitalize on market reversals after
     significant moves.
     
     Examples:
     
     “How Long Does Market Chaos Last?”: An episode that examines the duration of market
     volatility.
     
     “Since 1994: Market Reversal Data Revealed”: An episode that analyzes historical
     market data to identify patterns of reversal.
     
     Benefits for Traders:
     
     Improved Decision-Making: By understanding market dynamics and potential risks,
     traders can make more informed decisions.
     
     Enhanced Trading Strategies: The show provides insights into various trading
     strategies and techniques.
     
     Risk Management: Learning about volatility and reversal probabilities can help
     traders manage their risk effectively.

Besides never seeing anything on Market Profile Analysis, I think this to be a solid overview.

The segment generally lasts 10-20 minutes and is produced ~4 times per week. Most present a Research Team study that has taken tens of man-hours to complete. Segments are generally hosted by Tom Sosnoff and Tony Battista. Members of the Research Team occasionally make appearances to provide added technical expertise. Tom Preston also makes an occasional appearance. These folks represent a tremendous amount of floor trading, data science, and option modeling experience.

All MM episodes are archived on the tastytrade website along with slides for each segment.

Next time, I will pick up in mid-2019 with a deeper look at particular segments.

Getting Off the Schneid (Part 2)

The current title pays homage to this post. Today I recap 2024 efforts, what I have done since, and where I hope to go next.

Although you may not have noticed (as explained here), I am about five months behind in blogging. A quick count reveals that I did 123 stock studies in 2024 all posted here. My last study was in November (actually October).

Since then, I suppose my brain has been recharging?

All I know is that I’m overdue for more stock studies [updates] and delinquent in regular maintenance of my personal stock portfolio. I can’t blame the library’s technical difficulties for putting a halt to my 2024 stock studies. Part of the excuse would be the more difficult endeavor of finding new stocks with bullish prospects at reasonable prices when the market is at all-time highs (ATH).

The market is now in correction and I’m caught with my pants down while some good buys are definitely available. Kudos to me for not exhibiting herd behavior and buying stocks hand over fist with the market at ATH or falling prey to FOMO (fear of missing out) as momentum carries valuations stratospheric. Demerits for not buying when the market corrects or crashes and “blood is in the streets.” Not keeping up with my stock studies or pounce list means I am in no position to do so. Lots has been written on market cycles in books like these.

Borrowing from Part 1:

     > First things first: write this post. Since I haven’t blogged in what seems like
     > ages, it took a herculean effort to do basics like login to WordPress, get into
     > my blog folder, search the title index for links, remember what to do with
     > tags, etc. These tasks are automatic when I’m doing them multiple times
     > per week but after four months away, a chisel is needed for newfound rust.
     >
     > I can now be the last, probably, to say Happy New Year to everyone!
     > Greetings after a long hiatus.

My respite is well-deserved. The original intent was to post twice weekly. I doubled that once I started doing daily stock studies. Posting twice weekly might have left me right on schedule.

I have been much more productive during this blog hiatus than the last. Back in the day, I was a religious follower of the tastytrade production Market Measures (MM). Excepting those unknowingly missed, I watched every single episode through mid-2019. Over the last few months, I have binge-watched the last 5.5+ years of MM content (up to two months worth of episodes per day).

I will continue next time by starting to take a closer look at particular MM content that can potentially reshape and guide my future approach to option trading (which I still do, believe it or not!).