New Research Shows that Intraday Exchange Traded Funds Trading Directly Controls the Major Market Indices
(Aliso Viejo, CA) -- Research performed by Advanced Trading Research, Inc. shows that intraday trading activity in the Exchange Traded Funds QQQ, DIA, SPY and SMH directly explains previously considered random market movements
Aliso Viejo, CA (PRWEB) April 19, 2004 -- Research performed by Advanced Trading Research, Inc. shows that intraday trading activity in the Exchange Traded Funds QQQ, DIA, SPY and SMH directly explains previously considered random market movements. By tracking the trading activity in the Exchange Traded Funds, the intraday movements of the major market indices can be explained with accuracy not previously possible says Mr. John Gulbrandsen, Founder and President of Advanced Trading Research, Inc. Market movements that previously were considered random can now be viewed, analyzed and traded upon by professional intraday traders by using the companys charting tool called True Trend Charts.
The underlying patented True Trend Charts algorithms calculate how overvalued or undervalued the major market indices Nasdaq, Dow Jones, S&P 500 and the SOXX semiconductor index are at any given time throughout the trading day", says Mr. Gulbrandsen. The True Trend algorithms were designed to solve well-known problems like lag and false break-out signals that traditional intraday trading indicators suffer from. Tracking the index arbitrage trading activity in the exchange traded funds allows us to do exactly that." he further explained.
Advanced Trading Research, Inc. was incorporated in 2002 with the sole purpose of researching the trading activity in the intraday markets in order to produce high-quality and professional trading tools for institutional and individual traders.
Detailed information about current research projects, products and services is available on the companys web site http://www.AdvancedTradingResearch.com
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