Cosa succede agli S&P quando escono i famosi dati di Occupazione del Venerdì ? - gz
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By: GZ on Giovedì 02 Settembre 2004 17:45
Ancora statistiche.
Cosa è successo all'S&P 500 nelle 19 occasioni precedenti in cui arrivavano i famosi Dati di Occupazione del Venerdì (che escono domani alle 14:30) ?
Ed è possibile che dopo due mesi consecutivi in cui gli statistici del Dipartimento del Lavoro hanno tirato fuori dei numeri peggiori di quelli che il mercato aspettava facciano lo stesso anche il terzo mese ?
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2/1/04:
Everyone and his Brother...
will be so frightended to be long this Thusday, as last employment was so ruinous. One can almost sense the anxiety, as market drops 1% in a second on rumours of gas in washington.
The people who made so much from last month's seasonal adjustment by the sharply hoping and opioniated operatives at the Bureau will be hopeful of additional political lagniappe on the bearish side.
Yet truly, the powers that be would seem to be ready to be more vigilant about random seasonally adjusted assumptions of business formation et al this time. Putting it into the Galton box, and without the benefit of knowing what the big boys are hoping for this time relative to the key 1104 level, one notes that on 19 most similar, on average Thursday Close to Friday close up 1/2 percent with a standard deviation of 2 percent
-- Victor Niederhoffer