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Friday, April 1st *  Top 20 people to follow on Stock Twits and Twitter for great market content.  Of course, Ivaylo is too modest to include himself, so I'll nominate him here both for his blog content and his books .  *  We've pulled back from recent highs, as my measures of realized event time volatility continue lower--a situation that, in the past, has been associated with subnormal forward returns.  Stocks making new monthly highs across all exchanges declined from 1221 to 822; monthly lows ticked up from 106 to 137.  So it's hard to say that we have weak breadth.  As noted yesterday, my measure of upticks vs. downticks has continued positive.  Yesterday was positive, but total institutional participation contracted to the lowest level since the rally began.  Again, this has been associated historically with subnormal returns.  Institutional participation is a measure of total upticks and downticks across all NYSE shares (not volume traded).  The low volume and vola

*  If you decompose market behavior into a linear, trend component and one or more cyclical components, you can identify optimal time horizons for holding positions.  Those optimal horizons are much longer than traders and portfolio managers typically hold.  Most people hold positions for shorter-than-optimal periods because of such factors as the need to trade, the fear of losing money, overly tight risk management, etc.  *  Trends and cycles become more regular and noticeable when measured in event time, as opposed to chronological time.  A simple example of event time would be bars denominated in volume rather than minutes, hours, days, or weeks.  When assessing long-term cycles, the key is finding a way to measure event time given the variability of volume across instruments, across decades.  Such event cycles are least stable over short time horizons; much more stable over longer horizons, per the first point above. *  Who is in the market determines how the market will move.  If

I recently wrote about the importance of sustaining a positive mindset by learning from our setbacks.  Confidence comes, not from doing everything right, but from knowing that you can learn from mistakes and become better over time. But how do we learn best?   Might it be the case that we struggle as traders because we fail to play to our learning strengths? Consider the average trading floor at a proprietary trading firm, hedge fund, or bank.  What you'll likely see is rows of traders at stations sitting side by side and surrounded by multiple monitors.  Some monitors track news events, some chart markets, some follow prices of various instruments, some keep on top of email. Can this truly be the best learning environment for everyone? For many traders, this environment is toxic.  It trains them to be distracted; it takes away from focused concentration.  It encourages groupthink.  It encourages superficial commentary/conversation and maximizes exposure to data--not necessarily t

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