Gaps in Stocks - Which Stocks Do Them Best?

[suby 10]

Hey guys,

 

My attention has shifted from futures to stocks right now. My focus specifically is on gaps. What kind of stocks show this type of behaviour time and time again? Should I be looking for stocks with low betas or high alphas? The NYSE universe is fairly large and its easy to get lost in it. I was wondering what kind of criterias should i be looking for if I want to build a system around stocks that constantly gap up or down in the morning

 

Suby

[MadMarketScientist 11]

Hey guys,

 

My attention has shifted from futures to stocks right now. My focus specifically is on gaps. What kind of stocks show this type of behaviour time and time again? Should I be looking for stocks with low betas or high alphas? The NYSE universe is fairly large and its easy to get lost in it. I was wondering what kind of criterias should i be looking for if I want to build a system around stocks that constantly gap up or down in the morning

 

Suby

 

Try the 2x\3x leveraged ETFs - they are built for trading and they move. Or even a stock like AAPL, despite its market cap, it moves quite a bit, that is why I buy\sell options on it.

 

MMS

[suby 10]

Try the 2x\3x leveraged ETFs - they are built for trading and they move. Or even a stock like AAPL, despite its market cap, it moves quite a bit, that is why I buy\sell options on it.

 

MMS

 

MMS ever tried arbing the stocks in the ETF's Basket?

[Ammeo 10]

Hey guys,

 

My attention has shifted from futures to stocks right now. My focus specifically is on gaps. What kind of stocks show this type of behaviour time and time again? Should I be looking for stocks with low betas or high alphas? The NYSE universe is fairly large and its easy to get lost in it. I was wondering what kind of criterias should i be looking for if I want to build a system around stocks that constantly gap up or down in the morning

 

Suby

 

With my experience in the stock market , its the BIO STOCKS that make more gaps more than any other industry....

[suby 10]

With my experience in the stock market , its the BIO STOCKS that make more gaps more than any other industry....

 

Interesting Ammeo...

 

Any ideas why that may occur?

 

Any advice on how one could quantify this with a group of stocks to determine likelyhood ?

[Tams 20]

Hey guys,

 

My attention has shifted from futures to stocks right now. My focus specifically is on gaps. What kind of stocks show this type of behaviour time and time again? Should I be looking for stocks with low betas or high alphas? The NYSE universe is fairly large and its easy to get lost in it. I was wondering what kind of criterias should i be looking for if I want to build a system around stocks that constantly gap up or down in the morning

 

Suby

 

Why gaps?

 

are you trading? investing? or gambling?

[suby 10]

Why gaps?

 

are you trading? investing? or gambling?

 

Trading.

 

I'm trying to create a basket of stocks that exhibit mean reverting behaviour, day in, day out