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2016年2月16日 · Using the reversals with timing in “reverse” is one of the best trading strategies. Doing this is what awarded me Hedge Fund Manager of the Year in 1998. In 1998, I sold $1 billion worth of yen against the Yearly Bullish Reversal at 147 on an MIT (Market If Touched) just before the Long-Term Capital Management collapse.
2 天前 · Armstrong Economics Blog is a website that offers insights and analysis on various topics such as economics, finance, history, and geopolitics. Read the latest posts from the founder Martin Armstrong and his team of experts.
Armstrong Economics Blog Posts and Updates
- Time
- Price
- Pattern Recognition
Forecast Arrays— provide a potential timeframe for ideal highs or lows as well as important changes in trends and volatility.
Reversals— In every market, there is a point, if crossed, that marks the beginning of a change in trend. Reversals define the trend in place, and when elected, they provide precise trading targets...
Global Market Watch(GMW)– provides an objective computer analysis of leading world markets by identifying patterns in technical price movement. This model is designed to provide an overview of gene...
2019年11月20日 · These people who have no clue of the banking structure make up these conspiracy theories that dominate people’s thinking so much so it blinds them to the real crisis that is unfolding which is the Mother of All Financial Crises. So while they are focused of QE and who owns the Fed, they are blind to the real crisis behind the curtain.
Such a track record was unheard of in the hedge fund world. Martin was named Hedge Fund Manager of the Year in 1998. Besides being a hedge fund manager, Martin was the first real-world International non-academic Economist and International Institutional and geopolitical Advisor.
Introducing Socrates. Ask-Socrates is an innovative, software-as-a-service platform offering unique perspective and tools intended to help individuals and organizations better research and interpret the global economic and political environment.
