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	<title>Largecaptrader.com</title>
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	<link>http://largecaptrader.wordpress.com</link>
	<description>US Stock &#38; Volatility Trading</description>
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		<title>Largecaptrader.com</title>
		<link>http://largecaptrader.wordpress.com</link>
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		<item>
		<title>More on Breadth Models</title>
		<link>http://largecaptrader.wordpress.com/2012/01/16/more-on-breadth-models/</link>
		<comments>http://largecaptrader.wordpress.com/2012/01/16/more-on-breadth-models/#comments</comments>
		<pubDate>Tue, 17 Jan 2012 03:10:10 +0000</pubDate>
		<dc:creator>largecaptrader</dc:creator>
				<category><![CDATA[Research]]></category>
		<category><![CDATA[Signals]]></category>
		<category><![CDATA[Strategy]]></category>

		<guid isPermaLink="false">http://largecaptrader.wordpress.com/?p=738</guid>
		<description><![CDATA[I&#8217;ve experimented with a few breadth models in the past. My hypothesis is that markets have become so efficient and correlated, that all (profitable) strategies break down into long vol or short vol profiles and at the end of the day, your profit will STILL be determined by the movement in the underlying. While utilizing [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=largecaptrader.wordpress.com&amp;blog=8186318&amp;post=738&amp;subd=largecaptrader&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>1</slash:comments>
	
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			<media:title type="html">largecaptrader</media:title>
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		<media:content url="http://largecaptrader.files.wordpress.com/2012/01/jan-16-21-52.jpg" medium="image">
			<media:title type="html">Jan. 16 21.52</media:title>
		</media:content>
	</item>
		<item>
		<title>2011 YE Review</title>
		<link>http://largecaptrader.wordpress.com/2012/01/03/2011-ye-review-2/</link>
		<comments>http://largecaptrader.wordpress.com/2012/01/03/2011-ye-review-2/#comments</comments>
		<pubDate>Tue, 03 Jan 2012 23:33:53 +0000</pubDate>
		<dc:creator>largecaptrader</dc:creator>
				<category><![CDATA[Musings]]></category>

		<guid isPermaLink="false">http://largecaptrader.wordpress.com/?p=730</guid>
		<description><![CDATA[The Good - Finally received the risk allocation I was looking for after months of working as a full-time consultant for the firm. Although it was slightly smaller then I had hoped, it&#8217;s still enough at this juncture. - Spending FAR less time reading &#38; researching new trading strategies and focusing on executing my current [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=largecaptrader.wordpress.com&amp;blog=8186318&amp;post=730&amp;subd=largecaptrader&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
		<wfw:commentRss>http://largecaptrader.wordpress.com/2012/01/03/2011-ye-review-2/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
	
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			<media:title type="html">largecaptrader</media:title>
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		<item>
		<title>2011 in review</title>
		<link>http://largecaptrader.wordpress.com/2012/01/01/2011-in-review/</link>
		<comments>http://largecaptrader.wordpress.com/2012/01/01/2011-in-review/#comments</comments>
		<pubDate>Sun, 01 Jan 2012 05:29:10 +0000</pubDate>
		<dc:creator>largecaptrader</dc:creator>
				<category><![CDATA[Other]]></category>

		<guid isPermaLink="false">http://largecaptrader.wordpress.com/?p=731</guid>
		<description><![CDATA[The WordPress.com stats helper monkeys prepared a 2011 annual report for this blog. Here&#8217;s an excerpt: The concert hall at the Syndey Opera House holds 2,700 people. This blog was viewed about 15,000 times in 2011. If it were a concert at Sydney Opera House, it would take about 6 sold-out performances for that many [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=largecaptrader.wordpress.com&amp;blog=8186318&amp;post=731&amp;subd=largecaptrader&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>0</slash:comments>
	
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			<media:title type="html">largecaptrader</media:title>
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		<item>
		<title>Follow Up to Op-Ex and Market Timing Model</title>
		<link>http://largecaptrader.wordpress.com/2011/12/27/follow-up-to-op-ex-and-market-timing-model/</link>
		<comments>http://largecaptrader.wordpress.com/2011/12/27/follow-up-to-op-ex-and-market-timing-model/#comments</comments>
		<pubDate>Wed, 28 Dec 2011 02:06:50 +0000</pubDate>
		<dc:creator>largecaptrader</dc:creator>
				<category><![CDATA[Research]]></category>
		<category><![CDATA[Strategy]]></category>

		<guid isPermaLink="false">http://largecaptrader.wordpress.com/?p=725</guid>
		<description><![CDATA[The Op-Ex indicator started off slow since I posted with 1 break-even trade, 1 stop out, but the last one has been a nice winner: Keep in mind I haven&#8217;t really done much work on optimizing the trailing stop exit, there&#8217;s probably opportunity there for improvement. &#160; The Market Timing Model also started off slow [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=largecaptrader.wordpress.com&amp;blog=8186318&amp;post=725&amp;subd=largecaptrader&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
		<wfw:commentRss>http://largecaptrader.wordpress.com/2011/12/27/follow-up-to-op-ex-and-market-timing-model/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
	
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			<media:title type="html">largecaptrader</media:title>
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		<media:content url="http://largecaptrader.files.wordpress.com/2011/12/dec-27-20-01.jpg" medium="image">
			<media:title type="html">Dec. 27 20.01</media:title>
		</media:content>

		<media:content url="http://largecaptrader.files.wordpress.com/2011/12/dec-27-20-13.jpg" medium="image">
			<media:title type="html">Dec. 27 20.13</media:title>
		</media:content>
	</item>
		<item>
		<title>Ops Ex</title>
		<link>http://largecaptrader.wordpress.com/2011/10/23/ops-ex/</link>
		<comments>http://largecaptrader.wordpress.com/2011/10/23/ops-ex/#comments</comments>
		<pubDate>Mon, 24 Oct 2011 01:15:47 +0000</pubDate>
		<dc:creator>largecaptrader</dc:creator>
				<category><![CDATA[Research]]></category>
		<category><![CDATA[Strategy]]></category>

		<guid isPermaLink="false">http://largecaptrader.wordpress.com/?p=717</guid>
		<description><![CDATA[Been awhile since I posted anything, I&#8217;ve been to busy watching European theater as everyone else has been. But I did find an interesting pattern worth sharing; there has been a strong tendency for the short term trend to reverse after options expiration. I don&#8217;t have a very plausible explanation for why but I&#8217;m sure [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=largecaptrader.wordpress.com&amp;blog=8186318&amp;post=717&amp;subd=largecaptrader&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
		<wfw:commentRss>http://largecaptrader.wordpress.com/2011/10/23/ops-ex/feed/</wfw:commentRss>
		<slash:comments>2</slash:comments>
	
		<media:content url="http://0.gravatar.com/avatar/62702a9481eb96785be0ba313a86832b?s=96&#38;d=identicon&#38;r=G" medium="image">
			<media:title type="html">largecaptrader</media:title>
		</media:content>

		<media:content url="http://largecaptrader.files.wordpress.com/2011/10/oct-23-20-19.jpg" medium="image">
			<media:title type="html">Oct. 23 20.19</media:title>
		</media:content>

		<media:content url="http://largecaptrader.files.wordpress.com/2011/10/oct-23-21-08.jpg" medium="image">
			<media:title type="html">Oct. 23 21.08</media:title>
		</media:content>
	</item>
		<item>
		<title>Market Timing Models</title>
		<link>http://largecaptrader.wordpress.com/2011/08/28/market-timing-models/</link>
		<comments>http://largecaptrader.wordpress.com/2011/08/28/market-timing-models/#comments</comments>
		<pubDate>Sun, 28 Aug 2011 18:32:21 +0000</pubDate>
		<dc:creator>largecaptrader</dc:creator>
				<category><![CDATA[Research]]></category>
		<category><![CDATA[Signals]]></category>
		<category><![CDATA[Strategy]]></category>

		<guid isPermaLink="false">http://largecaptrader.wordpress.com/?p=712</guid>
		<description><![CDATA[The recent sell-off and extremely high correlation in the overall market has given me a renewed interest in market timing models. When correlations are high, stat arb spreads have a tendency to do weird things. Similarly with vol arb strategies. William O&#8217;Neill and IBD were my first introduction into market-timing, aka trend-following the index. However [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=largecaptrader.wordpress.com&amp;blog=8186318&amp;post=712&amp;subd=largecaptrader&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
		<wfw:commentRss>http://largecaptrader.wordpress.com/2011/08/28/market-timing-models/feed/</wfw:commentRss>
		<slash:comments>2</slash:comments>
	
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			<media:title type="html">largecaptrader</media:title>
		</media:content>

		<media:content url="http://largecaptrader.files.wordpress.com/2011/08/aug-28-14-10.jpg" medium="image">
			<media:title type="html">Market Timing</media:title>
		</media:content>

		<media:content url="http://largecaptrader.files.wordpress.com/2011/08/aug-28-14-22.jpg" medium="image">
			<media:title type="html">Aug. 28 14.22</media:title>
		</media:content>
	</item>
		<item>
		<title>Trading idea</title>
		<link>http://largecaptrader.wordpress.com/2011/08/21/trading-idea/</link>
		<comments>http://largecaptrader.wordpress.com/2011/08/21/trading-idea/#comments</comments>
		<pubDate>Mon, 22 Aug 2011 01:43:54 +0000</pubDate>
		<dc:creator>largecaptrader</dc:creator>
				<category><![CDATA[Strategy]]></category>
		<category><![CDATA[Volatility]]></category>

		<guid isPermaLink="false">http://largecaptrader.wordpress.com/?p=706</guid>
		<description><![CDATA[It&#8217;s been sometime since I posted and markets have changed quite significantly. So called, &#8220;easy&#8221; trades have not been working and statistical patterns and relationships are breaking down. However, it can&#8217;t go on forever (can it?) At some point, &#8216;normalcy&#8217; will return to the market and those that survive the meltdown should be in a [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=largecaptrader.wordpress.com&amp;blog=8186318&amp;post=706&amp;subd=largecaptrader&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
		<wfw:commentRss>http://largecaptrader.wordpress.com/2011/08/21/trading-idea/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
	
		<media:content url="http://0.gravatar.com/avatar/62702a9481eb96785be0ba313a86832b?s=96&#38;d=identicon&#38;r=G" medium="image">
			<media:title type="html">largecaptrader</media:title>
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		<media:content url="http://largecaptrader.files.wordpress.com/2011/08/aug-21-19-20.jpg" medium="image">
			<media:title type="html">Aug. 21 2011</media:title>
		</media:content>

		<media:content url="http://largecaptrader.files.wordpress.com/2011/08/aug-21-19-26.jpg" medium="image">
			<media:title type="html">March 15 2010</media:title>
		</media:content>
	</item>
		<item>
		<title>How we made 18,000% in the Stock Market</title>
		<link>http://largecaptrader.wordpress.com/2011/06/07/how-we-made-18000-in-the-stock-market/</link>
		<comments>http://largecaptrader.wordpress.com/2011/06/07/how-we-made-18000-in-the-stock-market/#comments</comments>
		<pubDate>Wed, 08 Jun 2011 02:13:02 +0000</pubDate>
		<dc:creator>largecaptrader</dc:creator>
				<category><![CDATA[Musings]]></category>

		<guid isPermaLink="false">http://largecaptrader.wordpress.com/?p=701</guid>
		<description><![CDATA[Trade Like an O&#8217;Neil Disciple: How we made 18,000% in the Stock Market is actually a pretty decent book. I&#8217;ve read it and skimmed over various chapter a few times. The most interesting portion of the book was regarding a market-timing tool that, at least according to their accounting, blows away just about anything else [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=largecaptrader.wordpress.com&amp;blog=8186318&amp;post=701&amp;subd=largecaptrader&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
		<wfw:commentRss>http://largecaptrader.wordpress.com/2011/06/07/how-we-made-18000-in-the-stock-market/feed/</wfw:commentRss>
		<slash:comments>3</slash:comments>
	
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			<media:title type="html">largecaptrader</media:title>
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		<media:content url="http://largecaptrader.files.wordpress.com/2011/06/jun-07-21-32.jpg" medium="image">
			<media:title type="html">Morales Fund Performance</media:title>
		</media:content>
	</item>
		<item>
		<title>Subscription Bases Trading Sites</title>
		<link>http://largecaptrader.wordpress.com/2011/05/15/subscription-bases-trading-sites/</link>
		<comments>http://largecaptrader.wordpress.com/2011/05/15/subscription-bases-trading-sites/#comments</comments>
		<pubDate>Sun, 15 May 2011 23:08:25 +0000</pubDate>
		<dc:creator>largecaptrader</dc:creator>
				<category><![CDATA[Blogs]]></category>
		<category><![CDATA[Musings]]></category>

		<guid isPermaLink="false">http://largecaptrader.wordpress.com/?p=697</guid>
		<description><![CDATA[Twitter and social media are obviously changing the way financial markets operate. Information is faster and easier to access then ever before. Unfortunately, trading talent, is still difficult and rare (even in the biz fyi) Stocktwits in particular is a new medium for retail and otherwise unknown talent to showcase their trading ideas to the [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=largecaptrader.wordpress.com&amp;blog=8186318&amp;post=697&amp;subd=largecaptrader&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
		<wfw:commentRss>http://largecaptrader.wordpress.com/2011/05/15/subscription-bases-trading-sites/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
	
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			<media:title type="html">largecaptrader</media:title>
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		<item>
		<title>Riding the Curve</title>
		<link>http://largecaptrader.wordpress.com/2011/03/16/riding-the-curve/</link>
		<comments>http://largecaptrader.wordpress.com/2011/03/16/riding-the-curve/#comments</comments>
		<pubDate>Thu, 17 Mar 2011 02:55:19 +0000</pubDate>
		<dc:creator>largecaptrader</dc:creator>
				<category><![CDATA[Mean Reversion]]></category>
		<category><![CDATA[Signals]]></category>
		<category><![CDATA[Strategy]]></category>

		<guid isPermaLink="false">http://largecaptrader.wordpress.com/?p=689</guid>
		<description><![CDATA[CBOE website has a nice little tool to generate the VIX term structure at various times and dates. This is the term structure from Monday &#38; today. What a difference a few days makes&#62; Keep in mind the news of the Tsunami hit last Friday. It is my personal opinion, and somewhat backed up by [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=largecaptrader.wordpress.com&amp;blog=8186318&amp;post=689&amp;subd=largecaptrader&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>1</slash:comments>
	
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			<media:title type="html">largecaptrader</media:title>
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		<media:content url="http://mylifeblows.files.wordpress.com/2011/03/mar-16-22-36.jpg?w=300" medium="image">
			<media:title type="html">Vix Term Structure 3/14/11</media:title>
		</media:content>

		<media:content url="http://mylifeblows.files.wordpress.com/2011/03/mar-16-22-38.jpg?w=300" medium="image">
			<media:title type="html">Vix Term Structure 3-16</media:title>
		</media:content>

		<media:content url="http://largecaptrader.files.wordpress.com/2011/03/mar-20-13-56.jpg" medium="image">
			<media:title type="html">Vix Term Structure 3-18-11</media:title>
		</media:content>

		<media:content url="http://largecaptrader.files.wordpress.com/2011/03/mar-20-13-59.jpg" medium="image">
			<media:title type="html">VXX/VXZ</media:title>
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