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Wednesday, December 9, 2009

WED. DEC. 9 - Illiquidity

Even to the casual trader, it is readily apparent that liquidity has dried up substantially in the last few weeks. Why exactly is this? Simple answer: There are less participants out there than there were before.” Next blog post, please. But as always, there is a bit of a more detailed if not complex answer. In no particular order, there are several reasons for liquidity to shrink. First, as noted here in two different blog posts a few weeks ago, the typical mutual fund concludes its fiscal year on October 31. With the upheaval and the subsequent comeback of equities in 2009, many mutual funds (right or wrong) are willing to just let the clock run out this year after booking performance. Second, people are just flat-out tired. Speaking for me, after all the volatility of the last 12-18 months and not knowing what to expect combined with all of the busy work and preparation I employ to trade for a living, it has been a grueling stretch. Third, sadly, many people aren’t in the game anymore- the highest attrition typically occurs in November and December as traders who blew out their accounts simply try to salvage what they have and go home. Finally, it is the holiday season. During this time of the year, newsflow dramatically declines and with it the triggers for trading. People obviously tend to take vacations as well as the kiddies get off of school as the month progresses. So, realize that liquidity regardless of what happens will not be particularly high for the duration of the year and trade accordingly by focusing on the opportunities available and shrinking your share size accordingly in line with the widening bid-ask spreads.

Markets in Asia were down about 1.3% on average overnight. Markets in Europe were stronger as Wall Street’s losses were already factored in with most bourses hovering just above the unchanged demarcation line right now. Oil is bouncing back about 1%, gold is flat, and the dollar is slightly weaker across the board. All of this adds up to small gains for equity futures. With paltry newsflow and a disgusting day outside, look for relatively slow trade. Big cap tech and financials are notably strong this morning so look for a slight bid to remain under the surface most of the day, but it will be a ploddy difficult day to trade barring an unforeseen event.

Watch list:
12092009Eriklist.zip

Reiterating-
If the whole story is not there -If something is good, assume either a short thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified.If something is bad, assume either a buy thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified-

Good- The following stocks have good news and/or a strong technical pattern

RUE- decent earnings

DPS- signed major licensing agreement with PEP

CMTL- good earnings

EFJI- will receive some money from the IRS as part of a multi-firm agreement by the government agency in buying products

UPS- featured on “Mad Money” last night

PEB- priced 17.5 million share IPO at 20

ECA- announced up to 35 million share buyback and upgraded at TD

HITK- great earnings

COO- earnings came in-line with estimates

RMBS- reached deal with EU over memory chip royalty rates

AVNR- positive phase III data

Bad-The following stocks have bad news and/or a weak technical pattern

TXN- lukewarm earnings guidance

NCS- poor earnings

SAI- poor earnings

MW- terrible earnings

RWC- island reversal in closing near a low

CKR- poor earnings

IPSU- closed near a low on poor earnings

SVU- closed near a low in a sympathy move with KR

CYD- reversed from yearly high in closing near day’s low

DDE- closed near a low








Earnings:

WED DEC 9 BEFORE

JTX

WED DEC 9 AFTER

PLL



Good luck today.
Epiphany Trading, LLC
http://www.epiphanytrading.com/
Erik R. Kolodny- Chief Markets Strategist
Brendan P. Byrne- President
Joseph R. McCandless- Managing Partner
D. Timothy Seaquist- Managing Partner

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