dgmv-0.8

Hello folks – dgmv-0.8 is now finally deployed and should make its first public appearance today, if all goes well. Going forward, subscribers should receive a DGMV update along with DGM on a daily basis.

The DGMV update may lag DGM by a few moments due to the additional compute complexity. This area remains open to enhancements, as we'd like to perform even more computation cycles, yet still provide updates in a timely manner.

Along with DIX and GEX, DGMV consumes an additional variable "VCX", a measure of the VIX futures curve contango. We evaluated a few different implementations of VCX and we hope the current one will prove stable over time, but it's possible we might make changes in the future. Besides that, dgmv-0.8 incorporates a few smaller enhancements over dgm-0.7 (which we might implement there as well).

We think VCX adds significant predictive power and DGMV should prove superior; time will tell. We are also starting to think about steps to evolve the current "next-day move" prediction into a model capable of identifying larger inflection points in the market, suitable for longer-term swing trading. Stay tuned..

For time being, we're excited to have the first version of DGMV go live. It should be interesting to watch and compare the two models' performance; you can also expect additional statistics on this (soon). Whether we're going to maintain two separate models indefinitely is not certain, for now we'll be watching and monitoring.

Happy and successful trading everyone!

For any questions or feedback, please get in touch: support@dgmtrader.com (or just reply to this note)