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noddyboy
 

Registered: Nov 2001
Posts: 1394

 

02-24-12 03:50 PM


Quote from nitro:

02/24/2012 09:20:17 OFV = 1370.05 Buy to Open at 1367.04 Spread = 3



first order regression typically picks up most of the signal.
FV was wrong to begin with, but you expect second (OFV), third (POFV) order effects to be correct.

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GTS
 

Registered: Jun 2006
Posts: 2188

 

02-24-12 06:25 PM

With SPX at 1368

DateActionPriceUnitsPnL
Dec 20, 2011Sell to Open SPX1229.892-276
Jan 11, 2012Sell to Open SPX1288.601-79
Jan 25, 2012Sell to Open SPX1321.201-47

Unrealized losses : 402 points



Quote from nitro 02-21-12 10:09 AM:
I am convinced that SPX implodes sometime this week.


Another call for implosion, another week without it. You've called for it so many times that even if it eventually does implode the prediction will be meaningless.

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nitro
 

Registered: Sep 2001
Posts: 17950

 

02-24-12 10:58 PM

02/24/2012 10:31:27 OFV = -966.20 Sell to Close SPX at 1367.62
02/24/2012 10:57:00 OFV = 1371.47 Buy to Open at 1368.39 Spread = 3
02/24/2012 13:00:21 OFV = -967.84 Sell to Close SPX at 1366.93
02/24/2012 13:47:06 OFV = 1360.70 Sell to Open at 1364.47 Spread = 3
02/24/2012 15:00:04 OFV = 1363.28 Buy to Close SPX at 1365.78

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elovemer
 

Registered: Dec 2005
Posts: 2910

 

02-25-12 06:57 AM

..............

ew.gif
This has been downloaded 33 time(s).

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MADASINHATTER
 

Registered: Jun 2011
Posts: 103

 

02-27-12 12:53 PM

While nitro plays snakes and ladders with his simulator (mostly snakes),a classic rock song is playing in the background.

"this is a song of desperation"

Led Zeppelin (stairway to heaven)

There's a madman who's sure,
all that glitters is gold,
And he's buying a decimal to heaven,
And when he gets there he knows,
if the market is closed,
with a word he can get more....fair value
ooh ooh,
And he's buying a decimal to heaven....

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nitro
 

Registered: Sep 2001
Posts: 17950

 

02-27-12 03:00 PM

02/27/2012 08:56:51 OFV = 1360.29 Buy to Open at 1357.21 Spread = 3

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