Recent Content by McBet

  1. CL Redux

    I wonder if these are some sort of expiry imbalances - last expiry also caused max pain to CL call buyers. But the discount to Brent (at 22) went...
    Post by: McBet, Jun 14, 2011 in forum: Journals

  2. CL Redux

    Discount to Brent nearing 19... upper trendline... CL a bit oversold?
    Post by: McBet, Jun 10, 2011 in forum: Journals

  3. CL Redux

    Indeed it was as clear an example of technical trading controlling the market as that triple touch of the 6M trendline in ES last summer (around...
    Post by: McBet, May 18, 2011 in forum: Journals

  4. CL Redux

    Bot JUL11 104 call @1.64 after pit close. Will sell if CL drops below 94
    Post by: McBet, May 16, 2011 in forum: Journals

  5. CL Redux

    The euro has already corrected down to the middle of the range (1.2-1.6)... if it indeed goes down by 1/4 of its range more, then Rogers will come...
    Post by: McBet, May 15, 2011 in forum: Journals

  6. CL Redux

    These option trades were both premature and badly executed (wrong contract). I finally closed 4 lots on MAY 12 at 14:09.55 for a -0.10 loss per...
    Post by: McBet, May 13, 2011 in forum: Journals

  7. CL Redux

    Accumulation in CL started later today - they had to bring down the euro to the bottom of its channel (which is down in contrast to CL and ES)....
    Post by: McBet, May 13, 2011 in forum: Journals

  8. CL Redux

    Long 104 calls @ $1.0 avg. I think the 6m TL hs been defended
    Post by: McBet, May 11, 2011 in forum: Journals

  9. CL Redux

    Wouldn't use the official risk measures (such as VaR and SPAN) because they are cyclical and can only lead to deleveraging crashes. We should be...
    Post by: McBet, May 7, 2011 in forum: Journals

  10. ES Journal Archive (2011)

    It might have been the correlation trade with the euro (down again, but the previous top is just 1 cent away at 1.427) that triggered today's...
    Post by: McBet, May 6, 2011 in forum: Journals

  11. strategies research

    And if they don't create data mining bias themselves (by not using genetic algos and some such) and discover something useful during the first...
    Post by: McBet, May 4, 2011 in forum: Strategy Building

  12. Moving Stoploss to Break Even

    Yes, but how do you monetize psychological comfort? Isn't it just the same skewness preference that causes general public to buy lottery tickets?...
    Post by: McBet, Apr 22, 2011 in forum: Risk Management

  13. CL Redux

    As a matter of performance evaluation for the Big Short guys, they forecasted a 20% drop in crude oil on 12th of April (likely from the recent...
    Post by: McBet, Apr 13, 2011 in forum: Journals

  14. CL Redux

    And imagine that a sequence of two 4-point drops did not manage to tighten the Brent-WTI spread, which has negative unhedged delta (currently 15...
    Post by: McBet, Apr 12, 2011 in forum: Journals

  15. CL Redux

    Wait with shorting Brent until the pair gets really stretched, possibly to 20 (it already reached 16 this year, previous historical top being 12)....
    Post by: McBet, Apr 6, 2011 in forum: Journals