Hi Dave, Great post. Wondering why you're doing 5m mean reversion? Lots of CTAs (hedge funds that trade futures) switch between momentum and mean...
you are strange.
Nope. Fed already said it'll pin rates low to get average inflation up. With that being said, real rates should tick up, and infact, breakevens...
AFAIK a lurker means you read without posting. You don't need an account to read elite trader. You need an account to post.
Vince -- great response. 1. I'm not 100% sure what you mean by "tractable" but the dictionary says "easily handled/managed" so I'll assume that's...
If you're trying to do HFT then you need to know how market microstructure works. That will tell you where the weakness is and how to exploit it....
Central banks are why MMT does not do a great job of explaining exchange rates. A theory is only as good as it is at predicting the movement of...
Is it possible to edit the original post? Wanted to tweak/clarify a few things. Mods?
Actually it depends where you are in terms of moneyness, hence why “time decay” is a misnomer. Probably came about due to all the fotm calls...
So if you look at candle by candle returns, what is the size of the opportunity? Like could you make 0.20%? What is the probability of success...
Prices accrete or erode as the probability of an event rises as you move forward in time. "time decay" is a misnomer.
Thanks for the answer. I meant specifically what are you trying to trade? Are you trading intra-day momentum? If so, have you analyzed the...
Why are you trading futures and what is your theory that describes your expected excess returns?
With your background in PE why the f*** would you be day trading? I would have thought you'd know all about risk premia...
what is your theory behind why lines on a chart will explain the price move of the stock?
Best way to see it is that as you move forward in time, the likelihood of an outcome increases or decreases. Options are priced probabilistically,...
Warren Buffet
- Algorithms/ AI trading - and how to catch them - use them- You need to understand that, by and large, algo orders are used by large traders to...
AFAIK, Dem Sweep = higher real rates + improving inflation. Overlay that on components of GDP and there are you trading ideas.
I don't see "master of the universe" on your list...:D
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