FV 1207.68. SPX 1,222.30. S 1222.30 SPX (Sim). Edge > 14. So short ES intraday at 1217.75 ES, and short swing at 1222.30 SPX.
http://www.bls.gov/news.release/empsit.nr0.htm My instincts about this was right, but the market doesn't care - it thinks QE(infinity) is...
Projected FV if we opened now tomorrow: 1210.72. All fields added. This is all I know.
S ES 1217.75
Out ESZ0 1218, -21. Now red on daytrades, about -9.
See the post directly above this one. FV is just NFV(2) with the final field added. In effect, FV = NFV(3).
NFV 1104.35. NFV(1) 1166.83. NFV(2) 1202.45. SPX 1,216.97. Approximating what NFV(2) would read today when the new field is added, it would be...
I know what the final field is and I will be adding it tonight. I can't believe my eyes, but there it is, a complex number, the SQRT(-1) = i, has...
NFV 1104.96. NFV(1) 1164.17. NFV(2) 1199.78. SPX 1216.77.
BTW, a simple way perhaps to quantify a strongly trending market is, a market that in a period of say n number of days, does not have an x%...
NFV gets caught on the wrong end of very strong trends. It can probably deal with even strong trends just fine, i.e., those that have _some_...
Ok, then I can't input that into a computer, so it does me no good in the context of a 100% systemic system. We have talked about this in the...
Is there a way to mathematically state that? I can enter easily at any point in ES to the tune of several hundred contracts on the tightest...
I did not see that comment. It is not down anywhere near 400 handles since its inception. It is down hard since I started shoring at 1089, and...
Well that is on purpose. This is not for you or anyone else. This is for me. It is a catalog of my trials and tribulations...
Who says it is one lot? It averages into a position in and out and has anywhere from 1 lot in the market to several, dynamically updating as the...
Who says my model is not based on fundamentals? Where on this thread on NFV do you see a chart?
I do not deny your experience. I do know that many large funds trade strictly on these numbers. Why? That would be false if the parameters are...
Depends whether the trader is a macro or micro trader. Many quantitative funds "trade" on exactly these numbers. The provision for the day...
I am trying to decide whether NAZ at 5000 or Gold here is a bigger pile of shit. Nah, Pets.com was infinitely worse, I think. Just think, you...
Separate names with a comma.