Latest estimate turned weakly bullish at +2.2%~ for the coming few days. Attached is a recent window fit of the latest quantamental model. Actual...
Yeah, I got average Managed Money Long exposure of the past couple of weeks at about 557.4~ Obviously it's still easier to squeeze them than the...
So Lebanon yesterday, Malaysia today... Are states failing by alphabetical order?
if it helps any, here's the latest fair value estimate, at $63, derived with consensus forward earnings, from Morningstar.
I'm seeing a "trend line break" to the upside. Does it mean anything useful? Probably not.
if you re long vol, PnL will roughly average vega *( future realized vol - Implied you paid for), vice versa for shorts. delta hedging frequency...
wow, thanks for the post. I didn't even know this was happening.
Be nice to everyone you meet, because if you're liked, those around you might give you helpful ideas/information, stuff you don't learn from books.
It's possible but the hardest part about it is, that you'll most likely have to figure it out on your own. Even if you have a great mentor, who...
I used a simple multivariable regression, and matched all WASDE variables against following month average corn futures front month price, and...
Latest estimate is at -1.0%~ for the coming few days. Attached is a recent window fit of the latest quantamental model. Actual sample used is...
CGBs = Carribean Government Bonds?
is there a particular reason you like eurodollars than an outright bet on treasury futures?
How serious are you about "making it"? hahaha
Updated the predictive variable basket to include Real GDP, along with the FOMC projections for the expected change in RGDP in the coming...
Probably not intuition. I think when our formulas are proprietary and want to stay polite instead of outright "and I'm not gonna tell you how I...
that's pretty close to my estimate too, for this coming quarter or 2 at least.
oh yeah, thank you for the good point, I will definitely incorporate US Real GDP into it in the next iteration. I forgot to mention that I have...
Understood, and thanks for pointing it out. That's one of the main reasons I decided to use the 2nd month expiration futures instead of front month.
I'm gonna start seeing just how adequate, or WRONG, the pure quantitative approach can achieve, using supply/demand data as predictive variables....
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