Black Monday

Discussion in 'Trading' started by bond_trad3r_II, Jun 28, 2015.

  1. lol, the world is a little larger than the US of America ;-)

    I hope you are not honestly suggesting any of the moves in s&P overnight (US time zone) are caused by US traders. s&p overnight has always been almost 100% correlated with moves in Asian indexes during the Asian time zone and with European ones early in the European trading session...

     
    #81     Jun 28, 2015
  2. samuel11

    samuel11

    I’m curious to read more about this. Anything to share on that subject?
     
    #82     Jun 28, 2015
  3. share what? All I said is that its ludicrous to suggest there are some punters in the US that buy dips and move s&p. Not even the dumbest fund (institutional player) is buying this dip just yet. The only idiots are small time players that will most likely get burned. It may work out once, twice, but at some point they will blow out. No fund that takes its fiduciary duty seriously would buy into this sell off in serious size in light of a potential looming disaster in Greece. But hey, a whole multi billion currency fund imploded exactly because its CEO thought he is smarter than the whole market.

     
    #83     Jun 28, 2015
  4. samuel11

    samuel11

    A research that supports your “100% correlated” number.
     
    #84     Jun 28, 2015
  5. S2007S

    S2007S

    Nikkei off a solid 2%
    A 2% off our markets would be possible but they are already floating the futures higher by the half hour
     
    #85     Jun 28, 2015
  6. samuel11

    samuel11

    VIX futures are still rising.
     
    #86     Jun 28, 2015
  7. you dont need "research" you need to "do" research. Grab a time series of intra day bars of Nikkei or even better build a quick baset between Nikkei, Kospi, Hang Seng (you can equally weigh) and derive the correlation between the returns of this basket and the returns of the ES futures returns. You will see that during the Asian time zone the correlation is incredibly high. Maybe not 100% but most often above 90%. As you can see my comment I am specifically talking about intraday moves in the Asian trading session.

     
    #87     Jun 28, 2015
  8. samuel11

    samuel11

    I’ve done it. And your numbers are bs. Try again! :D
     
    #88     Jun 28, 2015
  9. what time does pre market start 4am est?
     
    #89     Jun 28, 2015
  10. you have done it? In 7 minutes? Can you please show your work? Because I think with almost absolute certainty that you are talking out of your ass. Dude, I wasted my time to walk you through the calculation. Do you have to be an asshole and waste others' time? If you have no interest in learning then why don't you just say so? But I am willing to bet my life that you did not download several intraday time series, create a weighted basket, calculated returns and derived the return calculation in 7 minutes.

     
    #90     Jun 28, 2015