Don's openings and more for 2005

Discussion in 'Journals' started by Don Bright, Jan 3, 2005.

  1. Only one day of fills last week due to technical problems and getting shut out, ended up down $269 due to GM on Wednesday. Sure Ford warned, but I figured it was like beating the proverbial dead horse for these domestic automakers. Who is expecting any good news?

    1 long fill today, +168.50
     
    #721     Jun 27, 2005
  2. 3 short, 1 long, 2 wins but 2 losses hosed what would have been a decent day, -95 after commission.

    IBM shook me out - see the low of the day at 73.50? That's me with a few other poor bastards. Pour your sympathy upon me...
     
    #722     Jun 28, 2005
  3. 4 fills / basically a push

    i was working baskets ....fat fingered...went to correct and added to wrong way trade...oh shit!!!...covered screw up....120,000 shares... p&l after commission 63.00....

    i would rather be lucky than smart any day...

    i think i got a few more grey hairs today...:p
     
    #723     Jun 28, 2005
  4. Has anyone looked into fading failures of the OO pattern. I was looking at some NYSE charts today and noticed many that showed the OO pattern but there were also some that showed a failure of the pattern (Or at least my (mis)understanding of it.)

    Specifically, I noted that on a 2 minute chart of stocks that showed a significant overnight jump in price of 2% or more that many fell from the opening price as expected by the OO but some did not fall. Those that failed usually went up quite a bit during the day.

    I know this is pretty non quantitative but was wondering if anyone else has looked into making money off failures of the OO.

    TIA,

    DS
     
    #724     Jun 28, 2005
  5. dougcs

    are you saying to stay out of the opening and then jumping in as they reverse....

    is this to avoid the oo draw down....

    i am not sure what you are asking...

    i have seen that too...that they trend troughout the day...
     
    #725     Jun 28, 2005
  6. I'm not quite sure what I'm saying; mainly looking for anyone who has looked into trading OO failures. Just visually inspecting a few dozen charts today, I saw many the exhibited what I understand to be OO behaivoir. That is the stock opens significantly higher than the previous days close and there is a pullback in the first minutes of trading. I'm assuming this pullback is the place where OO traders get their profit.

    However in a number of charts, I observed that there was essentially no pullback from the open and in these cases the stocks showed significant price increases during the day and never went below the open of the day. So, I was asking if anyone has looked into the profit potential of what I am calling a failure of the OO pattern.

    DS
     
    #726     Jun 28, 2005
  7. 1 short fill, for a whopping 52.50.

    Alas, better than the proverbial "sharp stick in the eye".:cool:
     
    #727     Jun 29, 2005
  8. Jachyra

    Jachyra

    Could some of you OO guys tell me what you have found to be the most reliable source for getting fair value. I had been getting it from programtrading.com but am a little concerned about the fact that it is never the same as the value reported on indexarb.com. Any thoughts?
     
    #728     Jun 29, 2005
  9. How much is the calculation off by? The difference between program trading and index arb?
     
    #729     Jun 29, 2005
  10. Jachyra

    Jachyra

    Not much.... For 6/30/05 indexarb is reporting 4.29 and programtrading is reporting 4.31....do you think it is enough to really make a difference, and if not, which one should I typically lean towards using....the higher number or the lower number?
     
    #730     Jun 29, 2005