ES Journal Archive (2006 - 2008)

Discussion in 'Journals' started by Buy1Sell2, Mar 2, 2006.

Thread Status:
Not open for further replies.
  1. Max pain and other pinning theories are a dead-end. People will believe what they need to believe. I don't follow what "spring" you're referring to... this action has been anything but low stat-vol.
     
    #23671     Nov 13, 2007
  2. Here's a link to one of the <a href=http://www.hussmanfunds.com/wmc/wmc071112.htm>best financial articles I've read in a long time</a>, written by economist and fund manager John P. Hussman, Ph.D., who runs <a href=http://www.hussmanfunds.com/>the Hussman Strategic Growth Fund (HSGFX) and the Hussman Strategic Total Return Fund (HSTRX)</a>, both of which I own in my IRA (and did NOT liquidate at today's close, like I did most of my other holdings).

    Hussman makes a persuasive case for an imminent recession and a multi-year bear market. This article was written yesterday, prior to today's bounce, but actually forecasts the bounce and urges readers not to be deceived by it. Good reading.
     
    #23672     Nov 13, 2007
  3. volente_00

    volente_00


    That is because you don't understand how to use it as an edge. You think it is just coincidence that last week there were calls stacked huge at 152 and 153 on spy and we fell from near there and now if you look at the same open interest it has drastically declined. It is not 100% but close to 90% if you understand what is going on behind the scenes.
     
    #23673     Nov 13, 2007
  4. Like the edge expressed in your C2 account, that edge? Please, oh Swami, elucidate this edge for us ignorant peons.

    Coincidence? No. Take a look at the 20-period MA on SPY through the 7th of Nov. SPY spent a lot of time at 152... and a lot of puts were traded as well. We broke to the downside on the break of 150 on SPY. This is not obvious to you? Oh boy, what of the OI at the 150 strike!?

    What spring??

    Max-pain strategies came to be as a result of the spot-offsets related to reversal/conversion arbs and dynamic hedging of atm options into expiration. I've forgotten more about the phenomena than you'll ever know... and I know enough not to embarrass myself here and proffer it as "edge".
     
    #23674     Nov 13, 2007
  5. volente_00

    volente_00

    Those blind to the truth will never see. Let's hear your theory about why we went to 1440-1480 since you don't like mine even though I put it out there for you before the move.
     
    #23675     Nov 13, 2007
  6. All you need to know is that I was long the entire ride, as stated on this thread. 40k XLF and 75 ES.
     
    #23676     Nov 13, 2007
  7. volente_00

    volente_00

    Nice chase on that papertrade.
     
    #23677     Nov 13, 2007
  8. You show me your blotter and I will show you mine. Oh wait, going to zero in a C2 account is not technically a blotter, sorry.

    Do you remotely understand the mechanics of pinning? Or why it is no longer valid?
     
    #23678     Nov 13, 2007
  9. yeah, like today!:p
     
    #23679     Nov 13, 2007
  10. volente_00

    volente_00

    It's not about pinning !!!!

    Do you always trade with 30 point stops ?

    Don't remind me about how I ran 100k to 180k in less than 30 days trading 20 lots and then ran it back to 0 using 30 point stops like some on this board.
     
    #23680     Nov 13, 2007
Thread Status:
Not open for further replies.