Gotta love ZERO RISK in the SP500 = $$$

Discussion in 'Trading' started by makloda, Jan 27, 2007.

  1. romik

    romik

    Depends whether this is at game over stage, if it is, then I wouldn't be that concerned honing those trading skills, but if there is a way out, some sort of reset... Even If there was, China/Russia wouldn't want the old Bretton Wood system and US wouldn't wish to give up it's world dominance. I sense we are all fucked this time.
     
    #11301     Oct 12, 2015
  2. i960

    i960

    Lots of bid size down there... you know what that usually means.

    TF looks ready to break that rising wedge after sideways the whole day. SPI, N225, and STW already in peace out mode - let's hope this continues.
     
    #11302     Oct 12, 2015
  3. Not really enough range for me to really start legging some put spreads (targeting Mar 2016) and far OTM, but well within reason if we are going to re-test that 2007-08 highs (1600 area)...Goal is to get a nice wide one about 50-100 pts wide at roughly 3-4 pts (maybe better depending on whether we get some range back)...and then I can just sit on that thing for awhile without a whole lot of decay (from more vol contraction)...for now just going to keep playing short term spreads on both sides of the market (legged still)...
     
    #11303     Oct 12, 2015
  4. i960

    i960

    Only thing that kinda bothers me is this seems much too obvious, feels like there's been no significant "fight." On the other hand, I do see a double top in NQ daily, but I don't see a "kill 'em all" stop run, and that's usually par for the course. The expectation has also generally been that we'll retest 2030-2040, but what if that isn't actually the case?

    Then again the 8/21-8/24 sell-party didn't exactly start with a big bang from what I remembered of it. Additionally, 6J (Yen) is strengthening.

    Also got long the VXV15/VXX15 spread.
     
    #11304     Oct 12, 2015
  5. It would make sense to gun that cash high from the FOMC meeting...or would one of those massive overnight gap higher (off of some more USDJPY horse trading do the trick)...this is why I wont f' with futures and only leg into spreads...there was a night last week where I went to bed and ES was down around 1968 only to open around 1985...
     
    #11305     Oct 12, 2015
  6. i960

    i960

    Sure is a lot of bid depth though and that usually means bargain hunters are in control until they stop seeing it as a bargain.
     
    #11306     Oct 12, 2015
  7. romik

    romik

    I have never figured out how to extract valuable info from the DOM, one second there are lots of orders on the bid, another second they disappear and not much reflection on price.
     
    #11307     Oct 12, 2015
  8. more pieces of the larger picture...consistent bad econ data out of china...London miners showing pre open weakness, japan indices getting back to weakness, general industry commodities falling again after decent bounce last week, oil falling again after decent bounce last week, suspicious large volatility in precious metals...looking like some double tops in US indices...2014

    yet still bid depth, still bargain buying (index propping) and monte rotations in us equities groups (Tesla diving yet REGN back at highs) which looks just like divergences in major indices

    still need to see real weakness in NQ
     
    Last edited: Oct 13, 2015
    #11308     Oct 13, 2015
  9. short es at 2004 st 2010

    london taking it down
     
    #11309     Oct 13, 2015
    i960 likes this.
  10. i960

    i960

    To clarify, what I meant by bid depth and bargain buying before usually means price moves towards aggregate size - and if the bid depth keeps remaining large it'll keep moving through it for the most part.

    As far as NQ, I see a *potential* double top:

    nq_20151013.png

    Getting short looks like the play to me.
     
    #11310     Oct 13, 2015