Kudos to MMs

Discussion in 'Chit Chat' started by nitro, Oct 23, 2008.

  1. dont

    dont

    Paranoia?
     
    #1241     Mar 9, 2010
  2. nitro

    nitro

    huh
     
    #1242     Mar 9, 2010
  3. nitro

    nitro

    This seller(s) is exactly the same buyer that was driving prices higher late last week, the "anticipators", now selling to the sheep mutual funds. Beeeaahh, you have such big ears, beeeeah, you have such nice teeth, beeeah.

    These people are so monumentally stupid it drives me friggin crazy. I got to give kudos to the buyers that play these mutual funds like a fiddle though, he got it right, even though it cost _me_.
     
    #1243     Mar 9, 2010
  4. nitro

    nitro

    "FV" ~865
    "NFV" ~1050
     
    #1244     Mar 10, 2010
  5. nitro

    nitro

    The 2 CT hour may bring some selling. Very unclear, imo.

    But if it happens, if you are long you will need to react quick, and if you want to get short, ditto.
     
    #1245     Mar 10, 2010
  6. nitro

    nitro

    No selloff to speak of so far, but it ain't over until the fat lady sings.

    There are large divergences building between the indices DIA, SPX, and NDX (ER2, MDY etc are too small to matter but may be where value lies here). It cannot continue forever.

    The play appears to be that the dollar will continue to strengthen short term (hence weak DIA) but that IRs will remain low, hence strong NDX. SPX is probably being taken along for a ride and would be unch'ed or red were it not for NQ.
     
    #1246     Mar 10, 2010
  7. nitro

    nitro

    VIX is being bid up very carefully so as not to draw attention, but percent wise it is VXN that is surprising.

    If you believe institutions lead themselves, this sells off tomorrow or Friday.

    But it is wrong to trade what you think. Wait for it to go red first.
     
    #1247     Mar 10, 2010
  8. surprising relative to % gain for NDX?
     
    #1248     Mar 10, 2010
  9. nitro

    nitro

    Ja.
     
    #1249     Mar 10, 2010
  10. nitro

    nitro

    I am missing something in regards to my "FV" numbers. It is amazing (initially at least), but it appears as if the market re-calibrates (resets ?) itself ("FV") each day, even though today's number may contradict yesterdays! It is as if any notion of "FV" is not carried over from day to day, but is some superposition of both momentum of FV changes, and absolute level. It starts fresh and assumes that what we see _is_ FV. That sort of makes sense if you believe in EMH or some version of it.

    Either that, or my "FV" numbers are incomplete. I have been using this assumption and been trading ES like a fiddle, but with some sort of intuition of the superposition of what I calculate it to be, and what the market says it is. I am not sure this is more than just acknowledging that momentum plays a role intraday, and there is a general attractor whose value is also respected.

    So instead of just using the absolute level, look at the change from yesterday's level to today, and it will give you a bias which you can use to trade them, albeit with some intuition that I have, but I have not made it conscious.

    "How often have I said to you that when you have eliminated the impossible, whatever remains, however improbable, must be the truth?" - Sherlock Holmes.
     
    #1250     Mar 10, 2010