Kudos to MMs

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

  1. dont

    dont

    Classic :D
     
    #1401     Apr 24, 2010
  2. nitro

    nitro

    "NFV" 1187.62
     
    #1402     Apr 26, 2010
  3. nitro

    nitro

    "NFV" 1182
     
    #1403     Apr 27, 2010
  4. nitro

    nitro

    "NFV" has corrected to 1170.37.SPX at 1,193.88.

    I don't know why the large divergences are always such that NFV is below SPX. Once they diverge, it seems very hard to get them within a few handles again.

    One thing is clear though, NFV is some sort of eigenvector/eigenvalue of SPX, even when they diverge. The phase between them stays the same, it is only the magnitude that is divergent. I know that I am very close to having a highly accurate description of the forces that move SPX.

    If we think in energy/momentum space instead of position/time space (they are equivalent), it may be more rewarding.
     
    #1404     Apr 27, 2010
  5. what was NFV EOD? thanks
     
    #1405     Apr 27, 2010
  6. nitro

    nitro

    ~1170
     
    #1406     Apr 27, 2010
  7. nitro

    nitro

    "NFV" ~1181. NFV has converged with the SPX as it closed yesterday, but spooz are strong premarket so the divergence is still about 10.

    SPX converged towards NFV this time.
     
    #1407     Apr 28, 2010
  8. nitro

    nitro

    FOMC decision at 1:15 CT. In theory, there is about 10 delta of an interest rate hike. In practice, it is zero delta given that the FED sees no inflation and we still have exceptionally high unemployment.

    But be prepared for a language change, imo. Spooz will rise into the announcement, that may be an opportunity if you have the stomach to short it. A ratio straddle that leans short is most prudent.
     
    #1408     Apr 28, 2010
  9. nitro

    nitro

    FED changes little in language, although it is obviously more upbeat.

    "NFV" 1180.87. SPX 1194.47.
     
    #1409     Apr 28, 2010
  10. nitro

    nitro

    "NFV" at 3:00 CT = 1184.69. SPX goes out at 1191.36.

    Large convergence between yesterday and today.
     
    #1410     Apr 28, 2010