Kudos to MMs

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

  1. nitro

    nitro

    NFV 1077.62. SPX 1084.36.

    So we have close to short edge because 1077.62 - 1084.36 is close to being < -7. However, remember that 7 edge is only meant to be taken as an overnight trade (except for the very aggressive well capitalized traders), and the trade is put on very close to or in the AHs. So patience, nothing to do here.
     
    #1791     Sep 2, 2010
  2. ammo

    ammo

    thanks
     
    #1792     Sep 2, 2010
  3. nitro

    nitro

    NFV 1075.85. SPX 1,087.37. That is not "14" edge, so we stay disciplined and sit on hands. The odds of taking an overnight "7-edge" short trade here is 95%. And even getting 14 edge is probably 50:50.
     
    #1793     Sep 2, 2010
  4. nitro

    nitro

    NFV 1076.74. SPX 1,089.89. Close enough to 14 edge. Short here.
     
    #1794     Sep 2, 2010
  5. nitro

    nitro

    Where you take profits on the above trade depends if you entered as a "7" or "14" edge. If 7, then it is more art than science. You have to decide what constitutes reasonable profit for the risk taken, but it has to be done usually before 2:00 AM CT, otherwise you risk bounces from European market forces. Usually I say take +3.5 handles of profit per unit, but it really depends.

    If you took "14" which is what I did, then we have no choice - we only take profit on a cross back to "7" edge.
     
    #1795     Sep 2, 2010
  6. nitro, do you see NFV's value update after-hours (particularly if you wanted to trade ES overnight with an eye to NFV), or only when the US equity markets are trading?
     
    #1796     Sep 2, 2010
  7. nitro

    nitro

    During the day. That is why it is unlikely that I take "14" profit overnight, and also why 7 is art more than science.
     
    #1797     Sep 2, 2010
  8. nitro

    nitro

    NFV 1080.44. SPX 1098.86.

    18, but we got 24 edge for a little bit, where short a second unit.
     
    #1798     Sep 3, 2010
  9. nitro

    nitro

    Losing 9 handles on the "14", but up 6 on the "24".
     
    #1799     Sep 3, 2010
  10. nitro

    nitro

    An interesting idea is to use a sequence in the Fibonacci sequence to choose your units. So for example, say your chain of add points for short are 14->24->35->50->60->70, etc. Maybe choose units like this, 1,1,2,3,5,8. So at 14 edge, you are short one contract, at 24, another contract for a total of 2, at 35 two more contracts for a total of 4 and so on. Or, if you very aggressive, maybe start from 3,5,8,13 etc.

    Then you can prove some simple things about your b/e points, etc, suing elementary number theory.
     
    #1800     Sep 3, 2010