Kudos to MMs

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

  1. GTS

    GTS

    Glad to, I still have 3 units short - did I miss something?

    Code:
      Date    Action    Quant   Price     Position  Basis     Realized Gain/Loss
     2-Sep     Short     -1     1,089.00     -1     1,089.00     
     3-Sep     Short     -1     1,104.00     -2     1,096.50     
     9-Sep     Short     -1     1,107.00     -3     1,100.00     
    13-Sep     Short     -1     1,121.75     -4     1,105.44     
    15-Sep     Cover     +2     1,116.75     -2     1,105.44      (22.63)
    16-Sep     Cover     +1     1,118.00     -1     1,105.44      (12.56)
    17-Sep     Short     -1     1,133.00     -2     1,119.22     
    20-Sep     Short     -1     1,142.50     -3     1,126.98     
    23-Sep     Cover     +1     1,124.00     -2     1,126.98      2.98 
    24-Sep     Short     -1     1,140.68     -3     1,131.55     
    24-Sep     Short     -1     1,146.62     -4     1,135.31     
    28-Sep     Cover     +1     1,133.19     -3     1,135.31      2.12 
    
     
    #1951     Sep 28, 2010
  2. nitro

    nitro

    Thanks. No we are short three units. Did I say other wise? Oops...

    A useful column to add imo would be unrealized gain/loss.
     
    #1952     Sep 28, 2010
  3. GTS

    GTS

    Code:
    Date	        Action	Quant	 Price 	     Position	 Basis 	      Realized G/L   Unrealized G/L
    09/02/10	 Short 	-1	 1,089.00 	-1	 1,089.00 		
    09/03/10	 Short 	-1	 1,104.00 	-2	 1,096.50 		
    09/09/10	 Short 	-1	 1,107.00 	-3	 1,100.00 		
    09/13/10	 Short 	-1	 1,121.75 	-4	 1,105.44 		
    09/15/10	 Cover 	+2	 1,116.75 	-2	 1,105.44 	 (22.63)	
    09/16/10	 Cover 	+1	 1,118.00 	-1	 1,105.44 	 (12.56)	
    09/17/10	 Short 	-1	 1,133.00 	-2	 1,119.22 		
    09/20/10	 Short 	-1	 1,142.50 	-3	 1,126.98 		
    09/23/10	 Cover 	+1	 1,124.00 	-2	 1,126.98 	 2.98 	
    09/24/10	 Short 	-1	 1,140.68 	-3	 1,131.55 		
    09/24/10	 Short 	-1	 1,146.62 	-4	 1,135.31 		
    09/28/10	 Cover 	+1	 1,133.19 	-3	 1,135.31 	 2.12 	        6.37 
    
     
    #1953     Sep 28, 2010
  4. nitro

    nitro

    NFV 1112.15. ANFV 1150.47. SPX 1141.54.

    Nothing to do, just an update since this is a non-trivial move from the days first NFV number. It is far too early to tell, but when ANFV doesn't agree with NFV, it may signal that we should take "close" edges profit and not be stingy about a handle. On the other hand, when ANFV is moving in the same direction as NFV, maybe we should add units? Toooooo early, just some thoughts. The variations are almost infinite.
     
    #1954     Sep 28, 2010
  5. Could you perhaps elaborate a bit about ANFV and what makes it different? I'm loath to suddenly put confidence in it as far as trade decisions go without understanding it.
     
    #1955     Sep 28, 2010
  6. nitro

    nitro

    It simply adds another "field" to the equations. It is considerably more accurate than NFV, but that doesn't make it better than NFV. I strongly believe that everything in ANFV is critical to have - in fact there is perhaps one more input that I should have... The key is whether the market is keying off those inputs.

    As I suggested, continue to use NFV and keep an eye on ANFV out of the corner of your eye to see if it is predictive.
     
    #1956     Sep 28, 2010
  7. nitro

    nitro

    NFV 1111.15. ANFV 1150.14. SPX 1,145.05.

    Add short a "35" unit here.
     
    #1957     Sep 28, 2010
  8. GTS

    GTS

    Code:
    Date	        Action	Quant	 Price 	     Position	 Basis 	      Realized G/L   Unrealized G/L
    09/02/10	 Short 	-1	 1,089.00 	-1	 1,089.00 		
    09/03/10	 Short 	-1	 1,104.00 	-2	 1,096.50 		
    09/09/10	 Short 	-1	 1,107.00 	-3	 1,100.00 		
    09/13/10	 Short 	-1	 1,121.75 	-4	 1,105.44 		
    09/15/10	 Cover 	+2	 1,116.75 	-2	 1,105.44 	 (22.63)	
    09/16/10	 Cover 	+1	 1,118.00 	-1	 1,105.44 	 (12.56)	
    09/17/10	 Short 	-1	 1,133.00 	-2	 1,119.22 		
    09/20/10	 Short 	-1	 1,142.50 	-3	 1,126.98 		
    09/23/10	 Cover 	+1	 1,124.00 	-2	 1,126.98 	 2.98 	
    09/24/10	 Short 	-1	 1,140.68 	-3	 1,131.55 		
    09/24/10	 Short 	-1	 1,146.62 	-4	 1,135.31 		
    09/28/10	 Cover 	+1	 1,133.19 	-3	 1,135.31 	 2.12 	        6.37 
    09/28/10	 Short 	-1	 1,145.05 	-4	 1,137.75 	               (29.21)
     
    #1958     Sep 28, 2010
  9. nitro

    nitro

    NFV 1111.31. ANFV 1149.53.
     
    #1959     Sep 29, 2010
  10. nitro

    nitro

    NFV 0. ANFV 0.

    Sorry - that is wrong - data problems - please ignore
     
    #1960     Sep 30, 2010