Kudos to MMs

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

  1. nitro

    nitro

    FV 1180.21.
     
    #2481     Nov 17, 2010
  2. nitro

    nitro

    FV 1179.63. SPX 1,178.36.

    Obviously zero edge, but that doesn't mean it can't be traded. If you can tell what the underlying distribution governing the market at any given time, there is always an optimal strategy to trade it.

    L ES 1176.00
     
    #2482     Nov 17, 2010
  3. nitro

    nitro

    Exit 1178.50. + 2 1/2
     
    #2483     Nov 17, 2010
  4. nitro

    nitro

    S ES 1179.00
     
    #2484     Nov 17, 2010
  5. nitro

    nitro

    out 1179.75 -3/4.
     
    #2485     Nov 17, 2010
  6. nitro

    nitro

    FV 1180.22. SPX 1,181.61.

    This is now wound so tight that there is literally no edge, _and_ it
    doesn't make sense to trade the noise. However, imo odds on to short 1183 ish SPX.
     
    #2486     Nov 17, 2010
  7. patrice

    patrice

    bravo nitro
     
    #2487     Nov 17, 2010
  8. nitro

    nitro

    S 1181.25
     
    #2488     Nov 17, 2010
  9. could FV be projected 2 days ahead to help guess expr close?
     
    #2489     Nov 17, 2010
  10. nitro

    nitro

    No. It is not even clear I should use it overnight let alone a whole day in advance. So far my ON trades are a little +, but not clear if worth the ulcers.
     
    #2490     Nov 17, 2010