Kudos to MMs

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

  1. Are you using it for trading decisions?
     
    #2821     Mar 10, 2011
  2. nitro

    nitro

    Not until I resolve the last issue that has been chronicled here. It _could_ be used now since the parameter inverted back correctly, and the tracking "error" is totally within historical norms, but hacking always leaves a bad taste in my mouth. I can hack, but I would rather get it right.
     
    #2822     Mar 10, 2011
  3. nitro

    nitro

    FWIW: SPX 1298.25. FV 1313.8.

    The model is lagging. :(
     
    #2823     Mar 10, 2011
  4. nitro

    nitro

    FWIW: SPX 1298.36. 1306.52.

    There was an error in todays FV numbers. Subtract about 9 and that is the proper value. I am in the process of automating this new feature so that I don't have to do this particular chore by hand, and it caused an error.
     
    #2824     Mar 10, 2011
  5. the dog ate my homework
     
    #2825     Mar 10, 2011
  6. dont

    dont


    Come on, this tiring
     
    #2826     Mar 10, 2011
  7. nitro

    nitro

    FWIW: SPX 1297.16. FV 1307.27.
     
    #2827     Mar 10, 2011
  8. ES just made lower lows. :confused:
     
    #2828     Mar 10, 2011
  9. Pekelo

    Pekelo

    So the long would have been 98 or so ES. Although the position fluctuated between -5 and +6, we are now again at -5, so I say this call also failed....

    Maybe you should introduce a -1 multiplier to make it work...
     
    #2829     Mar 10, 2011
  10. told ya, fade this guy. get rish
     
    #2830     Mar 10, 2011