Kudos to MMs

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

  1. I tried pointing that out long ago, but mgmt thought I was out of line.

    guess not. my motto is never wrong, seldom in error. This guy is useless even if he gets it right, since there is zero accountability for anything he says.
     
    #3461     Aug 18, 2011
  2. Maverick74

    Maverick74

    Are you getting direct funding from the FED? Is this part of the FED's new stimulus program?
     
    #3462     Aug 18, 2011
  3. nitro

    nitro

    Calibrated FV 1189.59. Uncalibrated 1307.24

    :( :(
     
    #3463     Aug 18, 2011
  4. And what exactly is the plan as soon as SPX > ???????FV ?? Blow out all the options at a loss? Buy puts? Head to the unemployment line?
     
    #3464     Aug 18, 2011
  5. nitro

    nitro

    Added ES 1125.25. For the first time in a while, FV is moving higher with market moving lower. That is a pattern I have come to trust. FV [not calibrated] 1347.

    That said, it is opts ex Friday, so it may be rough going until late in the day, 1:30 ish CT or later. The obvious support point is 1120 ish.
     
    #3465     Aug 19, 2011
  6. nitro

    nitro

    "When the facts change, I change my mind. What do you do, sir?"
     
    #3466     Aug 19, 2011
  7. Were you not already long from something like 1200 and 1190? Are these positions still open?
     
    #3467     Aug 19, 2011
  8. nitro

    nitro

    Yep.
     
    #3468     Aug 19, 2011
  9. Ok, just wanted to make sure that you realize that your current return on margin for these positions is about -90%.
     
    #3469     Aug 19, 2011
  10. nitro

    nitro

    Almost every single position I have put on in this terrible selloff has shown a decent profit from the get go, only for it to go red. Other than saying that when VIX is high, we need to take profits at regular intervals based on some simple function of VIX, I have no theory as to what is correct.'

    The conclusion that I have come to is that,

    A) In quiet longer term Bull markets with a tame VIX ( < 23 ish), and long positions to take advantage of them, it pays to buy pullbacks against the short term trend.

    B) On the contrary, when markets speed up and go lower fast with a climbing VIX (> 23.5 ish) and you want to go long, fading and buying support (catch a falling knife) should only be done when those fast markets slow down, with a collapsing VIX, and only on crossovers from below (instead of having standing limit bids at support, have stop limit on crossovers). You can buy crossovers from below on a high VIX with a tight stop at the support.

    Those two simple rules would cover 90% or more of the correct experience required. Taking profits also has this asymmetry, but I am not sure what it is yet.
     
    #3470     Aug 19, 2011