Kudos to MMs

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

  1. nitro and Tyler Durden found dead due to mutually inflicted gunshot wounds to their wallets. Bullets went thru the wallets and into their asses.
     
    #3621     Sep 15, 2011
  2. What do you think of an answer like: "Few points above yours"?
     
    #3622     Sep 15, 2011
  3. he's gonna feel the pain if we close over 1220. Nitro is hard to figure, I like the idea of FAIR VALUE but this thread is all over the place. :eek:
     
    #3623     Sep 15, 2011
  4. Maverick74

    Maverick74

    Well, what I don't understand and I would love to ask Nitro why he went from trading ATM options with pretty tights stops to futures with no stops. I mean he did a complete 180 and never really explained why. At least with the options he could in theory let his positions run against him, but even then he got out with small losses. Now he is holding straight futures and no mention of a stop. Why? I think the spoos could easily trade to 1250 on this rally before rolling over. Is he just going to keep selling all the way up? Why even have a FV system if all you are doing is martingaling?
     
    #3624     Sep 15, 2011
  5. I seem to recall a story recently about a UBS punk that went a martingaling last month.... probably more than one lots but it didn't work out for him... Anyway the blowout of that position likely made the low tick. Amazing how that works.
     
    #3625     Sep 15, 2011
  6. noddyboy

    noddyboy


    Not true...he started the thread in 2008. Lots of data to backtest.
     
    #3626     Sep 16, 2011
  7. Pekelo

    Pekelo

    I like the idea of FAIR VALUE

    I also like ideas like anti-gravity, forever young and time machine, but I don't actively wasting time and money on discovering/developing them....
     
    #3627     Sep 16, 2011
  8. nitro

    nitro

    Calibrated FV, 1046.67. FV, 1190.40. Mid 1118.53.

    Model is definitely saying this is going lower and the lift we have seen is temporary. Standing offer 1220 SPX to add to shorts.
     
    #3628     Sep 16, 2011
  9. nitro

    nitro

    The problem is that FV has gone through several iterations as I understand more. I agree though, that there is data there. I have kept results since I started, but that is not the same thing as back testing since I don't store the inputs to the model (they have grown several times). I need to start doing that since I believe this version is extremely close to the end.
     
    #3629     Sep 16, 2011
  10. Maverick74

    Maverick74

    So no stops at all on this position?

    Nitro....is 1175 your current cost basis?

    I'm asking serious questions. It's hard to follow this thread without knowing this information.
     
    #3630     Sep 16, 2011