Kudos to MMs

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

  1. GordonTheGekko

    GordonTheGekko Guest

    Is this another ES journal thread?
     
    #3801     Oct 10, 2011
  2. nitro

    nitro

    ES red premarket. It will be bought. Take quick profits if short (1172 if not slightly higher will be bought imo), and then pick your entries short higher. Build a cushion so that when the big short comes (if it comes), you can't be shaken from the position.
     
    #3802     Oct 11, 2011
  3. nitro

    nitro

    Calibrated FV, 873.12. FV, 1080.23. Mid, 976.67.
     
    #3803     Oct 11, 2011
  4. nitro

    nitro

    Don't short 1200. It is the disciplined entry, but 1220 seems unstoppable.
     
    #3804     Oct 11, 2011
  5. GTS

    GTS

    You're holding short positions from 1140 & 1172 but are convinced the market is going to 1220?

    I guess if the market goes down you will be right and if the market goes up you will also be right.

     
    #3805     Oct 11, 2011
  6. nitro

    nitro

    Only amateurs are interested in being "right". Professionals understand that it is a war and not a battle - they know what pieces to sacrifice to gain advantage. That markets are averaging mechanisms and our results are therefore averaged as well. All of this is well within the maintainability of risk of those averages. In a nine inning game, a batter gets an average of four at bats. Maintaining discipline on each step to the plate is imperative, no matter how many times you have struck out.

    Every tick the market goes up I lose money. The greatest learning happens at the intersection of contradictions, at the boundary at what you suspect, and what you know. Clearly, I understand (intuit) much more than the model, but can not quantify it, yet.
     
    #3806     Oct 11, 2011
  7. nitro

    nitro

    #3807     Oct 11, 2011
  8. nitro

    nitro

    Note to self: The multiple equilibria of SPX (or probably any market) is possibly equal to the genus of the "curve" in some n-dimensional hyper-complex space (manifold).

    http://en.wikipedia.org/wiki/Hypercomplex_manifold
    http://www.ams.org/notices/200906/rtx090600713p.pdf

    It is likely that the surface morphs continuously, and reduces and expands the number of holes. The higher the number of holes, the higher the number of equilibria, and hence the higher the VIX. This should relate to Boltzmans equation

    S = k ln W

    http://en.wikipedia.org/wiki/Boltzmann's_entropy_formula
     
    #3808     Oct 11, 2011
  9. OMG!
     
    #3809     Oct 11, 2011
  10. dax3k

    dax3k

    I've always admired the art of combining mathematics to the psychology of the markets. Afterall, history does repeat itself and if one could mathematcically model human psychology at two very significant emotional states .. fear & greed .. then one can develop an edge to trade these markets.

    Keep up the good work nitro, I believe you're on the right path.
     
    #3810     Oct 11, 2011