Kudos to MMs

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

  1. nitro

    nitro

    03/15/2012 09:16:06 OFV = 1398.87 Buy to Open at 1394.75 Spread = 3
    03/15/2012 09:17:18 OFV = 1389.54 Sell to Close SPX at 1396.27 Spread = 3
    03/15/2012 09:19:06 OFV = 1389.58 Sell to Open at 1397.47 Spread = 3
    03/15/2012 09:20:18 OFV = 1399.59 Buy to Close SPX at 1397.71 Spread = 3
    03/15/2012 09:25:49 OFV = 1400.36 Buy to Open at 1397.32 Spread = 3
     
    #4561     Mar 15, 2012
  2. nitro

    nitro

    03/15/2012 10:31:35 OFV = -1017.82 Sell to Close SPX at 1397.95
    03/15/2012 10:42:22 OFV = 1400.132 Buy to Open at 1397.12 Spread = 3
     
    #4562     Mar 15, 2012
  3. nitro

    nitro

    03/15/2012 11:23:14 OFV = 1401.54 Sell to Close SPX at 1401.27 Spread = 3
    03/15/2012 11:40:14 OFV = 1407.56 Buy to Open at 1401.04 Spread = 3

    That jump from 1401.54 to 1407.56 is suspicious. But bad data is part of trading. I need to add data redundancy.
     
    #4563     Mar 15, 2012
  4. nitro

    nitro

    03/15/2012 13:00:30 OFV = -1022.74 Sell to Close SPX at 1399.59
     
    #4564     Mar 15, 2012
  5. nitro

    nitro

    03/16/2012 08:55:25 OFV = 1406.87 Buy to Open at 1403.65 Spread = 3
    03/16/2012 09:12:04 OFV = 1402.93 Sell to Close SPX at 1402.97 Spread = 3
    03/16/2012 09:23:33 OFV = 1405.62 Buy to Open at 1402.01 Spread = 3
    03/16/2012 09:27:46 OFV = 1402.69 Sell to Close SPX at 1402.56 Spread = 3
    03/16/2012 09:47:11 OFV = 1396.20 Sell to Open at 1404.57 Spread = 3
    03/16/2012 10:31:30 OFV = -1033.5 Buy to Close SPX at 1403.76
    03/16/2012 10:59:39 OFV = 1401.51 Sell to Open at 1404.96 Spread = 3
    03/16/2012 11:49:39 OFV = 1405.06 Buy to Close SPX at 1405.36 Spread = 3
    03/16/2012 14:12:47 OFV = 1406.72 Buy to Open at 1403.59 Spread = 3
    03/16/2012 15:00:22 OFV = 1418.65 Sell to Close SPX at 1403.65
     
    #4565     Mar 16, 2012
  6. Nine_Ender

    Nine_Ender

    What's the point of all these losing trades ?
     
    #4566     Mar 16, 2012
  7. Nine_Ender

    Nine_Ender

    How much money would that represent ? What kind of margin requirement must Nitro have to hold this position indefinately ?
     
    #4567     Mar 16, 2012
  8. noddyboy

    noddyboy

    Nitro stopped posting today, so the top must be near!
    :D
     
    #4568     Mar 19, 2012
  9. nitro

    nitro

    03/19/2012 08:57:28 OFV = 1409.65 Buy to Open at 1406.65 Spread = 3
    03/19/2012 10:31:06 OFV = 1.79769313486232E+308 Sell to Close SPX at 1406.42
     
    #4569     Mar 19, 2012
  10. noddyboy

    noddyboy

    Oh dear...just when I thought the top is near.

    Anyway, the model has no credibility. Selling because OFV got as BIG as the universe makes little sense.

    :D
     
    #4570     Mar 19, 2012