Odds Czar: Simple Biases in the Futures Markets 2007

Discussion in 'Journals' started by Art Collins, Dec 30, 2006.


  1. When you run a de-briefing of your results at the end of the day/week and you found that the 30-YR had a+4 long bias but effectively it traded short all the day (apart during the up spike on GDP headline release) , which considerations do you use to evaluate such a scenario vs. the actual result? I mean constructively, obviously!

    Thank you,
    Bernard
     
    #171     Apr 27, 2007
  2. "Annoyed" was the word you used in your post, which I quoted. Why you think it is strange that I also used it is beyond understanding.

    But your strange behavior continues.

    As you said, lets drop it. But you remain a strange puppy.
     
    #172     Apr 28, 2007
  3. rcanfiel: For heaven's sake man (or woman?) READ, repeat READ, your post of April 25, 07 - 9:44 PM.
     
    #173     Apr 30, 2007
  4. You remain a strange puppy
     
    #174     Apr 30, 2007
  5. Art's futures biases for May 1.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

    _____________________________________________

    The CzarCharts are projecting still further upside action in the bond complex for Tuesday.
     
    #175     Apr 30, 2007
  6. Art's futures biases for May 2.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

    _____________________________________________

    For Wednesday, the bullish majority in the indexes should rule. We just switched to the bearish timeframe for the month-of-year, which could mean a prolonged disappointment for the fund-playing legions. We're not quite there yet though. Ideally, Wednesday the 8th would be the day the cumulative calendar will biases turn positive. From there, it will be a matter of how the other indicators fall into line.
    There are still bull flashes across the bond complex, albeit less insistent than they have been the last couple days.
     
    #176     May 1, 2007
  7. Art,

    Are you willing to reply me about my post @ page 29?
    Thank you,
    Bernard
     
    #177     May 2, 2007
  8. Art's futures biases for May 2.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

    _____________________________________________

    For Thursday, the CzarCharts are proclaiming the indexes a dead wash. This dovetails with the fact that the market generally chops around the day after a big move. The signals are still a net buy for the bonds despite a contradictory 5-year either-or.
     
    #178     May 2, 2007
  9. Bernard 111 wrote

    When you run a de-briefing of your results at the end of the day/week and you found that the 30-YR had a+4 long bias but effectively it traded short all the day (apart during the up spike on GDP headline release) , which considerations do you use to evaluate such a scenario vs. the actual result? I mean constructively, obviously!

    Thank you,
    Bernard

    hi Bernard.
    I'm not sure i understand your question. if you mean how do i analyse the fact that the move was contrary to the projection, all i generally do is say "i guess that's one for the 'L' column."
    maybe you mean what is relevant in the overall profit/loss analyisis during testing. that's just a very primitive "if it closed in your direction, it's a profit, contrary, a loss" stat. i realize that doesn't reflect exact trading logistics such as when you had a bigger short opportunity all day even though the close was higher. though imperfect, i still consider it helpful to know whether a market wants to close higher or lower under given circumstances.
    hope i helped
     
    #179     May 2, 2007
  10. Hi Art,

    I'm trying to developing a more scenario-trading style with my bonds decisions switching away from scalping but it's not easy to develop such a new frame of mind. That's why I was interested to know how you evaluate ex-post the trading session a mkt that went down when the scenario was with bias +4. Thank you for your clarification.

    - B.
     
    #180     May 3, 2007