Rosebud

Discussion in 'Journals' started by nitro, May 11, 2015.

  1. nitro

    nitro

    added 1 unit short CL at 60.50. Ratio OVX/CL 1:1
     
    #41     May 29, 2015
  2. nitro

    nitro

    CL "FV" ~56.25

    Seems like I blinked and wham $2 more of "FV" edge was added.
     
    #42     May 29, 2015
  3. nitro

    nitro

    Holding all positions:

    1. Lumber has a decent profit, but target is below here still.
    2. Silver tried to run up today, only to be sent back to close to unch.
    3. CL model(s) (yes plural) every single one of them below the current price of CL, with the main trading model giving a "FV" of 55.75
    4. OVX is a mystery and it is trading somewhat strangely. No question though, people are bidding up vola, probably expecting a move here soon. Model says way overvalued.
     
    Last edited: Jun 1, 2015
    #43     Jun 1, 2015
  4. nitro

    nitro

  5. nitro

    nitro

    China to allocate 34 million barrels of storage for 1st crude futures contract

    http://www.platts.com/latest-news/o...locate-34-million-barrels-of-storage-26106879

    This could be very bearish for the dollar, although not in the short term. Therefore it could be very bullish for oil, and other commodities as well such as gold and silver. The idea is probably to slowly move away from dollar denominated oil. Would not be surprised if Russia is behind the scenes in on this.

    As I stated elsewhere, this is probably a national security issue for the US, and in order to keep the dollar competitive without totally imploding, higher rates may be accelerated at the FED.

    The repercussions are non-trivial. This has a "Shadow Recruit" feel to it:

     
    Last edited: Jun 2, 2015
    #45     Jun 2, 2015
  6. nitro

    nitro

    CL "FV" ~56.15
     
    #46     Jun 4, 2015
  7. nitro

    nitro

    Long 1 unit BC 61.90. BC/CL spread statistically favorable.
     
    #47     Jun 5, 2015
  8. nitro

    nitro

    Out BC 63.06 + 1.16
     
    #48     Jun 5, 2015
  9. nitro

    nitro

    I fear that there is something wrong with the Silver model. The way the model and the way the real silver prices are trading seem to have almost nothing to do with each other. In my models, I hope to at least get the sign right.

    I am pretty sure what the problem is, but I am not sure how to fix it which is somewhat counter intuitive.
     
    #49     Jun 5, 2015
  10. nitro

    nitro

    Out silver 15.92, -.83 I am very close to understanding the problem, and it is relatively minor.
     
    #50     Jun 8, 2015