Two Years...Dow is south...Bigger picture pays

Discussion in 'Trading' started by kalzayani, Oct 13, 2005.


  1. QQQQ weekly...actuals will revolve around these

    so for November maybe a little under priced Now...but these will take a long time...GL
    7-Nov-05 38.51483206
    28-Nov-05 38.3596435
    19-Dec-05 38.19782337
    9-Jan-06 38.02931066
     
    #31     Oct 25, 2005
  2. Centroid
    From Wikipedia, the free encyclopedia.
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    Centroid of a triangleIn geometry, the centroid or barycenter of an object X in n-dimensional space is the intersection of all hyperplanes that divide X into two parts of equal moment about the hyperplane. Informally, it is the "average" of all points of X.

    In physics, the centroid can, under some circumstances, coincide with an object's center of mass and also with its center of gravity. In some cases this leads to the usage of those terms interchangeably. For a centroid to coincide with the center of mass, the object should have uniform density, or the matter's distribution through the object should have certain properties, such as symmetry. For a centroid to coincide with the center of gravity, the centroid must coincide with the object's center of mass and the object must be under the influence of a uniform gravitational field.

    A concave figure might have a centroid that is outside the figure itself. The centroid of a crescent, for example, lies somewhere in the central void.

    The centroid of a triangle is the point of intersection of its medians (the lines joining each vertex with the midpoint of the opposite side). This point is also the triangle's center of mass if the triangle is made from a uniform sheet of material. The centroid divides each of the medians in the ratio 2:1.

    The isogonal conjugate of a triangle's centroid is its symmedian point.

    [edit]
    Calculating Centroids
    The x value of a centroid of an object defined by a function f(x) is: .


    Its Centroid not centriod.


    I don't understand how you can use a physics formula for finding the center of an object for finding the fair value of a market. Do just use current prices? That isn't what fair value is. How do I add variability to this equation? How does the center of something equate to the fair value? What points do you use for your calculation (what prices do you use).

    Thanks

    5yr
     
    #32     Oct 25, 2005
  3. SP 500 Weekly Fair Values
    17-Oct-05 1203.915544
    7-Nov-05 1197.915666
    28-Nov-05 1191.563589
    19-Dec-05 1184.852047
    9-Jan-06 1177.773775

    I don't know maybe after x-mass would be Major selling
     
    #33     Oct 25, 2005
  4. The center of Gravity of Donut is right in the Hole...this is simliar stuff...it's not for perfection...Just for direction.
     
    #34     Oct 25, 2005
  5. Yes but for a donut you use the the shape, mass, inside and outside edges to find the center of gravity.

    My question is what parameters do you use to find the center of a market. If you use old prices you are constantly assuming the market will be range bound, if you make up prices what process do you go through to get these? I am not trying to rag on you, just interested in how you have come up with these numbers.
     
    #35     Oct 25, 2005
  6. Above 10,000 sell, below 10,000 buy.

    I know I'm still waiting. Thank God for fixed income, imagine no rate of return. Egad!
     
    #36     Oct 25, 2005
  7. I hear U man...
    anyways..I think as for sheer Low and High today
    10200 and 10450 is good for day trading
     
    #37     Oct 25, 2005
  8. Can't care less as long as it keeps wobbling around a bit.
     
    #38     Oct 25, 2005
  9. OK 5Year...Look
    I can't tell U the model I am using..."Not me" The boss is not letting me...
    but when the dow is below it's Fair Value it will try to hit it (Over Time)...in many cases goes above it.
    when it is below...
    use this
    Take a close (below the fair Value)
    Long at Close-Close^.5*1.02
    Keeping this orders in there with every diff close
    say close is 10,200
    then 10,200-(10,200^.5)*1.02
    where ^.5 is the root
    the revrse is true
    but use Close+Close^.5*1.02

    OK man?
    GL

    PT with Close-Close^.5*.695 for Long
    and for shorts
    PT with Close+Close^.5*.695

    Be Patient...it will works well

    Example
    Date Fair Value
    24-Oct-05 10212.33626
    25-Oct-05 10211.46705
    26-Oct-05 10210.59022
    27-Oct-05 10209.70572
    Closed Yesterday at
    10385 short =10488.94496 PT at=10455.82524 (Unless want to keep for More return)
    that PT is a very Conservitive one
    if Order no go and MKT closes Higher then Fair Value
    Do another order at New close
     
    #39     Oct 25, 2005
  10. Fair Values and Ranges for Now
    Range for Buy and Hold
    1.2118 EURUSD 1.2811 1.1425
    111.6255 USDJPY 119.0001 104.2509
    1.8013 GBPUSD 1.8836 1.7191
    1.3037 USDCHF 1.3971 1.2104
    1.5408 EURCHF 1.5851 1.4966
    0.7514 AUDUSD 0.7978 0.7050
    1.1940 USDCAD 1.2722 1.1158
    0.6924 NZDUSD 0.7306 0.6543
    0.6687 EURGBP 0.7022 0.6352
    133.7245 EURJPY 141.1498 126.2991
    199.5547 GBPJPY 209.8204 189.2890
    86.5457 CHFJPY 91.5358 81.5556
    2.3039 GBPCHF 2.4130 2.1947
    1.6141 EURAUD 1.7218 1.5065
    1.4247 EURCAD 1.5136 1.3358
    0.8840 AUDCAD 0.9316 0.8363
    83.0289 AUDJPY 88.0987 77.9591
    93.6150 CADJPY 99.3175 87.9125
    78.4674 NZDJPY 82.3592 74.5757
    2.3865 GBPAUD 2.5889 2.1842
    1.0582 AUDNZD 1.1104 1.0061
    479.8983 GOLD 492.7071 467.0895
    67.6484 Oil 74.4189 60.8779


    for 30 days from now

    same format

    1.1978 EURUSD 1.2672 1.1285
    112.6668 USDJPY 120.0414 105.2922
    1.7886 GBPUSD 1.8708 1.7063
    1.3228 USDCHF 1.4162 1.2295
    1.5377 EURCHF 1.5820 1.4934
    0.7455 AUDUSD 0.7919 0.6991
    1.1928 USDCAD 1.2710 1.1146
    0.6873 NZDUSD 0.7254 0.6492
    0.6648 EURGBP 0.6983 0.6313
    133.0688 EURJPY 140.4941 125.6435
    199.6329 GBPJPY 209.8986 189.3671
    86.2497 CHFJPY 91.2398 81.2596
    2.3121 GBPCHF 2.4213 2.2029
    1.6097 EURAUD 1.7173 1.5020
    1.3997 EURCAD 1.4887 1.3108
    0.8717 AUDCAD 0.9193 0.8241
    82.9209 AUDJPY 87.9906 77.8511
    94.5907 CADJPY 100.2932 88.8882
    78.9155 NZDJPY 82.8073 75.0237
    2.3846 GBPAUD 2.5869 2.1823
    1.0503 AUDNZD 1.1024 0.9981
    504.2391 GOLD 517.0479 491.4303
    70.6730 Oil 77.4435 63.9025


    GL all
    KaL
     
    #40     Oct 26, 2005