Search results

Maverick, an interesting thesis to be sure. It would help to see current versions of the more out of date charts you posted though I don't doubt what the trend has been--just curious where things stand now. The home ownership chart looks remarkably similar to a US workforce participation...

One interesting observation on the bets. While more money was piled on "Remain", more individual bets were placed on "Leave", at least at Ladbrokes. A rare instance of those placing the bets also being able to affect the outcome (by voting) so there was information content but it didn't fit...

Regarding question 5 from earlier, if we have to hold the assets for a year, how are we able to time our sale on Asset B?

Since I don't contribute much here, I'll try today. The game is not "fair". Given plenty of time and money to play, the downside provides a 10 point edge per 100 plays. Regarding the option: Assuming a binary monthly outcome of $90 or $110, the the one month option would be fairly priced...

So in automating this process, are you also able to fill in with back data and analyze historical number lines over longer periods of time? I assume you need to have a good data set of intraday prices--maybe as fine as 1 to 5 minute intervals--to account for the time confirmation? Thanks, John

What software do use for automation or did you write your own program? I ask since the discussion of "R" a few pages back has sent me back to "school". I certainly wish I had learned some programming a lot sooner. Thanks, John

By default, being on a trading floor requires specialization. Traders are in a pit trading a single product or set of products. They need to earn their spot in the pit and their share of the order flow. Specialization ends up being a truly beneficial byproduct of that focus. You are...

Hi Robert (or Mav), How is the Vol Index derived and utilized? Thanks, John

Hmm, maybe a good point.

Kind of a surprising statement for this thread. Regardless of the final print, 50bp would provide plenty of action for all. The knee jerks would be good and hard. I suspect the recent queasiness in the high yield space might make even the most ardent FED hawk think twice about 50.

Reminds me of "Goin' to da Show Wit' da Regular Guy". The background noise on the exchange ain't what it used to be.

Is the underground E-Book available for underground distribution?

Looks like thats a wrap. Thanks, Mav. I learned a lot.

Robert, maybe an ignorant question but what exactly is the "Monthly Reset" ? Thanks, John

Robert, you are doing interesting research. As you look at the history of your data, do the high numbers act as a reinforcement of the current trend or does it indicate a lopsided situation where a contrarian position becomes preferable? Thanks, John

Ditto. Happy New Year one and all. Now back to my lurking.

Great song-Awesome performance. Never mind trading, time to start a band! Mav, many thanks for the continuously generous knowledge sharing on this thread. Lots to work on.

I know I don't contribute much here but I find the thread very valuable and appreciate the lack of extraneous noise. With respect to separate threads, I do think you run the risk of fragmentation. While the thread has been active lately, there have been some pretty quiet stretches. I'm not...

Thanks, Maverick, for the insight and advice. I have been working through developing my own modifications. Of course, this leads to the need for an interpretation of the numbers I am generating since what will be meaningful in my system may not be very similar to the Fisher system or any...