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What are you trying to accomplish? Why not just look at real time pct change?

Your post started well and then got weird. Are you serious? Also re: options — if you’re an option trader then you must be delta neutral. An options trader is someone who is seeking to be compensated from the risks in holding an option contract. That is different than an equity investor who...

What you describe as “fundamentals” is not fundamentals. A fundamental index trader would be using something like the fed model to determine the relative valuation of stocks to bonds, and trading based upon those signals. Another example would be forecast erp, and variance in erp, to define...

If you analyze volatility you’ll notice that it tends to clump. Periods of high volatility, and periods of low volatility. That’s why it’s important for traders to be informed and not just look at a lagging indicator, aka “price”.

You’re right. There’s no edge in technical analysis. I’m honestly confused as to why so many people use it — a lot of those indicators were developed in the 70s-90s. There are much better ways to trade now, but for some people, trading is all about the “experience” (point and click on a chart)...

I’d recommend reading Ernie Chan. He published a great book on trading futures and is considered one of the pioneers of using data analytics applied to trend following intraday, at least in the hedge fund world.

I’d say yes normally, except for 2016. But I think part of that was sunk cost fallacy — reps were forced to stand by their man, despite being an obvious poor choice. Here’s to hoping for mean reversion of polarization...

Standard deviation lol. Literally.

Let’s hope the entire generation of old politicians move on for younger & more pragmatic people to take their place.

Yes, the changes in bid/ask as you are completing your order.

You went from smart to political real-quick. Dem sweep leads to the greatest economic outcome. The best results would be dem sweep in 2020, and republicans controlling the senate in 2022.

Okay that’s fair. 1. Global macro is a strategy uses economic signals to generate trade ideas. The signals are not derived from simple price trends but have to be considered within the context of an underlying theory, which makes it time consuming. Signal is more like a trigger, which then...

You can message me and I’ll send you my LinkedIn.

What are you, the king goblin of this forum lol? I don’t trade your silly “1 tick candle breakout” ideas. I said in my original post that I run global macro and long/short equity. If you’re not familiar with global macro and the level of research required to run a global macro strategy, then ask...

Trump does not understand economics, but that's not why he's president, lol.

That's just basic macro. Higher rates lead to a higher demand for dollar denominated assets, and shift risk preference from higher to lower.

I'm not asking for IP and I can pretty much guarantee that 99% of users here do not have an edge or have a strong grasp of market fundamentals & dynamics. I'm pretty much offering an unpaid internship.

Hi Dave, Great post. Wondering why you're doing 5m mean reversion? Lots of CTAs (hedge funds that trade futures) switch between momentum and mean reversion by filtering and comparing vs. volatility and the premium between the cash index and the future contract.

you are strange.

Nope. Fed already said it'll pin rates low to get average inflation up. With that being said, real rates should tick up, and infact, breakevens have moved up. There is an expectation that it won't lead to a change in nominal yields on the short-end, though. A popular trade on wall street right...