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Buy Monday, Buy Friday. Sell Tues-Thurs.

Lehman induced shock took us from 1200>800 in two weeks. The Lehman shock (as well as systemic risk) is now absorbed. Now the market bleeds higher to 1200 at least while everyone begs for a correction constantly. Look at treasury yields, econometric analysis of employment indicators...

I rigged with Excel API and Interactivebrokers TWS a spreadsheet that shows all of the values (yield, duration, etc.) for the whole cash bond complex in a series in real time. TNX is pretty good for 10 year cash, btw. TYX for 30... FVX 5.. It is live.

What lack of excess leverage are you talking about? FHA loans let you put down practically nothing. The government subsidizes that. Fannie mae rates are at 4.4%. And last I checked, PPIP, TALF, etc. all provide additional leverage. There's plenty of credit and leverage to go around.

Exactly. I have a good friend who coded MPEG4 and JPEG encoders from scratch in assembly language while just out of school... And my simple mind has enough challenge handling rudimentary arrays and simple functions on them (with my little trading systems). Hmmm,... He went to Princeton and...

Not participating right now, whereas my long bond hedge is falling apart.

Forget mark to market, lets talk PPIP. PPIP is in the works, and under PPIP all of these bank assets are worth par. Stress tests are a decoy from the media.

bump. i've been sitting on this short 1.65 long 1.22 trade for a month now. Not bad if GM goes to zero soon.

New York is such a joke. $5700-$10000 rent for a decent middle class apartment in a nice area of manhattan.... It amazes me why people even bother ... Guess it was a function of wall street being able to arbitrage inefficiency and stupidity out of the rest of the world.

It is all statistics. You could ask the same question about weekly performance expectations. Just increase leverage and flip a coin. The problem with your question is that you can superimpose performance on any timeframe, and realize it is always comparing apples to oranges. I can double...

Fractional reserve credit systems depend on asymmetric asset price movement (upwards). Since our credit multiplier (most of our money supply) is responsible for for where asset prices go, and it is inextricably linked to the price of existing assets on bank balance sheets (like this nice...

With puts and treasuries on sale, there's no excuse not to go long and be able to afford to protect yourself.

Why waste time getting upset about this? Devaluation and money creation are always the solution to these indebtedness blowups. The powers that be won't allow a liquidation to occur.

http://bastiat.org/en/twisatwins.html#broken_window

You should be able to buy TIPs on leverage with a broker. IB lets you do it 16:1 on the long maturity. I haven't held TIPs there, but have done this with long maturity treasuries (which actually possess a lot more duration risk than TIPs). So the leverage/capital-tieup issue is not an...

TIPS TIPS TIPS.

Trading Algo at Medallion: If (MoneyRaisedThisMonthAtRentecAndREIF > 0) { TransferFunds(RndNumber(below(.25))*TotalAccountSizeAtRentecAndREIF, MedallionAccount); } RndNumber(below(.25)) this month may have equalled .17. And for those who aren't familiar with the TransferFunds...

I thought the cycle day was the 19-20th...

Very entertaining thread.. What makes me curious is why someone would try to waste the time and post fake results like this. I mean, who is he impressing? Are these forums just a meeting place for the psychologically impaired and the bored? In the face of this guy's "performance," I must...

Just updated to phpBB3, and put some neat chat software on it too. You can post without registering as well. Please sign up!!! Want to get this off the ground. The first posts are the hardest. (the URL is bondtraderforum . com )