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  1. V

    The Surf Report--part 2

    better time to go long ES than to go short it
  2. V

    The Surf Report--part 2

    Gold and silver are the only things not getting crushed in this market. Bad call on gold surf.
  3. V

    What is this option selling hedge fund's edge??

    selling fairly priced options generates positive alpha because the standard way to calculate alpha only calculates risk by looking at the standard deviation of returns (i.e. it doesn't take into consideration skewness or higher moments).
  4. V

    The Surf Report--part 2

    Nice call on the bottom
  5. V

    The Surf Report--part 2

    Nice analysis of 50% retrace.
  6. V

    The Surf Report--part 2

    So you are saying surf is the second coming of Jesus? Interesting view. I don't think Jesus would come back to trade ES futures, but then again, if he did, he probably would short them.
  7. V

    The Surf Report--part 2

    Surf, are you still holding short? The market is going up again.
  8. V

    The Surf Report--part 2

    The market rallied pretty hard off the low. That seems pretty bullish to me.
  9. V

    The Surf Report--part 2

    Good luck surf!!! You are going to need it
  10. V

    The Surf Report--part 2

    Surf, takes a lot of courage to short a market this strong.
  11. V

    The Surf Report--part 2

    Don't fight the Fed.
  12. V

    The Surf Report--part 2

    Fundamentals are high dollar - higher ES. lower dollar - higher ES>
  13. V

    The Surf Report--part 2

    Congrats to the longs. I"m short the YM and I have a stop buy on the YM around 12365.
  14. V

    The Surf Report--part 2

    I'm short the YM here.
  15. V

    The Surf Report--part 2

    If you think the market is completely efficient, it doesn't make sense to actively trade to achieve a higher expected return because in an efficient market they will be no "free lunch." People use different information besides price history to make buy/sell decisions. So what is...
  16. V

    The Surf Report--part 2

    The difference with the random number generator is that it is based off some physical phenomenon (pollen grains suspended in water) which is unrelated to the stock market. Trading charts are based off the interaction of humans. Some of these humans have information about the future value and...
  17. V

    The Surf Report--part 2

    http://www.economist.com/node/17848665 momentum based strategies in finance
  18. V

    The Surf Report--part 2

    Yes, trends can exist in random markets. The market isn't normally distributed. How does the market achieve non-normality? By trending and jumping
  19. V

    The Surf Report--part 2

    <b>trends can exist in an efficient market.</b>
  20. V

    The Surf Report--part 2

    I like the ES long tomorrow. I think the market does overreact like surf says, but going long at this point involves a lot of risk.
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