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http://money.cnn.com/2007/08/24/magazines/fortune/eavis_citigroup.fortune/index.htm?postversion=2007082415

From my vantage point, just about every ta practitioner and his/her brother has been watching that descending channel on s&p500, and expecting it to bounce back down. Which, implies to me that a ton of shorts just hopped on at the diagonal resistance line. Upshot is that the line was...

I was expecting something more like this. http://www.minyanville.com/assets/catalog/products/00KAT-Dow100YrsMV.jpg Now that's a long term Road Map.

interesting. I see second posters point. But, i figure you are getting slippage in both directions. Imagine you put in market buy order when last price was at bid, then it jumps and you get executed 3c above. That is 3c slippage in 1st direction. Upon selling, you put in market sell at ask...

<img src="http://elitetrader.com/vb/attachment.php?s=&postid=1577912" border="0" alt=""><br /></font></p></font></p> "I modelli sono l'oro dello sciocco di mercati finanziari. Il Potere di suffissi casuali di creare i modelli fasulli e gli pseudo-cicli ciò, per tutto il mondo, appare...

Questo sembra semplicemente essere una misura di curva di eyballed di peccato di freq basso all'alta addizione di peccato di freq. I turni di fase e le ampiezze possono essere deviati per "andare bene" i dati di grafico come attentamente come possibile. Comunque, comporta la stessa soggettività...

interessando, La misura di curva soggettiva, interessando ancora.

I hear you. I think we can think of 100% as a practical ceiling. Sort of like in engineering systems, whereby, amplifiers can theoretically gain to infinity, but in reality there are ceilings that have to be accounted for. In this case, we can simply say there is 100% probability of the event.

Dec contract is 95.485, which means the average weighted expectation is for a fed funds rate of 100-95.485=4.515 Since that is the weighted average and the meeting is 11 days into the month, there is also a fixed likelyhood for the 1st 11 days of 5.25 (current fed funds rate), which means...

http://elitetrader.com/vb/showthread.php?s=&threadid=96555&perpage=6&pagenumber=6 See last post for another perspective in context.

While this indeed looks very ominous, looking back on historical data, I think this implies that we've just stepped over a major disaster mine. Looking forward, and taking the historical information into account, while this is a major disaster area, I would interpret it as a local market bottom...

Last chart today is a graph of fed funds rate target changes vs. discount rate changes going back to 1990. <img src="http://elitetrader.com/vb/attachment.php?s=&postid=1572389" border="0" alt=""><br /></font></p></font></p></font></p> Generally, the discount rate and fed funds target...

Someone had asked me whether the trendline in my earlier post had been touched before the discount rate cut today. Looking back on it, it indeed did. Which tells me that while TA may be subjective, I don't think it is a coincidence that they waited until the trendline was kissed to take...

try yahoo beta charts. You can scroll in on any time period, and it will reference both to a zero percent origin.

I've seen the same thing on sds/sso. While they are advertised to track highly at 2X and they correlate over the long run, there have been wide discrepancies between the two, as well as the index they track, on many days. Pretty irritating if you ask me. Keep analyzing the data, you'll...

Top 25 1 day drops. Calculated from open to close data. Lot of clustering in year 7. Although, we already had a contributer in 2007, they tend to cluster (87). <img src="http://elitetrader.com/vb/attachment.php?s=&postid=1571996" border="0" alt=""><br /></font></p></font></p>

Thanks piezoe. Watching the last few days unfold has been pretty surreal. Good to see the market likes to keep us on our toes. Poohbear, I calculated (SPY) max pain at about 148 today. About a 6 dollar spread (5.50 AH), but not as bad as it would have been had the market had some kind of...

whew... <img src="http://www1.istockphoto.com/file_thumbview_approve/872272/2/istockphoto_872272_hand_squeezing_orange.jpg" border="0" alt=""><br /></font></p></font></p>

If this thing doesn't get some major injection by EOD, the way I calculate it, option writers are going to be paying the bears close to a bil on just spyders by tommorrow. Multiply that out by the universe of stocks underwater relative to max pain pts. and that's an immense payout. Never...

Large buy program ... Large sell program.... Large buy program... Large sell program... Getting seasick.