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Could you guys stop buying? The truck did not even pull back to the area of the bottom so I can buy my other half. This is looking increasingly strong. If you do not stop buying, next time I will not post my prediction. :)

Bottom is still holding. I took $0.48 on half the position. Placed stop at 64.30 on remaining half. If IWM pull back, I may rebuy the half I sold, and move up my stop. So, no risk on this trade. The truck is backing up right now. I am watching it. wait for confirmation of the bottom, and then...

They may have plagiarized. Here is my prediction (live): http://www.elitetrader.com/vb/showthread.php?s=&threadid=120516

Many of my signals are telling me we just hit a bottom on IWM? Covered my shorts, and I am not starting to go on the long side. Bought at 64.70 area for IWM. What do you think?

Atticus: you are extremely smart. I think I have an idea of what you are saying. Essentially, you are taking free the difference between the value of being european and the value of being american. The name of the game is then: there is value in being american more than in being european...

Smart! Basically you are telling the people that they will get the fish only if they know how to fish :) Never traded such options before, but I thought to give it a try anyway. I would try to do it by exploiting the property of put-call symmetry (for newbies this is not put-call parity)...

after looking at the spread sheet, I now understand what you mean. This is an excellent study. Thank you Markg :) Two immediate conclusions: 1. Premium sellers (based on this data) have an edge. It should not be if one uses the realized vol, but the sellers control the game. I am not...

could you pls explain one or some rows, as I could not apply your word explanation (for instance you use percent whereas what I could see are fractions)? The study is interesting. Thanks Markg.

Where is all the returns you were talking about at the beginning of this thread? I check at equity curve, and you are still flat. So people are right not to give their money to others to manage it. I have been trading the same market you have been trading, and I made 50% over the last 6...

That would have been a smart way, but there is another problem. The observations will not be independent. The law of large numbers requires that the sample be random, in order for conclusions to be valid. Maybe you have tricks around this problem. I hope it will be the case. In any case, sorry...

FED is doing two terrible things: 1. Helping banks on the expense of people (lower interest means lower the value of the dollar). It would be better to just take money outright from us instead of taking it in a way average Joe does not see it. 2. Business currently does not need money. Any...

The purpose of this thread is to come up with trading strategies that achieve the following: 1. No risk of loss of capital at end of position/strategy. 2. The annualized maximum reward cannot be lower than interest rate on capital obtained from the treasurys/notes/bonds yield curve. You...

They should fight inflation. It is getting crazy. Read this article:

People: you need to understand that a mortage rate is a function of risk appetite, bond rate, and inflation. Inflation is soaring. Read this article and you will see what I mean about inflation:

main street america is feeling inflation in one of the basic needs: pita bread! A must read article: http://www.thelogicgirl.com/2008/03/pita-bread-inflation-signal.html

Every single indicator out there is equivalent to a moving average (just the reader differ, but no new information)

This experiment if meant for March only is wrong headed. To reach a conclusion you need to test it for at least 24 months. IV_trader: have you ever taken a course on statistics/probability?

2 calls contracts and -100 shares of stock

Maynot be appropriate for someone of his experience.

A straddle (the ATM straddle) involves ATM (or close) put and call. These options have usually the highest volume/liquidity, which generally leads to the lowest bid-ask spread. Check any option series and you should be able to see that bid-ask spread is tighter closer to ATM strikes. For...