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What is your alpha over the last 21 days? What is the volty of your alpha?

What is your RR? What you saw is the reality of a probably negative sum game. You are already ahead of maybe 80% of the people, because you have seen it. Being ahead does not necessarily imply a guarantee of profits. The market has a 75% chance to get a randomly select person wrong. You...

With above data, now read my original question: Do you now see what I was asking about, and why I was asking about it? So one could get the volty direction right, but if one chooses VXX in the current conditions, one could get a lot less reward. Since VXX could be viewed as way to hedge...

Another day, the same thing like friday: VXX gains little: 45.77 +0.38 (0.84%) VIX 14.25 +0.55 (4.01%) Is the cost basis roll in VXX cheap or expensive? If the front month goes over the back month, we will see how things would change in VXX vs. VIX. At that point, I would go to VXX...

Your post about the short was exactly at the bottom! Your ADI stock that you have been saying is heading down was UP today when the market is down. So your weak stock was up in a down market. Does it make sense to you?

The 12.5% long term return is about ~ 100*(12.5/252) (non compounded) daily basis points. In absolute terms, with SPY at 181, it corresponds to 8.9cents. The market is therefore rising at rate of 8.9cents per day, with volty of 136 cents per day. A long term investor goes through a daily mean...

It is 110 minutes since the signal came. SPY now at 180.91. The reward part is $0.47. Is this too little, too much, just fine? Some analysis would need to be done. Before I do, I want to write some (random) thoughts: 1. The historical arithmetic return on SP is ~ 12.5% with a standard...

:) . No, it is not. It is the hash(sha) of this message: I like this thread! I wish I could decode the messages, but at least I tried!

SPY @ 181.38. Short signal from model xx.

Could you give an example from the history of these instruments of what you want as output?

In this thread, I want to test some timing methods (direction and entry). You can post the name of an instrument you want the models to use for testing. This journal may introduce an innovation in journaling (the use of crypotography). If you like to guess, what is the message associated with...

In 10 trades there is a non-zero probability that all 10 trades are losses, which should lead to -5000 as a loss/drawdown. Why is this loss not in your listing of results? Is your 10K runs the cause?

Some average readers do not seem to have the ability to understand the content of my first post. So another example is given below. http://elitetrader.com/vb/showthread.php?threadid=280230

A firm understands the difference between average price and marginal price, and knows that the average customer does not understand the difference between marginal price and average price. It highlight marginal prices because they attract customers looking for a deal, while it knows they would...

The crowd may think it is smart to own every low PE stock. If the stock does not pay dividend or does no buyback, or anything similar to payback the stock owner, I believe owning a low PE stock may not be smart, as it might be viewed as similar to borrowing at high interest rates. From the...

At a PE of 13 and the current low rates, a company CEO would be stupid not to buy back stock, particularly if he knows his earnings would rise or stay the same. If he does not buy back it would mean he knows that his earnings would be lower, and that the actual PE is maybe say 70. In such case...

+1.

Where do you get the information about reduced float?

Is buyback real or just talk? Over what time period? Time is important for calculation. Your 30% should be 42%. I like what you write. Continue writing. Do not pay attention to the drivel of some.

I like the position of the prop firm owners. An interesting discussion could be the identification of free puts and free calls that a prop firm owner may hold. If you were given the choice of which side you would be on, would choose to be in the position of a prop firm owner?