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Wow, thnx for posting.

I don't think he was implying he discovered it, I think he was asking to learn about it. I give him credit for that. There is far more value in that then studying trend lines.

I do but they are not available for distribution. They are proprietary and I use them for trading. If you have specific questions I'll try to offer whatever feedback I can.

That is just a definition. The contango structure itself has different fundamental drivers in different markets. It's a very complicated mechanism and I've done a lot of research in this area. The definition itself serves you no purpose. Kind of like saying to make money trading one should...

Can you please be more specific. Contango is very different in different markets. You are using this term much too broadly.

Vol crush! OVX

WTF. Dude, you are living in another universe. Here, I'll make a call, short any spike in AAPL above $200. Seriously, just do it.

That's already priced in. Perhaps you missed the 30% selloff on the X and Z contracts. We're in F now. New ball game.

Yes, I use ACD as part of the valuation of the forward curve. It's kind of complicated so I don't want to get into it much here because I'll just keep making it more complicated if I tried to explain it. Forward curves are are fundamentally driven and therefore easier to model. ACD does a...

You can model the curve. You can't model flat price effectively. Monthly A up for Z contract is 3.34 and QTR is 3.37.

What A levels and what contract? Weekly, monthy, quarterly?

We are in agreement with that. Although I'm not sure I would file education under infrastructure but the infrastructure money would be better spent on education.

Almost all HFT firms use volume exclusively for their data mining. To use volume though you better have the data analysis skills to be able to extract signals from big data. There are tons of books on this now out there so it's not exactly a secret anymore.

That's not quite how it works. LOL.

I don't disagree with anything you said. I'm not in charge of the spending so I'm just reporting the rhetoric. Of course Washington is gong to f*ck it up. My only point on this thread was what was so different about Trump. I'll give him credit in that at least he sees the benefit of stopping...

Certain? Not sure which post that is from. I began this research in 2007 and have put more then 18k hours of work into it over that time period. The amount of data I have over this period is beyond staggering.

There is a hierarchy in the time preferences. The more recent time cycles have preference. For example, given a certain quarterly level, a monthly level will over ride the quarterly for the first half of the monthly cycle (2 weeks). A weekly level will over ride the monthly cycle for the...

You ask you shall receive. June 28 looks like a perfect failed QTR A down, coincidentally right after a perfect failed QTR A up.

Thanks. To you and to everyone else as well.

Copper.....Good Lord.