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I would like to ask what factors people put int here models. I have 60 day bars in mine, along with weekly and daily. So easy to see a mean reverting asset. Failed and broken extreme levels seem to be more significant and meaningful with 60 day bars. Volatility and noise modeling , well, they...

Well said, thought we lost you!

6/23 Euro down 150. Better to look at it as a failure of the 114 level and expect some volatility. Conflicting Greece messages. Solution expected. See what FXE and FEZ does. USD large day bar today. Would rather own Japan stocks in Yen here rather than dollar as opposite side of ranges. FXA,FXC...

There is very mild interest regarding etf's on these forms but XIV, short volatility seems good.. This inverse product has been around since 2011. It can be hedged by shorting risk-on as well. There are probably threads on these vol etfs around that I should read. I have not been "on to this ...

EDU and Z15 are at high range price extremes after FED and risk on and stong rally the last week. Selling EDZ15 for some varying across this range. This will be in line with long TMV. Looking for follow through on todays selling of 20+ treasury bonds. Some good housing data and the ongoing...

Edu15(sep) presently 99.62 Present June spot 3 month LIBOR is 28.5 bp. Or 99.715 This 99.62 presents approx the same opportunity that existed in March a few months ago when EDM15(june) was priced at 99.62 The drift up to spot was/is about 10bp or $250 or about a 25% return on nominal margin...

Thats what a central bank is for. Remember the Three Stooges response to the question "do the banks give you back your money" Curly responds "Sure.....they didnt used to..." Probably a quip on US bank runs 1910 ish, pre Fed. So whats going on in Greece?

Great post, as usual. Damn, the implication i take from that is if price , at times, looks to move all willy nilly, the model is incomplete, missing something. Thats an eye opener.

I like to look at what method(s) i have and if it works with a given stock. AAPL chops on an EOD basis and boom it breaks out to the new next level to chop. Could you countertrend trade AAP? IEI pukes and reverses. You may be able to counter trend trade it. Niether is likely to trade like the...

Is there a more direct play on cause than gold? It's strange stuff sometimes.

6/17 FOMC statement today. "Wage growth encouraging but not definite" . Market PA is +1 correlated to dovish interpretation but in a mild way. Volatility in ED futures to the last great NFP and todays fOMC is muted. ES recation is about 50 ticks to 2085 , 2100 is top channel and above it is...

I think that Yellin has inferred that the fed will not suprise the market. After all, this is a virgin market to rate hikes so the fed will have to bring..........never mind. Just be gentle.

Consumer sentiment 94 from 90 last week. PPI Up .5% higher than expected. Food up .8%. PPI increase was due to gas increase. Retail sales were up 1% much better than expected .5%. Recent data supports FED position that Q1 was a one off , seasonal thing.. Looking for fed to be hawkish. ED...

Inflation can be described as getting less for your endeavors and labor than in the past. The spread between wages and "things". You need some experience, or age, to really appreciate this but sometimes low wages alone is enough.

As an amateur, i think a guru is anyone who trades for a living. I dont think this individual, or guru, could transfer "that" to someone else because it is razor thin , as in "one thing wrong" and it doesnt work. Mentoring might be extremely frustrating and unsuccessful. This implies a high...

It might mean that noise and signal need to be defined and to wait for the signal. Trading the signal should produce a better result. Thats my guess. Maybe evaluate the quality of entry with MAE and Max profit and do the exit later.

6/9 Dollar vs. yen and especially euro has retraced virtually all of the positive reaction to NFP. Euro and 10yr Bunds still highly +corr and at 95bp. maybe will run 100bp. again so maybe the Price action of USD is not doubt regarding SEP fed liftoff but still driven by these EU issues and...

6/9 3 days post NFP and rates , from 3 month to 20+, are not reversing the reaction to NFP. Case by case, emerging markets continue to be weak. China and India, are begining to look weak as well. Many were weak prior to NFP. Maybe this was "the global rate hike trade", discounting a determined...

Stock volatility is nil. Yet, as you had been pounding the table regarding currency volatility Months or (year?) ago i assume you cast cast a wider net than stocks. In fact i know you do. Bonds as well are volatile. Much more interestimg than stocks. Any thoughts to share on major pairs and...

NFP , 280k. Hourly wages up .3% a big surprise. should be seen in upcoming durable goods and retail sales . Fed would see thier analysis as correct , that Q1 gdp was out of trend(funny that iMF said to wait till 2016 to hike). Consensus is SEPtember and market will be clearly told so by Yellin...