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Not without a lot of noise. And at times the noise will be deafening.

Here is what I'm saying. One of the core ideas I have beaten down on this thread since 2009 is using ACD to get a better understanding of the market and to find opportunities that others are missing or neglecting. No one is talking about this trade right now. Everyone is talking about a...

Sure, prop firms this is all they do. They collect liquidity from the spreads and the exchange rebates. But the trade itself in my view is more of a long term macro trade. It usually moves pretty slow and it's pretty boring so not sure why you want to daytrade it. Prop firms are usually just...

This is why I focus all my attention on the energy curves. The curves are very fundamentally driven and ignore most of the outside noise. They are also easier to model then flat price and ACD works much better on spreads then on flat price anyway.

The fundamentals for energy haven't changed...they absolutely suck across the board for oil and gas both. What has been volatile is the sentiment. The sentiment in both oil and nat gas have gone from overly bearish to overly bullish back to bearish.

Has nothing to do with options.

I would use tick values vs pts but the numbers are probably close. Just remember that 10yrs trade in half ticks and 30 yrs trade in full ticks but both are $1000 per full handle. When I say messy I don't mean bigger range just lots of back and forth chop.

Also, I don't know who is asking for 2400 margin on that, it's an exchange traded spread and the margin should be $300 to $400 overnight fyi.

No, no, no. It's hedged so the actual risk exposure is tiny. The reason the margin is low is because the risk is low. To give you some color on the ATR, it's avg daily range is anywhere from 6 to 12 ticks a day. The tick value varies since there is a combination of moves that can generate a...

It's already rolled over hard.

A few thoughts here. ES and YM confirmed negative a few days ago. My vol indicator also triggered. It's not vix based btw. But we do have the vix breaking out as well. The whole market is basically preparing for the end of the world. Markets usually don't crash on marked dates on the...

Taleb interview coming up on CNBC...

Natty gas +54 BCF, in line with expectations.

Yes, OTM flies are getting cheaper as vol gets more expensive. I suspect vol will go even higher as we see the final polls going into the weekend. They said the odds of Trump winning were the same as the Cubs coming from behind 3 games to 1 to win the World Series. Well, the Cubs won the...

Don't look now but the Russell 2k has already corrected 8% off it's highs.

Can someone lend a flashlight to UNG? It's fumbling around in the dark looking for a bottom before it hits zero. HJ showing some stability here. My model price coming into today was about .055 and we got down to .069 on the lows. I see strong support for UNG at zero. LOL.

Bob, does livevol do anything with commodity options? Equity options have very little if any edge now days. If they are still in the only equity world, they are going to become a dinosaur. Maybe this is why they sold themselves to the CBOE.

Nitro walks alone...he was the only man properly positioned in his portfolio...he tried to warn others for years with his fair market value model...but no one listened...in the end...he was the only survivor...Nitro walks alone...

I'm long the NOB spread (notes over bonds). Others are long 5s over 30's.