Black Every Day?

When asked, Yellen gives a demonstration of how she has the market by the balls:

yellenbytheballs.jpg


http://www.cnbc.com/2016/01/20/traders-pricing-in-only-one-fed-rate-hike-in-2016.html
 
It is a bit coincidental that "FV" reached and the position was stopped out at the "pivot".

I have to say I am a bit surprised by this move off the lows.
 
FWIW, the "fast" model also reversed at 1865 as noted here https://twitter.com/algorithmictra1

That the prices of the exit above and the "fast" model price are very close together is coincidence. That model is MUCH faster than the one used to post trades by hand here and basically kicks my ass regularly.

Me posting trades here competing with that model is like me playing Komodo chess engine.
 
The "roll" on CL can be algorithmically computed:

"Trading in the current delivery month shall cease on the third business day prior to the twenty-fifth calendar day of the month preceding the delivery month. If the twenty-fifth calendar day of the month is a non-business day, trading shall cease on the third business day prior to the last business day preceding the twenty-fifth calendar day. In the event that the official Exchange holiday schedule changes subsequent to the listing of a Crude Oil futures, the originally listed expiration date shall remain in effect. In the event that the originally listed expiration day is declared a holiday, expiration will move to the business day immediately prior."

https://futures.io/wiki/trading-wiki/CME

To verify code gets it right:

http://www.cmegroup.com/tools-information/calendars/expiration-calendar/
 
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Nikkei down 4000 points since early December.... How many trillions in equity losses are the world markets in for now....$3-$4 trillion??

Market futures weak yet again since asia started trading....only hope the US markets have for tomorrow is for Europe to open up on a very high note...
 
nitro said:
When asked, Yellen gives a demonstration of how she has the market by the balls:

View attachment 160846

http://www.cnbc.com/2016/01/20/traders-pricing-in-only-one-fed-rate-hike-in-2016.html
More...



Hahah pricing in 1 fed rate hike....there were supposed to be 4....rates will stay at 0% for the next 5-10 years....the only rate change going forward is back to 0% and eventually negative interest rates. Just shows you how worthless this economy is and that even a 1% interest rate can't even be tolerated....

The fed has zero clue what they are doing and I have said this since bubble ben bernanke cut rates to zero % and introduced QE 1 QE 2 and QE 3. They will never have a clue.....
 
sellindexvol66 said:
on oct 16, 2015 in "Rosebud"

you posted this:

Out one unit OVX 40.25, -3.76.

Holding one short from 41.69.
Still long CL from 47.375

i never saw an update (we have established its not OVX since its not tradeable; but instead some nitro synthetic)

i'm curious (as i also posted in that thread on january 12 but no reply http://www.elitetrader.com/et/index.php?threads/rosebud.291441/page-19#post-4229945)

to what you have done with a short vol trade when OVX is @ 63.93 close from yesterday?

also, what have you done with the CL trade from 47.375?

i'm not busting your balls nitro...just trying to bring a little bit of serious follow through to this site.

personally, i'm short vol in the middle of curve and long vol in the front of curve using vix futures...but in a good DD nonetheless due to overdoing the SV relative. (fyi, vix actually has futures associated with the VIX index)

cmon, show us you have integrity.
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"cmon, show us you have integrity "

Lol, or Sellindexvol is on OP's ignore
 
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