Black Every Day?

nitro · Feb 10, 2016

FED and the economy. Congress asks Yellen what the FED can do in a downturn. Yellen responds, IRs.

Maybe she should say, why don't you guys get off your ass and ask yourselves what Fiscal policies you can implement that can help!

nitro · Feb 15, 2016

The model is long ES from 1880, but this is a case where I believe it is wrong. Imo, this is a relatively easy short worth about 20 handles.

NKVI>NH · Feb 15, 2016

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.

nitro, u are not still short OVX replicated trade here @ 78.97?

tell me this guy is barking on a trade that has since been closed?

edit: and if closed , where?

nitro · Feb 15, 2016

NKVI>NH said:
nitro, u are not still short OVX replicated trade here @ 78.97?

tell me this guy is barking on a trade that has since been closed?

edit: and if closed , where?

You mean in the journals section? That trade was closes long ago and I don't post to the journals section anymore - too much effort. All trades, instead of me typing it in, are now automatically entered by the system on twitter here:

https://twitter.com/algorithmictra1

EDIT: When I disagree with the model, I sometimes post it here. I STRONGLY disagree with the current model position. But I don't override the system.

nitro · Feb 17, 2016

Useful link:

http://www.cmegroup.com/trading/interest-rates/invoice-spread-calculator.html

nitro · Feb 24, 2016

Model has a very strong attractor to 1860.

nitro · Feb 24, 2016

This bull had hair when he went home last night:

nitro · Mar 4, 2016

The bulls are in denial. The FED will raise rates when it can, not when it has to. This is a can moment:

http://www.cnbc.com/2016/03/04/jobs-report-is-strong-but-fed-can-wait-on-hike.html

nitro · Mar 8, 2016

The dollar and the bond market are in conflict. One of them is probably wrong, and there is probably a spread that is close to an [stat]arbitrage here. I am siding with the FED raising rates at the March meeting, so I believe the bond market. But who knows:

http://www.cnbc.com/2016/03/08/is-the-dollar-calling-the-bond-markets-bluff.html

nitro · Mar 15, 2016

It's absurd that the FED won't raise tomorrow, imo. Raise when you can, not when you have to.

To me, a VIX well below 20 is a sign that there is no reason to stop the trajectory of raising rates to a normalized ~2.0 to ~3.0.

Wall St. sees rate hike in June: CNBC Fed Survey

http://www.cnbc.com/2016/03/14/wall-st-sees-rate-hike-in-june-cnbc-fed-survey.html