ES Journal Archive (2006 - 2008)

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Quote from volente_00:

But what did the ever so unimportant SPY options say ?
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Did you suffer abuse or a catastrophic brain injury as a child? Please, tell us what they're saying.
 
Quote from volente_00:

Ask the 150 put sellers what they said on Nov 23.
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Is that when you received your injury? Did your theory help your trading in your paper-trading on C2? You used SPX in your argument until that was debunked; now you've set your sights on SPY which is a much smaller contract in terms of notional size traded.

Now, if you had a theory on the ES VWAP you would get my attention. You really have no idea how clueless you are. I thought with age came wisdom, but you're regressing.
 
Next important zone I see is 1523-1525. If weakness shows up there, I'd expect a 20-30 point retracement. Looking at it closer, that would work out pretty textbook if the retracement tagged ~1495 then continued to one last high... but thats all ideal scenario stuff :D
 
Did someone lose money on that 22% probability ?


Don't worry, with your 100 point stop loss, you will eventually come out on top when we retrace to 1458.

Size of the contract means very little when you understand the correlation and arbitrage.
 
Quote from volente_00:

Did someone lose money on that 22% probability ?


Don't worry, with your 100 point stop loss, you will eventually come out on top when we retrace to 1458.

Size of the contract means very little when you understand the correlation and arbitrage.
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Spectre asked for executable pricing. I was long similar, so please explain the result of buying that bet.

Correlation and arbitrage. Sorry, it doesn't ring true when you begin parroting. Please explain the arbitrage significance. Do you understand notional volume? Size x value. Notional size traded doesn't matter?

You're so fucking stupid that I feel unclean simply replying to your vomit. I need a shower.
 
Quote from volente_00:

So mr delta neutral was now net long after the fact based on a 22% chance of it happening ?



Nice trade
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Wrong answer. We can assume you'll never figure it out.

I was long deltas in a short put lookback with a 1475 strike basis cash. The 22% fairval touch was a better return. Based upon Spectre's inquiry I bought that 1490 cash touch bet very small for 24%.
 
Apparently I know enough to consistently predict what ES will do from spy option interest 85-90% of the time even though you say that spy does not matter.


Yep, last month was just a coincidence as well



http://www.elitetrader.com/vb/showthread.php?s=&postid=1675778&highlight=spring#post1675778


http://finance.yahoo.com/q/hp?s=^GSPC&a=10&b=12&c=2007&d=10&e=16&f=2007&g=d



Like I told you before, the edge is there if you understand the game. Apparently you choose to believe that nothing goes on behind the scenes and I can't seem to understand why an option expert like yourself would think that.

Can you without a doubt tell me that SPY option interest is useless ?
 
Quote from volente_00:

Can you without a doubt tell me that SPY option interest is useless ?
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No more so than you can prove without a doubt it's relevant. I've already posted the anachronism of arbitrage unwinding and pinning. You made an argument for the 152-153 strikes, now it's 150...

Chart an OI histogram and you'll see that the OI distribution will approximate a normal distro.

I edited the derogatory. You can ignore my argument or not, regardless, I am done sparring with you. Believe what you want.
 
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