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ES Journal Archive (2009 - 2010)
- Thread starter Jahajee
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I would have expected a good follow through on ES' new high on the next 5 min bar. Pretty Interesting.
intermarket analysis. I was watching Mark Fisher trade a few months ago. Its too bad this wasn't posted. This guy knows how to trade. The thing that struck me was he was always hedging one vehicle with something else. I wonder who he learned this from. Hedges are costly and most of the time give you theta bleed, however the advantage is being able to open yourself up to risk for a short period of time then go back to being hedged. This is essentially what good market makers do, hedge, hedge, hedge open to risk, hedge, hedge...
http://blog.afraidtotrade.com/intermarket-returns-ytd-plus-comparison-graphs/
http://blog.afraidtotrade.com/intermarket-returns-ytd-plus-comparison-graphs/
Quote from opt789:
When do you expect this volatility to start?
For two straight months we have had essentially the lowest realized vol we have seen in a long time, and some of the lowest that has ever happened in the history of the market. Yesterday and today fit our recent pattern well, so there is no current indication of any meaningful movement of any kind. The VIX is 30% higher than it should be, so those traders also think large movement is coming, but they have been dead wrong for so long it is hard to give any predictive power to them.
How much did MM's pull in over the last 3 months in theta, its a lot!!
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