Gotta love ZERO RISK in the SP500 = $$$

Quote from makloda:

Major attack on the brokers.

GS -1.15% (after a blowout quarter haha)
LEH -5.67%
MER -4.01%
BSC -5.97%
MS -4.83%

All on 200-500% avg. volume. Sweetness.

:p

Looks like long GS and short the rest
 
Why would you want to be long from 1377 to 1310 though?

In other words why would it take another 65 point or drop on top of a70 point drop the past two weeks for you to finally lose a long bias :D.
 
Quote from science_trader:

Have you hear about non stationarity of volatility... perhaps you should do the same with a one standard deviation measure, not a fixed 2%...

He is right, use Excel Phstat and get a standard deviation based on historical data. And reanalyze it. :D
 
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