Inventory Grab Alert 4/30/09!

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Quote from manlycure:

You haven't mentioned resting inventory zones, does that mean this signal stands on its own merit without "zone support" for the trade?

D.
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Yes! :)
 
A question AMT:

how do you treat contract maturities, I'd assume that all the resting inventories want to slide into the new contract? There's always a basis between the maturing contract and the "new" on the run one . . . do you adjust your levels/targets with the size of basis? Do old resting inventory zones get adjusted by the basis?
 
Quote from AMT4SWA:

I think under review you will find your statement above lacks reality. BTW, where were you for those rapid fire realtime DAX calls last night? :eek:

That's OK......I do realize that some in life just NEED CONFLICT! :eek:

:D
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You seem to confuse intellectual debates with conficts. You should be open to debate, ideas and arguments. I thought you were at the beginning, but when I read your first response to one of my early posts on this thread I also noticed other things, and the possible existence of fluff.

Let us get back to intellectual debates--- if you want.

I have a fundamental question. Assume that you know with certainty in advance the trades that will take place at bid, and at ask, during a time interval Dt.

If the buys are more than the sells, is true that price will always go up? If yes why? If not why? I understand that your trading method(s)/tools/words/etc rest on "yes" as an answer to the latter question. We are then addressing a fundamental question. Let us read your take on it.
 
Quote from riskfreetrading:

You seem to confuse intellectual debates with conficts. You should be open to debate, ideas and arguments. I thought you were at the beginning, but when I read your first response to one of my early posts on this thread I also noticed other things, and the possible existence of fluff.

Let us get back to intellectual debates--- if you want.

I have a fundamental question. Assume that you know with certainty in advance the trades that will take place at bid, and at ask, during a time interval Dt.

If the buys are more than the sells, is true that price will always go up? If yes why? If not why? I understand that your trading method(s)/tools/words/etc rest on "yes" as an answer to the latter question. We are then addressing a fundamental question. Let us read your take on it.
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Let me first qualify myself and say that I'm a noob . . .

Firstly, I don't think AMT ever said that he is certain, in fact he is sometimes wrong as you can see by the cyling up trades he takes ("wrong" needs to be qualified here as he is still making $$ overall) . . . he seems to be only looking for high probability trades

But I believe what AMT is doing is to compare what the situation of buyers/sellers is when the price comes back to a known zone of resting inventory (i.e. those who already traded at that zone earlier). Say, it was sellers . . . and it created a net short inventory of 15K contracts. If price comes off of that and then pushes back up into the "zone", while it is true that delta will be positive coming up to that zone, he is actually looking to see how the 15K of resting inventory is behaving . . . simply, is cum delta less or more when the price was last in the zone . . . if more (assuming +ve cum delta) then those sellers may be bailing and we may not test lower, especially when we get to no resting inventory in that zone . . . and v.v. . . .

Unless, I'm missing your question, that is the fundamental of his method . . . I think . . . isn't it . . . but this was obvious from the first few posts of this thread, no?
 
Quote from Insearch:

Let me first qualify myself and say that I'm a noob . . .

Firstly, I don't think AMT ever said that he is certain, in fact he is sometimes wrong as you can see by the cyling up trades he takes ("wrong" needs to be qualified here as he is still making $$ overall) . . . he seems to be only looking for high probability trades

But I believe what AMT is doing is to compare what the situation of buyers/sellers is when the price comes back to a known zone of resting inventory (i.e. those who already traded at that zone earlier). Say, it was sellers . . . and it created a net short inventory of 15K contracts. If price comes off of that and then pushes back up into the "zone", while it is true that delta will be positive coming up to that zone, he is actually looking to see how the 15K of resting inventory is behaving . . . simply, is cum delta less or more when the price was last in the zone . . . if more (assuming +ve cum delta) then those sellers may be bailing and we may not test lower, especially when we get to no resting inventory in that zone . . . and v.v. . . .

Unless, I'm missing your question, that is the fundamental of his method . . . I think . . . isn't it . . . but this was obvious from the first few posts of this thread, no?
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Well written. Good post.

Regardless of how AMT4SWA views the market... I think the results speak for themselves. No one bats 1000... in a game where 500 is already phenomenal, he's doing pretty damn well in the accuracy department when his overall trade management is completed.
 
Quote from stoneface:

Well written. Good post.

Regardless of how AMT4SWA views the market... I think the results speak for themselves. No one bats 1000... in a game where 500 is already phenomenal, he's doing pretty damn well in the accuracy department when his overall trade management is completed.
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. . . there's an error in my statement . . . not about AMT and his method, but about the example I describe . . .:)
 
Quote from Insearch:

A question AMT:

how do you treat contract maturities, I'd assume that all the resting inventories want to slide into the new contract? There's always a basis between the maturing contract and the "new" on the run one . . . do you adjust your levels/targets with the size of basis? Do old resting inventory zones get adjusted by the basis?
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Just back from the movies......."Angles & Demons", how fitting now that I see some of the new posts......LOL!!!

(...not yours of course!) :)


I track multiple contracts up to the expiration of the current one, and yes there is a method I use to account for zones of overlap between active and recently expired contracts (and the range of price they covered while active). There is "basis" shift needed at each rollover so you are on the right track.
 
Quote from riskfreetrading:

I am looking forward to your first realtime call! If it will ever come :eek:
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This is where YOU "got off the boat".......remember to NEVER get out of the boat!!! :eek: :D

http://www.youtube.com/watch?v=YbFvAaO9j8M


BTW, price will go HIGHER when buyers are WILLING to pay HIGHER prices!

So lets go to a good question now......if you are holding 1000 contracts SHORT (your held resting inventory) and you suddenly find yourself sitting with price 3 points north of your cost basis......are you a WILLING buyer??? :eek:

:D :D :D
 
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