Inventory Grab Alert 4/30/09!

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Quote from stoneface:

I think there is a great deal of discretion in his methods. He has a certain feel for the market that seems to dominate his trading decisions. That is just my impression. A better description of his trading style is documented in the 400+ pages of his blog.

His risk management style seems very fluid and dynamic. I bet that's an edge that's hard to describe for automation. I believe he scratches a lot of trades... which accounts for a lot of the high volume.

p.s. D.M. does not "believe" in automation.
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I wonder what monthly or yearly % ROI these traders are actually getting on their margin account total equity (after paying themselves a good "salary" and covering expenses), and also their ROI/maxDD. Since styles are widely different, that's the only real and plausible measure of performance or means of comparison.

Maybe someone that has actually read the 400 pages of blog will chime in?.

JW
 
Quote from Whisky:

I wonder what monthly or yearly % ROI these traders are actually getting on their margin account total equity (after paying themselves a good "salary" and covering expenses), and also their ROI/maxDD. Since styles are widely different, that's the only real and plausible measure of performance or means of comparison.

Maybe someone that has actually read the 400 pages of blog will chime in?.

JW
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He doesn't calculate it and doesn't care. He's used the same carsize for quite some time now. He likes that his risk (per equity) has steadily decreased over time.
 
Quote from stoneface:

He doesn't calculate it and doesn't care. He's used the same carsize for quite some time now. He likes that his risk (per equity) has steadily decreased over time.
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Now that's really hard to believe. Someone displaying those personality traits has probably calculated every measure of performance there is, and probably invented a few of his own.

Are you sure he doesn't mention ROI in his blog somewhere?. I certainly will not read 400 pages to find out, but I'm sure it's there. How much did he start with and when?.

JW
 
what is the link between Miller and the inventory grab?

Also I cant get why do bad people need to grab index futures inventory? it is not like shares which are limited resource... you can create as many long/short positions as you want..

Also I tried to plot ES over its underlying and it seems ES follows very tight... which leads me to simple idea that all those 'grabs' are happenning on the SP constituents somewhat simultaneously.... isn't it a good conspiracy theory? :confused: :eek:
 
Quote from nirav34:

Longs defended the upper part of the zone today at the close. Rally expected tomorrow?

http://www.charthub.com/images/2009/07/09/Untitled_8_2.png
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IMHO, I don't know if a rally is a given!

875s have decent longs (~20K so far) . . . . but 884 shorts have roughly 24K right now. The 884 area has shorts more dispersed than does the 875 area longs . . . so we'll see. The rally could be to the 884s so shorts can get "tighter" pricing . . . . The larger LONGS are in the 865s for now, and if AMT is right, we should see that SIZE tested . . . no?

It'd be important to see how the 875s react if we get down there . . .

Please don't send me a hate PM like some people have . . . I'm only trying to verbalize my thoughts in the hope that I'm learning and perhaps . . . just maybe adding something to this thread . . .
 
That brings up a good point.

AMT4SWA: Do commercials holding positions fight against each other? In your view of market mechanics, is there a group of commercials standing ready to buy low while a different group is ready to sell high? Or is your market viewpoint that of the "collective smart money" where you assume the commercials are always on the right side of the trade. They go long together, and go short together.... seeking the motherload of stops & sizeable inventory to dump their profitable positions off at.

Many thanks..

Stone
 
GS is " collective money" :D

There are to many different stratagems for all players to be on the same page. Thats the main reason simple still works and will always work until the governments of the world eliminate gambling. If and when risk transfer is eliminated the world will have no more fun. The world will become more risky as time marches on because defending ones own territory becomes more fierce when threatened.

Collective is a buzzword, thats all. It is what losers think the winners are always doing. :eek:
 
Quote from Insearch:

IMHO, I don't know if a rally is a given!

875s have decent longs (~20K so far) . . . . but 884 shorts have roughly 24K right now. The 884 area has shorts more dispersed than does the 875 area longs . . . so we'll see. The rally could be to the 884s so shorts can get "tighter" pricing . . . . The larger LONGS are in the 865s for now, and if AMT is right, we should see that SIZE tested . . . no?

It'd be important to see how the 875s react if we get down there . . .

Please don't send me a hate PM like some people have . . . I'm only trying to verbalize my thoughts in the hope that I'm learning and perhaps . . . just maybe adding something to this thread . . .
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Yea I agree, cause those 65s to up, there isn't any good zone that I see. I was just mentioning for intraday the above link, but I guess didn't work out.
 
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