Kudos to MMs
- Thread starter nitro
- Start date
The market really doesn't care what you or I think it 'should' do.
Code:
- Date - Action Quant Price Posn Basis Realized G/L
10/15/10 Short -1 1174.42 -7 1159.94
Total (60.60)
SPX 1183.08 NFV Unrealized G/L (162.00)
- Date - Open Trade Close Gain/Loss
10/13/10 1175.80 Short 1178.11 (2.31)
10/14/10 1170.70 Long 1173.84 3.14
10/15/10 1181.04 Short 1167.78 13.26
10/15/10 1175.55 Short 1176.20 (0.65)
10/18/10 1176.19 Short 1184.81 (8.62)
10/19/10 1169.50 Short 1165.88 3.62
10/20/10 1168.19 Short 1178.17 (9.98)
10/21/10 1181.04 Short 1180.26 0.78
10/22/10 1182.61 Short 1183.08 (0.47)
ANFV Daytrades Total (1.23)As I have stated before, the NFV family of "field" equations are similar to the Einstein GR equations:
The interesting thing about the GR equations is that as with any (assuming there exists an inverse if you are the right group/ring/field/module) algebraic equation, you can transfer terms from one side of the equation to the other. This appears harmless, but in the GR equations, terms on the RHS have very different interpretations than terms on the LHS. Not only that, there is a feedback from each side telling the other how it should behave, and it is self-interacting.
The interesting point is that terms that get shifted from one side to the other often have a multiplicative effect. I have touched on this before in a previous post, but I believe the market has at least temporarily shifted an important variable to the other side of the NFV field equations, and the parameter there has a greater effect on price than it does on the left hand side, hence the output may be understated here. I have a vague notion of what it could be, but I need more data.
The interesting thing about the GR equations is that as with any (assuming there exists an inverse if you are the right group/ring/field/module) algebraic equation, you can transfer terms from one side of the equation to the other. This appears harmless, but in the GR equations, terms on the RHS have very different interpretations than terms on the LHS. Not only that, there is a feedback from each side telling the other how it should behave, and it is self-interacting.
The interesting point is that terms that get shifted from one side to the other often have a multiplicative effect. I have touched on this before in a previous post, but I believe the market has at least temporarily shifted an important variable to the other side of the NFV field equations, and the parameter there has a greater effect on price than it does on the left hand side, hence the output may be understated here. I have a vague notion of what it could be, but I need more data.
I forgot to upload the Einstein field equation above:
http://en.wikipedia.org/wiki/Einstein_field_equations
http://en.wikipedia.org/wiki/Einstein_field_equations