Kudos to MMs
- Thread starter nitro
- Start date
Ok, my expletives are not very accurateQuote from noddyboy:
colossal = 51 times in 10000 years.
If so, we will only see this opportunity once in our lives.
Accurately, it is somewhere between explosive and severe. Colossal should be reserved for 100 handle differences. The recent 60 should be paroxysmal. The "Flash Crash" was paroxysmal, that is how big that 60 difference in FV came in at. Super-colossal was 1987. Mega-colossal, is WWIII.
I am going to introduce two new values, Optimistic FV, and the mid between Optimistic FV and FV. The old mid will be called Calibrated Mid. So now we have five "FVs": CFV, CM, FV, OM, OFV This stands for Calibrated FV, Calibrated Mid, Fair Value, Optimistic Mid, Optimistic Fair Value. I wil calibrate the coupling constants so that I get the current close of today to OFV. This will give me an idea of the interplay of all the forces driving the market. Remember, Calibrated is meant to gauge the market price of recession. So Optimistic mostly ignores this. Really there are only three values since the Mids are derived and trivial. As stated before, CFV can converge to FV if the odds of recession become zero.
Optimistic FV (OFV) has a great chance of being able to be traded on an intraday basis, although it may require recalibration once a, day, week? It might even be possible that these have enough orthogonality in correlation that they could be traded in two accounts at once, smoothing returns and variance (squared).
Optimistic FV (OFV) has a great chance of being able to be traded on an intraday basis, although it may require recalibration once a, day, week? It might even be possible that these have enough orthogonality in correlation that they could be traded in two accounts at once, smoothing returns and variance (squared).
That is good, one for each trading day of the week! Since today is Wednesday, let's just stick to FV.... Seriously, you are obfuscating so much that I will have to give up following this entertaining thread.
Also, what does FV jumping 100 pts in 40 minutes mean???? That maybe you should go long??
