Kudos to MMs

SPX, 1279.02. FV,1067.88. OFV, 1278.70. POFVF, 1254.22.

Note, this is with OFV calibrated to market. At this point, this is what I am going to do, and then look to POFVF for trades. I will also manage the current positions thus.

BTW, in science "calibrated" is often called, "boundary condition". So the value that nature takes is often a boundary condition to a general equation.
 
Quote from nitro:

SPX, 1279.02. FV,1067.88. OFV, 1278.70. POFVF, 1254.22.

Note, this is with OFV calibrated to market. At this point, this is what I am going to do, and then look to POFVF for trades. I will also manage the current positions thus.

BTW, in science "calibrated" is often called, "boundary condition". So the value that nature takes is often a boundary condition to a general equation.


Fuck you are one demented fuck, welcome to my ignore list
 
Quote from dont:

Fuck you are one demented fuck, welcome to my ignore list

lol, but then how will you make coin fading this lunatic like we are doing?
boundaries.JP
 
SPX, 1280.42. FV, 1064.72. OFV, 1280.95. POFVF, 1292.01.

This is with OFV calibrated to SPX. THis is the first time model predicts POFVF should go higher. I am forced to exit the one unit at 1280.

Buy to cover one unit SPX 1280.42.
 
Quote from nitro:

SPX, 1280.42. FV, 1064.72. OFV, 1280.95. POFVF, 1292.01.

This is with OFV calibrated to SPX. THis is the first time model predicts POFVF should go higher. I am forced to exit the one unit at 1280.

Buy to cover one unit SPX 1280.42.

Why not just say OFV=SPX in your model, that way its "calibrated" to SPX and predicting past SPX behaviour bang on ?

I'm giving you clues on the fallacy of your approach. I wonder if you will understand them, or are you unable to think clearly ?
 
For my new years resolution i contemplated banging my head against a brick wall (BMHABW) infront of a bemused audience.In no time at all however i decided to recalibrate it to some higher insight testing- (S.H.I.T)...and so far it's going really,really well
 
Quote from Nine_Ender:

Why not just say OFV=SPX in your model, that way its "calibrated" to SPX and predicting past SPX behaviour bang on ?

I'm giving you clues on the fallacy of your approach. I wonder if you will understand them, or are you unable to think clearly ?

The way i see it is you can go out in the yard every day and clear the dogshit up,or just remove the dog from the equation.Unless of course,you like clearing dogshit OR you really love your dog.But then you gotta ask just where is the payoff?
 
Quote from nitro:

SPX, 1279.44. FV, 1073.91. OFV, 1233.26. POFVF, 1199.91.

Added Short 1 more unit 1279.44 SPX.

<table border="1">
<tr>
<th>Date</th>
<th>Action</th>
<th>Price</th>
<th>Units</th>
<th>PnL</th>
</tr>
<tr>
<td>Dec 20, 2011</td>
<td>Sell to Open SPX</td>
<td>1229.89</td>
<td>2</td>
<td>Open</td>
</tr>
<td>Jan 03, 2012</td>
<td>Sell to Open SPX</td>
<td>1279.49</td>
<td>1</td>
<td>Open</td>
</tr>
<td>Jan 09, 2012</td>
<td>Buy to Close SPX</td>
<td>1280.42</td>
<td>1</td>
<td>-1</td>


</tr>
</table>

Position is now short two units from 1229.89.
 
Quote from nitro:

His is the first time model predicts POFVF should go higher.
Position is now short two units from 1229.89.

Why are you short if your model predicts a move up? I am confused.
 
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