Kudos to MMs

Quote from nitro:

Bugs fixed. Also changed spread function to be more conservative. The last couple of days were run on faulty code. However, the results stand, since that is part of life.
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Don't worry, I'm sure no one will hold the last few days against you given your stellar record prior to that.
 
Quote from GTS:

Don't worry, I'm sure no one will hold the last few days against you given your stellar record prior to that.
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What record? I have yet to see a table of FV from inception regressed against SPX changes.
 
02/15/2012 10:31:24 OFV = -917.13 Buy to Close SPX at 1354.2
02/15/2012 11:14:46 OFV = 1356.96 Buy to Open at 1354.34 Spread = 2.5
 
Quote from nitro:

02/15/2012 10:31:24 OFV = -917.13 Buy to Close SPX at 1354.2
02/15/2012 11:14:46 OFV = 1356.96 Buy to Open at 1354.34 Spread = 2.5
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No need for you to actually waste the commissions. I'll book every trade you make. From the beach. With a cold one in hand.
 
02/15/2012 13:00:18 OFV = -916.68 Sell to Close SPX at 1348.88
02/15/2012 13:09:21 OFV = 1348.85 Buy to Open at 1345.84 Spread = 2.5
02/15/2012 15:00:21 OFV = 1347.49 Sell to Close SPX at 1341.9
 
Perfect system, you just need to invert it:

02/15/2012 08:55:18 OFV = 1349.38 Sell to Open at 1352.59 Spread = 2.5
02/15/2012 10:31:24 OFV = -917.13 Buy to Close SPX at 1354.2
-1.61

02/15/2012 11:14:46 OFV = 1356.96 Buy to Open at 1354.34 Spread = 2.5
02/15/2012 13:00:18 OFV = -916.68 Sell to Close SPX at 1348.88
-5.46

02/15/2012 13:09:21 OFV = 1348.85 Buy to Open at 1345.84 Spread = 2.5
02/15/2012 15:00:21 OFV = 1347.49 Sell to Close SPX at 1341.9
-3.94
 
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