Kudos to MMs

[noddyboy]

Quote from MADASINHATTER:

Ozzy Osbourne (diary of a madman)

Values at the window,
watch me die another day
hopeless situation
endless price i have to pay

Sanity now it's beyond me
there's no choice

Diary of fair value,
losing points again today,
entries of confusion,
fair value,i'm here to stay,

Decimals fill up the pages,
me and reality divorced,
sanity now it's beyond me,
there's no choice

This is very good...

 

[nitro]

02/23/2012 13:00:17 OFV = -941.00 Sell to Close SPX at 1360.84

 

[arbs-r-us]

Quote from nitro:

SPX, 1354.29. FV, 1060.81. OFV, 1354.01. POFVF, 1859.17

Look at the colossal value POFVF due to the galactic calibration needed to match OFV to SPX. This is going down. No trades thus far.

1859.17..... hmmm..... Fair value 1060, but predicting 1859?

 

[nitro]

02/23/2012 13:54:32 OFV = 1364.18 Buy to Open at 1361.01 Spread = 3
02/23/2012 15:00:24 OFV = 1368.07 Sell to Close SPX at 1363.24

 

[MADASINHATTER]

Quote from arbs-r-us:

1859.17..... hmmm..... Fair value 1060, but predicting 1859?

Bon Jovi (living on a prayer)


Woarghhhhhhh......... not even half way there
WOAGH OHHHHHH livin' on a prayer
Take fair value and we'll bankrupt i swear.....

 

[nitro]

02/24/2012 09:20:17 OFV = 1370.05 Buy to Open at 1367.04 Spread = 3

 

[noddyboy]

Quote from nitro:

02/24/2012 09:20:17 OFV = 1370.05 Buy to Open at 1367.04 Spread = 3

first order regression typically picks up most of the signal.
FV was wrong to begin with, but you expect second (OFV), third (POFV) order effects to be correct.

 

[GTS]

With SPX at 1368

<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>-276</td></tr><td>Jan 11, 2012</td><td>Sell to Open SPX</td><td>1288.60</td><td>1</td><td>-79</td></tr><td>Jan 25, 2012</td><td>Sell to Open SPX</td><td>1321.20</td><td>1</td><td>-47</td></tr></table>
Unrealized losses : 402 points

Quote from nitro 02-21-12 10:09 AM:
I am convinced that SPX implodes sometime this week.

Another call for implosion, another week without it. You've called for it so many times that even if it eventually does implode the prediction will be meaningless.

 

[nitro]

02/24/2012 10:31:27 OFV = -966.20 Sell to Close SPX at 1367.62
02/24/2012 10:57:00 OFV = 1371.47 Buy to Open at 1368.39 Spread = 3
02/24/2012 13:00:21 OFV = -967.84 Sell to Close SPX at 1366.93
02/24/2012 13:47:06 OFV = 1360.70 Sell to Open at 1364.47 Spread = 3
02/24/2012 15:00:04 OFV = 1363.28 Buy to Close SPX at 1365.78

 

[elovemer]

..............