The ACD Method

[Maverick74]

Just overall looking at NG its below for a while then well over 3.. back down then back up fairly short time frame just wondering ACD help with this volatility

why do you look more to the curve then absolute price ?

You can model the curve. You can't model flat price effectively. Monthly A up for Z contract is 3.34 and QTR is 3.37.

 

[ETFoption]

Thanks so you buy/sell the curve in some respect based on ACD system ?

Curve meaning bull spread/ bear spread ?

What month spread represent each

 

[Maverick74]

Thanks so you buy/sell the curve in some respect based on ACD system ?

Curve meaning bull spread/ bear spread ?

What month spread represent each

Yes, I use ACD as part of the valuation of the forward curve. It's kind of complicated so I don't want to get into it much here because I'll just keep making it more complicated if I tried to explain it. Forward curves are are fundamentally driven and therefore easier to model. ACD does a good job of providing bias for flat price and works fine there.

 

[SteveM]

Hello, crude oil.

 

[Maverick74]

Hello, crude oil.

Vol crush! OVX

 

[SteveM]

Trump's Treasury Secretary appointee said today that Fannie and Freddie should exit government control. Blast off:

 

[Maverick74]

Wow, thnx for posting.

 

[Maverick74]

Ruh Roh!

http://www.climatedepot.com/2016/11...ld-anomaly-forecast-across-almost-entire-usa/

 

[koolaid]

Trump's Treasury Secretary appointee said today that Fannie and Freddie should exit government control. Blast off:


View attachment 168478

I'm in it from the low 2s...but it's a small position/gamble. This stock is starting to look like DRYS...lol

 

[koolaid]

Does anyone out there know where I can track or find historical data on the premiums for ATM spy options over the course of a time period?