The ACD Method

So here's something that I just find interesting, but not necessarily significant.

If the SPY didn't make another high or low today and continued to trade in this range here, my monthly A up and monthly A down for June would be my OR for the year.

I use a wider OR than most that I know of, but I just found this coincidentally interesting.

Carry on!
 
Quote from Quon:

So here's something that I just find interesting, but not necessarily significant.

If the SPY didn't make another high or low today and continued to trade in this range here, my monthly A up and monthly A down for June would be my OR for the year.

I use a wider OR than most that I know of, but I just found this coincidentally interesting.

Carry on!
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breakout then reversion to the mean, why is that?
 
Quote from Maverick74:

Thanks for joining in Quon. The doctors don't think it's a good idea that I talk to myself so much. :)
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When you consider the fact that a majority of the posts on this site are crap, it just goes to show you that there are not a lot of traders who are going to dedicate themselves to something as methodical as ACD, due to the level of effort required. They'd rather get dragged into sub-moronic subjective debates about topics they can never hope to have any influence on, e.g. HFT, than discuss something which can tangibly help them firm up a trading plan. I recommend this thread in other threads when someone says they are new to trading, though.

Anyway, it does kind of suck to have to post to yourself so much. I had a trading blog at one point where I was basically very far ahead of the readership in knowledge of the topic and it was difficult to get constructive criticism. Some guys tried and I applauded them for it, but it wasn't the same as having someone to really drive my thinking or the conversation.
 
http://youtu.be/cXy9HoWX0es

Karen went from her day-job as a CFO to a trader and turned $100,000 in 2007 into $41 million by 2011. This is her story, as told by Karen herself with Tom Sosnoff on Get Tasted.

NOTE: This is for real as Karen is being interviewed by Tom Sosnoff of ThinkorSwim.

I do not know a thing about options. I guess i will have to learn about shorting premium on indices.
 
Quote from mfbreakout:

http://youtu.be/cXy9HoWX0es

Karen went from her day-job as a CFO to a trader and turned $100,000 in 2007 into $41 million by 2011. This is her story, as told by Karen herself with Tom Sosnoff on Get Tasted.

NOTE: This is for real as Karen is being interviewed by Tom Sosnoff of ThinkorSwim.

I do not know a thing about options. I guess i will have to learn about shorting premium on indices.
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guessing she had to be long vol at some point she did well into the credit crisis, look at bill miller, steady as a rock till 2008 then averaged in had some monster drawdowns...I would imagine quite a few people blew out with that kind of vol. There is a guy who posts here under the handle dmo who had a video showing how the vix futures stopped going up around 70 vol or so, I will look for the link when I get a minute.
 
Quote from logic_man:

When you consider the fact that a majority of the posts on this site are crap, it just goes to show you that there are not a lot of traders who are going to dedicate themselves to something as methodical as ACD, due to the level of effort required. They'd rather get dragged into sub-moronic subjective debates about topics they can never hope to have any influence on, e.g. HFT, than discuss something which can tangibly help them firm up a trading plan. I recommend this thread in other threads when someone says they are new to trading, though.

Anyway, it does kind of suck to have to post to yourself so much. I had a trading blog at one point where I was basically very far ahead of the readership in knowledge of the topic and it was difficult to get constructive criticism. Some guys tried and I applauded them for it, but it wasn't the same as having someone to really drive my thinking or the conversation.
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I recommend this thread to newbies as well.
 
Just wanted to throw this out there. Here is my 5 day numberline(SPY) for the month of MAY to friday. As you can see there is a huge divergence coming into play. SPY lower lows...numberlines higher low. Will be watching for a bounce next week. Monthly Aup in ZB is 154 and for ES we have around 1260...we could easily tag those in the next day or two!
 

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I just heard Guy Adami speak here in Chicago. He is one hell of a speaker. I thought he gave one of the better speeches on trading I have ever heard give. The guy knows his stuff and is very entertaining to listen to. If you guys ever get a chance to hear him speak, do it.
 
Quote from Shanb:

Just wanted to throw this out there. Here is my 5 day numberline(SPY) for the month of MAY to friday. As you can see there is a huge divergence coming into play. SPY lower lows...numberlines higher low. Will be watching for a bounce next week. Monthly Aup in ZB is 154 and for ES we have around 1260...we could easily tag those in the next day or two!
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Hay Shan, that's pretty genius p.s. Graphing the numberline? Never thought of that. Would love to see that thing on a chart looking at it in relation to price. Might notice some interesting patterns...

: )
 
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