Who answered and what are the page numbers?
trend following delusion shattered
- Thread starter hank rollins
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*sigh*
Well, all I'll add to this thread after all the BS is...
hanketsurfer... gimme a holla when you're coming to Chicago...
Regardless of all the BS., you're good at sheeping people to be contraversive...
How about doing a "technical oscillators are delusional" thread next?
or...
"Scalpers are a self-destructive style" ...
I'm sure there's enough stats and etc. to make some comment on the topic....
Well, all I'll add to this thread after all the BS is...
hanketsurfer... gimme a holla when you're coming to Chicago...
Regardless of all the BS., you're good at sheeping people to be contraversive...
How about doing a "technical oscillators are delusional" thread next?
or...
"Scalpers are a self-destructive style" ...
I'm sure there's enough stats and etc. to make some comment on the topic....
Hey you, one of the so-far-above-the-foolishness-of-it-all. After your previous retreat, maybe you have rested and are up to the following:
What is a reliable, publicly available method that can be applied to past price action to determine a usefully large positive or negative number d such that (p1-p0)>=d, where p0 is the current market price and p1 will be the market price in the near future?
Or are you too lofty to provide a testable reply.
Furthermore, there are some ET posters (such as HarryTrader) who are not interested in this thread can easily predict the trends and their turns with prices and timing to be happening in the future.
ThePlumber can forecast 250 trading days:
http://www.elitetrader.com/vb/showthread.php?s=&postid=709414#post709414
ThePlumber can forecast 250 trading days:
http://www.elitetrader.com/vb/showthread.php?s=&postid=709414#post709414
Still on this subject after 45 pages?
Ok.
What is a reliable, publicly available method that can be applied to past price action to determine a usefully large positive or negative number d such that (p1-p0)>=d, where p0 is the current market price and p1 will be the market price in the near future?
Answer:
All index arbitrage ("program trades" where the participant initiates programs to buy or sell in response to a change in the spread between the index cash and futures markets) will by definition generate a value greater than "d".
Reliable, yes (it is an arbitrage) as long as a discrepancy exists between the cash market and futures, and assuming the participant has the means to execute a program purchase or sale, profit is assured either immediately or at a terminal date when futures and cash converge.
Publicly available, yes, get up off your ass and read the literature.
Yawn, I'm ready to move on to something else.
How about "Radioactivity: No way dude, I'm just really tan"
Ok.
What is a reliable, publicly available method that can be applied to past price action to determine a usefully large positive or negative number d such that (p1-p0)>=d, where p0 is the current market price and p1 will be the market price in the near future?
Answer:
All index arbitrage ("program trades" where the participant initiates programs to buy or sell in response to a change in the spread between the index cash and futures markets) will by definition generate a value greater than "d".
Reliable, yes (it is an arbitrage) as long as a discrepancy exists between the cash market and futures, and assuming the participant has the means to execute a program purchase or sale, profit is assured either immediately or at a terminal date when futures and cash converge.
Publicly available, yes, get up off your ass and read the literature.
Yawn, I'm ready to move on to something else.
How about "Radioactivity: No way dude, I'm just really tan"
People can discuss about different visions on investing and trading.
The longer the discussion lasts, the more traders that stop posting.
We are reaching now the point where only posters keep on posting. That's logic because they don't have anything else to do.
Posters post and traders trade.
Someone who posts huge amounts of postings tries to compensate for his lack of knowledge in other domains. Using very difficult words is also a sign of an inferior feeling that has to be compensated by something else.
If the postings continue long enough, the poster will have to react on his own postings to keep on going, or he will have to use a second nickname ( winter perhaps?).
My next posting will not be before friday, and i will only post if i can achieve this week what i have in mind. But IF i post on friday i promise it will be VERY interesting.
The longer the discussion lasts, the more traders that stop posting.
We are reaching now the point where only posters keep on posting. That's logic because they don't have anything else to do.
Posters post and traders trade.
Someone who posts huge amounts of postings tries to compensate for his lack of knowledge in other domains. Using very difficult words is also a sign of an inferior feeling that has to be compensated by something else.
If the postings continue long enough, the poster will have to react on his own postings to keep on going, or he will have to use a second nickname ( winter perhaps?).
My next posting will not be before friday, and i will only post if i can achieve this week what i have in mind. But IF i post on friday i promise it will be VERY interesting.
Quote from Lefty62151:
Still on this subject after 45 pages?
Ok.
What is a reliable, publicly available method that can be applied to past price action to determine a usefully large positive or negative number d such that (p1-p0)>=d, where p0 is the current market price and p1 will be the market price in the near future?
Answer:
All index arbitrage ("program trades" where the participant initiates programs to buy or sell in response to a change in the spread between the index cash and futures markets) will by definition generate a value greater than "d".
Reliable, yes (it is an arbitrage) as long as a discrepancy exists between the cash market and futures, and assuming the participant has the means to execute a program purchase or sale, profit is assured either immediately or at a terminal date when futures and cash converge.
Publicly available, yes, get up off your ass and read the literature.
Yawn, I'm ready to move on to something else.
How about "Radioactivity: No way dude, I'm just really tan"
ah, sorry, need to disagree. the above has nothing to do with nickel's request. arbitrage is trend following ? arbitrage is based on the past price predicting future price? looks like someone else needs to read the "literature"
You need to pull your head out of your ass. The lack of oxygen has compromised your cognitive function. Index arbitrage is time dependent. It does not depend on past price but upon the relationship of cash and futures in the present, then extrapolated forward. That is why program trades have such a small time frame in which to execute for a profit. I can understand your confusion as the concept requires skills beyond just managing your checkbook.
The question is asked and answered.
The question is asked and answered.
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