we'll see 1102 tomorrow

Quote from riskarb:

It's a neural-net developed with small input layer. I use it primarly to predict my short-gamma hedges -- it helps to get in front of my position's gamma-accumulation. Occasionally, it produces a 90(10) reading in which I will take a sizable directional bet. The goal is to replicate an experienced tape reader in a swing-trading time-frame. It has limited applications for long-gamma options trading, as the hedge parms aren't very discrete -- hence I use it to front-run my short-option hedging.
More...
riskarb,
I'd be interested in know more about your neural-net. What are the inputs? How many hidden layers (and how many nodes) and how many outputs? I assume it's a feedforward, backpropagation neural net?

Richard
 
Quote from rickty:

riskarb,
I'd be interested in know more about your neural-net. What are the inputs? How many hidden layers (and how many nodes) and how many outputs? I assume it's a feedforward, backpropagation neural net?

Richard
More...

Will respond by PM.

riskarb
 
Quote from riskarb:

LOL, nice deductive reasoning. It's a neural-net developed with small input layer. I use it primarly to predict my short-gamma hedges -- it helps to get in front of my position's gamma-accumulation. Occasionally, it produces a 90(10) reading in which I will take a sizable directional bet. The goal is to replicate an experienced tape reader in a swing-trading time-frame. It has limited applications for long-gamma options trading, as the hedge parms aren't very discrete -- hence I use it to front-run my short-option hedging.
More...
F*ck man arb, this is one of the most brilliant paragraphs I've ever read here. riskarb, has anybody told you that you're a f*cking genius???

I'd never write up things like this on ET. How about an X amount of readers getting an insight into your framework and coat-tailing? I do post trades here, or the "common noob" things, like channels & fibs, but I'd never disclose any framework stuff. Perhaps I'm just paranoid? Are you not worried about your framework? The idea of synthesizing tape reader behaviour is simply genial. I am a full-blood tape reader and can "memorize" several days of tape action, most of my decision-making is based on the tape. It's the only real truth-teller.

Today was sweet guys, seems like a lot of ET went long today, good on ya.
More...
No options, I went long a simple directional on ES the night before around 23:00 EST, woke up on my PC when a crossover and a few other bells went off. Closed at 05.50 (~+12 pts), then put on a swing short with a very tight stop, (trying to fade the 22/03 HOD amongst other reasons), thought it would hold, then chickened out for a -1.75pt loss. It was a high R:R trade, so it was worth trying - All trade details posted in Baruch's thread. Most of my gains currently come from swinging the currency futures and scalping ER2, but I've kind of "lived" on my desk for the last week or so, occasional catnaps being about it for recreation... :eek:

Admire your virtuosity in options trading man. Nice.
 
Quote from James Stock:

Interesting. I say it will see 1082 before 1102.
Make you a gentlemans bet on it.
More...
James Stock, I don't understand your efforts to escape this bet thing, since you were the one who proposed it.

$500 is like the gain on 1 contract of ES if you're right, this is seriously small change man, what kind of size do you trade? I think you just made a clown out of yourself, but hey, I'll shut up and all the power to you.

Perhaps Baron should open a regulated "betting exchange" on ET, like CFD's on the opinions of board members, so all ET'ers can bet against each other anonymously and without PayPal... No need to get seat, either, just signup as ET member... :D
 
Quote from Scientist:

James Stock, I don't understand your efforts to escape this bet thing, since you were the one who proposed it.

$500 is like the gain on 1 contract of ES if you're right, this is seriously small change man, what kind of size do you trade? I think you just made a clown out of yourself, but hey, I'll shut up and all the power to you.

Perhaps Baron should open a regulated "betting exchange" on ET, like CFD's on the opinions of board members, so all ET'ers can bet against each other anonymously and without PayPal... No need to get seat, either, just signup as ET member... :D
More...

I knew you were stupid, but not NVS stupid. Look at my quote. I made a gentlemans bet and lost. Then I came back here and congratulated him on winning. It's my right to say "no" to a $500 wager, and it was a good choice.

So which part of "gentlemans bet" don't you understand??

Let riskarb take all the bows he wants for calling a 10 pt move. I've precisely called the top on the S&P at 1157 to the exact day on 3/4/04, and made a killing in March. That's a great call, this is a good call on a 10 point move.
 
Quote from Scientist:

F*ck man arb, this is one of the most brilliant paragraphs I've ever read here. riskarb, has anybody told you that you're a f*cking genius???

I'd never write up things like this on ET. How about an X amount of readers getting an insight into your framework and coat-tailing? I do post trades here, or the "common noob" things, like channels & fibs, but I'd never disclose any framework stuff. Perhaps I'm just paranoid? Are you not worried about your framework? The idea of synthesizing tape reader behaviour is simply genial. I am a full-blood tape reader and can "memorize" several days of tape action, most of my decision-making is based on the tape. It's the only real truth-teller.

No options, I went long a simple directional on ES the night before around 23:00 EST, woke up on my PC when a crossover and a few other bells went off. Closed at 05.50 (~+12 pts), then put on a swing short with a very tight stop, (trying to fade the 22/03 HOD amongst other reasons), thought it would hold, then chickened out for a -1.75pt loss. It was a high R:R trade, so it was worth trying - All trade details posted in Baruch's thread. Most of my gains currently come from swinging the currency futures and scalping ER2, but I've kind of "lived" on my desk for the last week or so, occasional catnaps being about it for recreation... :eek:

Admire your virtuosity in options trading man. Nice.
More...

Appreciated.

Paranoia doesn't always imply pathology; altruistic tendencies can be detrimental in this business. I've received a lot of PMs asking about the system, so I thought I would offer a generic description.

I hear you loud and clear, bro, I was/am extremely tight-lipped w.r.t. methodology, although I've mellowed a bit now that I'm in my late 30's.

w.r.t. nets: in my fairly limited history I've learned that limiting the input values is key to a robust net-framework -- and take the good with the bad(output) as with any system. Throwing one classical-TA oscillator into the mix doesn't hurt. I have found that any more than 4-5 input values wrecks the long-term performance. All of my NN-info was achieved through osmosis, listening to the ramblings of a former Prediction Co. egg-head. To be a fly on the wall of that firm! -- there's a strong analog between UBS/Prediction Co. and the model-work done by the CRTs/HTCs on the options-side in the 80s and 90s. I think they'll make ridiculous $$ from that collaboration.

Good to hear you had a good day, thing we'll see some chop and stat-volty contraction today.

riskarb
 
I can't believe that you take credit for calling the TOP in this Bull Market at 1157 on the ES back on March 4th.

Manolo called it, and you know it!

:D
 
Quote from waggie945:

I can't believe that you take credit for calling the TOP in this Bull Market at 1157 on the ES back on March 4th.

Manolo called it, and you know it!

:D
More...

NVS--that's the FIRST time you made me chuckle, and that may go a long way. Where'd you get this humor--Someone said something to you, or you upped the lithium? Either way, now that I see you potentially have a sense of humor, and aren't just a "mazda, a speed car" kind of guy, i'll lighten up.

The funniest joke from someone I don't care for did come from dppigeon. You were asking if you left out any aliases, and he replied "wagggie945". You went ballistic, but you should have laughed.

At this point you realize anytime you can get a rise out of someone here, you win. That's why I consider myself a HUGE victor in the recent brouhaha in Chicago. Someone sure went off the deep end that day.
 
You must log in or register to reply here.
Back
Top