I use Option Alpha for automated option trades. But it's
definitely a work in progress and not altogether that useful for
this type of trading (yet). But certainly has the potential
to be in the future.
Because different people have different ways of getting long-
via SPY options, SPX options, ES futures or options, ETFs
etc. Matt gives us information that allows us to make decisions
about how we wish to trade. It works.
i realized after leaving my previous comment that those SPX
charts show vwap. not sure how thats calculated since, like i
said, SPX doesnt actually trade. must be synthetic.
I dont think that there is a VWAP for SPX because SPX isnt
actually a tradeable product- its an index. Options are
traded on its price but the index ittself has no volume. Therefore
no Volume weighted average. Only on the ES and SPY
proxies.
I would offer up a bit of caution around the basket of systems:
Dont over-optimize or curve fit. What works for SPY/ES should in
theory work for other instruments as well without
over-optimization.. While attempting to “diversify”, you may find
that your signals are highly correlated. Product non-correlation
does not necessarily ensure signal non-correlation. May be
necessary to test correlation risk using TS portfolio maestro
(skills beyond my realm of expertise-lol). Having said what
I’m sure you already know, I look forward to seeing the results of
what I am sure is an extremely time-consuming endeavor!! Good
luck!
(Also- EOD systems on GLD tend to be difficult as the product
rarely closes at it’s highs and lows like the equity markets do. At
least that’s been my experience. I’ve never been able to make a
good GLD/SLV “system” so looking forward to that one
especially)
The community is delayed by three days for non registered users.
https://www.nytimes.com/2022/11/06/us/politics/irs-agents-fact-check.html
Volatility rising? Probably a good thing to remember that ...
Posted by pep8261 on 14th of Jan 2023 at 04:26 pm
https://www.nytimes.com/2022/11/06/us/politics/irs-agents-fact-check.html
nytimes.com
Fact-Checking the Misleading Claim About 87,000 Tax Agents - The New York Times
The claim, which has been debunked numerous times, has resurged ahead of the midterm elections. Here’s why it’s still wrong.
I use Option Alpha for
reversion to mean systems that are short
Posted by pep8261 on 13th of Jan 2023 at 02:09 pm
I use Option Alpha for automated option trades. But it's definitely a work in progress and not altogether that useful for this type of trading (yet). But certainly has the potential to be in the future.
Yes- Orthodox Christmas. Or they
KREMLIN: RUSSIA WILL DECLARE A TRUCE WITH UKRAINE FROM 1200 ...
Posted by pep8261 on 5th of Jan 2023 at 10:49 am
Yes- Orthodox Christmas. Or they ran out of ammo.
Because different people have different
Important: ES bear long DID NOT go long
Posted by pep8261 on 19th of Dec 2022 at 06:41 pm
Because different people have different ways of getting long- via SPY options, SPX options, ES futures or options, ETFs etc. Matt gives us information that allows us to make decisions about how we wish to trade. It works.
Hey Matt- Is there a
Posted by pep8261 on 30th of Nov 2022 at 09:39 pm
Hey Matt- Is there a Stochastic Short system triggering on ES?
Yeah- because they only had
Russian Defence Ministry: No Strikes Against Targets Near Ukraine-Poland Border ...
Posted by pep8261 on 15th of Nov 2022 at 03:07 pm
Yeah- because they only had Iranian and North Korean ones. LOL
SOURCE Express UK
Russian missiles hit Poland
Posted by pep8261 on 15th of Nov 2022 at 01:52 pm
SOURCE Express UK
Is it possible that ES
Posted by pep8261 on 28th of Oct 2022 at 02:02 pm
Is it possible that ES Strap Short will enter today?
I prefer ES as well
This place is the best place, but I would love ...
Posted by pep8261 on 27th of Oct 2022 at 10:54 pm
I prefer ES as well
Cramer looking like a genius.
Posted by pep8261 on 5th of Oct 2022 at 03:25 pm
Cramer looking like a genius.
any possible short SPY System
Posted by pep8261 on 4th of Oct 2022 at 03:31 pm
any possible short SPY System trades setting up or is it too early?
Thanks.
Anyone (Steve) looking at AZ?
Posted by pep8261 on 28th of Sep 2022 at 11:44 am
Thanks.
Anyone (Steve) looking at AZ?
Posted by pep8261 on 28th of Sep 2022 at 11:37 am
Anyone (Steve) looking at AZ?
i realized after leaving my
ToS Users: Does anyone have a custom script that will ...
Posted by pep8261 on 24th of Aug 2022 at 03:38 pm
i realized after leaving my previous comment that those SPX charts show vwap. not sure how thats calculated since, like i said, SPX doesnt actually trade. must be synthetic.
I dont think that there
ToS Users: Does anyone have a custom script that will ...
Posted by pep8261 on 24th of Aug 2022 at 02:36 pm
I dont think that there is a VWAP for SPX because SPX isnt actually a tradeable product- its an index. Options are traded on its price but the index ittself has no volume. Therefore no Volume weighted average. Only on the ES and SPY proxies.
looking at doing the same
I heard of Goldman Sachs analyst on Bloomberg yesterday target ...
Posted by pep8261 on 12th of Aug 2022 at 10:55 am
looking at doing the same
NILE- Milton apparently bought another
Posted by pep8261 on 22nd of Jul 2022 at 12:47 pm
NILE- Milton apparently bought another 130k at around .39 according to Bezinga.
Not sure how current that is though.
I would offer up a
Reversion to mean systems basket
Posted by pep8261 on 15th of Jul 2022 at 04:17 am
I would offer up a bit of caution around the basket of systems: Dont over-optimize or curve fit. What works for SPY/ES should in theory work for other instruments as well without over-optimization.. While attempting to “diversify”, you may find that your signals are highly correlated. Product non-correlation does not necessarily ensure signal non-correlation. May be necessary to test correlation risk using TS portfolio maestro (skills beyond my realm of expertise-lol). Having said what I’m sure you already know, I look forward to seeing the results of what I am sure is an extremely time-consuming endeavor!! Good luck!
(Also- EOD systems on GLD tend to be difficult as the product rarely closes at it’s highs and lows like the equity markets do. At least that’s been my experience. I’ve never been able to make a good GLD/SLV “system” so looking forward to that one especially)
50 Trading Quotes - compiled
Posted by pep8261 on 15th of Jul 2022 at 03:49 am
50 Trading Quotes - compiled by Quantified Strategies
https://www.quantifiedstrategies.com/trading-quotes/?utm_source=substack&utm_medium=email
It’s such a better trading
NQ 5min bull flag...
Posted by pep8261 on 5th of Jul 2022 at 08:15 am
It’s such a better trading day. I live in NY but spend summers in Greece. Much easier to trade (and live)!