E-Mini Swing Trading
Discretionary Trading
System Trading
TRENDING
Quant
Most Recent
 

We Got The Outlier

Read More
October 4, 2019

We Got The Outlier

We should probably preserve our final judgment until today’s close but I at this point I believe it’s fair to say that we most likely are looking at an outlier for week #40. Per the histogram, the SKEW, and standard deviation charts I posted on Monday we knew that there was a possibility for fireworks which made it possible for us to hedge ourselves appropriately.

4912
 

Let’s Talk About Gamma Risk

Read More
August 23, 2019

Let’s Talk About Gamma Risk

In a featured comment yesterday I mentioned gamma risk in SPX and SPY options as one of the reasons explaining recent hedging activity in the VIX and ES futures. It’s a complex topic that we’ll have to peel one slice at a time. Let’s begin by considering that options in essence are multi-dimensional financial derivatives in that they exhibit sensitivity to not only price, but also time and volatility (yes interest rates as well but that’s not an issue in our current market environment).

15283
 

Burning The Temple

Read More
May 21, 2019

Burning The Temple

Hello denizens of Evil Speculator! Just as Mole is off to visit his indigenous peoples of Austria, I’m back from a week of honoring my Fucks Given Reduction (FGR) process in the California desert at Lightning In A Bottle (LIB). Fresh and ready to go deep into some stuff you can actually use to trade with. As a bonus to my Cali trip, I got to spend a time in Venice with a man who goes by the moniker The Trip Advisor, who is behind-the-scene responsible for the biggest hit Post Malone has.

13023
 

Linear Regression For Chipmunks

Read More
January 25, 2019

Linear Regression For Chipmunks

I’m working on a coding project today and neither have the time nor the inspiration to talk about the endless gyrations in equities. It’s heads down for me today and most likely I’ll be plugging through the weekend as well. So here’s a much needed refresher course on linear regression which most of you guys probably know as scatter plots/charts. This wills serve as the basis for a future post on how to correlate your prospective alpha factors when developing a trading system. So it’s important to fully understand how this works and why. Enjoy!

5199
Latest Posts
 
Read More
614featured image
Bitcoin At $50k – We Are Back!
 
Read More
147featured image
Bitcoin Is Back On A Rampage!
 
Read More
334featured image
What Really Moves Modern Financial Markets

 
Read More
189featured image
Bitcoin Correction Scenarios
 
Read More
172featured image
Bitcoin Hanging By A Thread
NEW! Market Statistics
Cognitive Bias Carousel
  • What Does It Take?What Does It Take?
    The greatest games have always been dominated by the masters of obfuscation, misdirection, misinformation, if not outright deceit. Of course the financial game is no …
Popular
 
How To Pick Great Entries Like A Pro
 
Size Matters
 
A Legion Of Losers
 
Wake Up – Time To Die
 
Why Being Right As A Trader Is Meaningless
 
Welcome To The VOMMA Zone
Compare
Go