Generational Dynamics Forum - New Site

aedens wrote:Judging by what is increasingly a rotation out of stocks and into bonds, the smart money - correction the only money remaining - appears positioned correctly once again.
Remember: always do what they do, not what they say. Unsure if target one date H will make it we discussed on the avarice swing trade.

There was another mini panic in the futures this afternoon after the cash close and I exited 75% shorts and went 5% long. I have to bet some kind of "deal" or promise of a "deal" gets cobbled together over the weekend or early next week and the market will rally for about 3 days on that. If that happens I will probably reverse to 100% short at that time. There is no reason for me to disbelieve there can't be some carry over towards your target in this bizarre carnival that has no modern historical context.

They need swings to scalp so the algo spikes will be tweeked as you noted the spy pockets we discussed before. I am guessing ~135 support on that first blush. Your frequency, or namely flutter observation plays very key here H. I for one will not go over the usual suspects in perecentage either as you note correctly in percent sanity long for now. In my basket view only I anticipated -8% more so early week we shall see for now. The beat down will be interesting monday and perhaps some toe dippers tuesday as vanilla DCA gets butchered and reeducated again. Many upset and edgy people waiting for the irrational anchor to stick. I will check a few numbers tonight. I still think a exhaustion curve then to the first leg mentioned. Who knows, but I did expect more of a drop at the end of the month. I do not expect a compromise anyway on some topic and the left is plain sick in the head on some issues anyway. They will spoon feed to secure 2014 and the hard right got there news on contracts I seen also. You can see who runs barter town. And also they know a large portion of the public is not even a factor any more. They are past wasting. The democrats are so deluded they think the election was a confidence vote. Sad days indeed as we are being bought by every one else right under our very noses. Anyways stay safe and we shall ponder the masses and asses going forward on our guess who on the list we are seen to be.

https://www.youtube.com/watch?v=bMNwi0AujFs

http://www.nanex.net/aqck/2950.html looks like chokes again are being set in H, on blocks.
It reminds me of blocker wave we noted a few years back from nan.
Used in the middle of a pipeline, command allows you to both redirect output to a file, and pass it to further commands in the pipeline.

Buy put options and sell call options on these stocks and ETFs.
Prepare to place sell orders at the old bid price so that you are first in line.
When all but the last few buy orders in your set of stocks remains, execute against them, and simultaneously sell SPY and ES futures in Chicago.
This will take a few $100 million in capital.
Once the market is moving in your direction, start trading out of the position. tyler

SEC will note you in oct 2016 -not

The market has tended to make new highs the first few days of a quarter, or come close to challenging a previous high. For the S&P 500,
2007 July 19 (new high), October 11 (new high)
2010 April 14 and 26 (new post 2009 highs)
2011 July 7 (close to May 2 new post 2009 high)
2012 April 2 (new post 2009 high), October 5 (close to September 14 new post 2009 high, but high for Dow)
The other thing that seems to go with this is a pattern of 2 flushes and 3 rebounds where the 3rd rebound is where the real drop starts from. This pattern is clear in April/May 2010, March/April 2012, and September/October 2012.
When the 30 week moving average is still rising (it is) and is hit from above, there also tends to be one more rally back up.
A normal drop from a top is 7 trading days, plus or minus, that goes 40-60 S&P points, before a rebound.
And there are another half dozen short term patterns I could mention that would favor a 25-50 point rally.
I'm imagining the market was flushed for the second time Friday afternoon so it can moved back up at the beginning of the quarter, as normal. If normal doesn't happen, be worried, I would guess.

The first and last posts in this thread guess similarly and the first notes the one exception where normal didn't happen (the 2008 crash).
http://www.traders-talk.com/mb2/index.p ... pic=143880
I guess the way we would think of it is flutter has come to the market.
http://generationaldynamics.com/forum/v ... 2f8#p11638

They are targeting sheep pens as etf and basket attacks. As conveyed we moved some out of dollars just for that trend we seen on the sheep pen discussion we had some time ago. The broker is on speed dial if the flush we noted on other exchanges transpires as we have forumed before. The venturi effect of these monsters is beyond words. The 2x per month attacks are trendable and the first 6 weeks of the market will be a personal study on these nominal effects we have been watching.

The positive carry of being long the S&P index futures is about 2% per year at current prices and decaying (as prices rise), which provides a decaying tail wind to the market. At the same time, the shearing effect in the inverse ETFs decays and at some point a risk/reward will be reached that produces a tipping point. Also, these facts would show how a move up in short term interest rates will cave the market in, which may have more to do with the Fed mouthing the 2014 date than they would care to discuss in a press conference (the seen and the unseen are really at work here). If leverage is taken into account, with a 10:1 leverage ratio given by the margin requirements, the leveraged rate of return of the positive carry in S&P index futures is over 20% (actually the leverage ratio is at least 10 and the exchanges have reduced margins continuously). This is the ultimate carry trade bubble and 1 minute flutters are appearing in the futures markets off hours that destroy one year's worth of carry in 1 minute. Another thing I would mention is that the market advanced in 2007 while facing the headwind of negative carry, as short term interest rates were over 5%.

We had a forumed link on these discussions that was the inflation targeting and the implosion rings that mises explained as naive firms which we would translate as winners and losers. FDR made it plain clear no accidents just intent. Meanwhile they have done such a good job guess what?
http://www.opm.gov/oca/compmemo/2012/2013PAY_Attach.pdf As I conveyed the public will be spoon feeders only. As we noted already the world party
these voters seem to embrace are limited in mental capacity and they know this. The Republic does not exist outside the cargo cult on deck.
Here is why as zh correctly remembered on unhedged hands to have there face on fire to all those who are confused why a 1.5% drop in the market constitutes a bloodbath, now you know: with no hedges on, with massive margin exposure on, and with everyone all in, the last thing the market can sustain is selling, any selling, or else the dreaded margin calls start coming in and PMs have to satisfy margin insufficiency with more selling, setting of an avalanche of even more selling, which ends where, nobody knows. In fact one can argue that in this context a modest 1.5% drop may have a greater impact on sentiment and positioning than a whopping 10% drop did as recently as 2008 when everyone was more or less positioned to expect precisely such a thing. Because if one is 99% levered, a 1.5% move lower just wiped out all equity.
http://www.rasmussenreports.com/public_ ... key_polls2

The Tea Party got mauled in the 2012 election, and they realize their only chance of survival is the nuclear option: no defections, no compromises. And it will work for them. Debt is the rope around our neck and we are tired of it. To enslave the unborn is a sickness.
http://www.muthstruths.com/wp-content/u ... -Story.pdf We will be judged on the defenseless and the old of our society in the lense of history anyway and that is not a democrat or republican issue but a fact of a moral compass.

http://foxnewsinsider.com/2012/11/28/ar ... -about-it/

When, no clue on. Fox to me has been like watching the bobble heads lately, for like years....

OLD1953 wrote:Should have put this up a couple of days ago. Printing building parts/panels.

http://www.youtube.com/watch?v=EfbhdZKPHro

Basically, just a larger scale, and somewhat cruder form of how silicon foundries create memory, processors, etc.

Of the 7 in 12 in sector I seen H I noted the 3 also in 12. I noted this a ROC and second deriv. indicators. This window as it looked to me "basket specific" was two convergance triangles. So monday for the fear bots and algo momo's and tuesday for the toe dippers. I checked my numbers and we will see mid week how we modeled this event driven morass. I do not expect anything and in drilldown mode on current positions. I found that graph emulated my control number to bounce the lcl indicator for my interest to consider movement. My main thought spinning at the moment is exhaustion curve on rational expectations since more deterministic macro is difficult.
rfed Labor market conditions edged lower at District plants in December. The manufacturing employment index turned negative, losing six points to settle at −3, and the average workweek indicator lost four points to end at −2. However, the wage index held steady at 10.

Average expected that the prices they pay will advance at a 2.54 percent pace, somewhat above November's outlook of 1.95 percent. Contacts looked for finished goods prices to increase at a 0.87 percent annual rate, slightly below last month's expectation for a 1.29 percent pace.

I will wait for a slip to move H. No clue when on rational expectations on a FUD trade.

The positive carry of being long the S&P index futures is about 2% per year at current prices and decaying. <----- targets

http://www.sec.gov/rules/other/nasdaqll ... rutfix.pdf
Compare to ISE/FIX spec documents.
http://www.ise.com/assets/files/technol ... sue_39.pdf

http://www.ise.com/assets/documents/Abo ... rch_18.pdf <--------- new sheep pens

ZH: Based on my analysis it seemed very easy to make fully transparent markets by turning ON those IDs associating unique account IDs with all bids and trades. It seems someone else already had the idea yet to date it is not reqired by law to disclose unique tracable account #s with trades at the routing level opening up IRT full market position disclosures vs. the BS of waiting for end of month or quarterly position reports and changes. It made me wonder if these not required fields were already filled out and someone already had IRT access to all account positions as of 2005.

The simple pipes and redirects described here work essentially the same in all shells, but most shells can also perform other, more obscure, kinds of pipes and redirects Note: if the file already exist, it will be erased and overwritten.

Kill list now are Hunter Seeker we noted back some: I think the ip sniffer just traded position of server location IMO

Mon Nov 16, 2009 7:13 pm Observation: Farming Culture -ALG's lucust's Vs. Hunter Culture - DCA seekers
If you do not understand that historical contrast stop investing now since by now your depleted anyway "3 trade rule". Was I to adversion minded last spring on Capital preservetion. Yes, and some who where are still in the hunt to farm and we picked low hanging fruit to survive for capital preservation. Even the competant will be eaten alive as we have seen since Business is defined by law.

Market in presidential election years and after the election follows a fairly predictable pattern, for a few months anyhow. That's way too much focus on elections, 90% of what the President does is a forced putt, but markets run on emotion most of the time, not logic.