SPX Notes 2009

fargo

赞赞赞！！！

cat888

Amy999

Thanks Bay & QQQ for the magical guidances.

blues55

lake3peat

Many thanks, BAY and QQQ!!!

darth

davidino

周五公布的1月的非农数据，可能会是这几年以来最差的一次，周四的收市前，估计MM人心惶惶，八成是大泻，周五更是低开，有否逆转就要看中午以后了。

rosyrosy

Strongly agree. The original Matrix is super but I don't quite like the 2nd and 3rd, especially the 3rd.

Matrix, my favorite moive, especially the 1st and 2nd.  IMO, 1st one is the all time best!



10# bayliner1979
bokchoy888 发表于 2009-2-4 21:27

Appletree8

waiting for Bay LaoDa's update.

bayliner1979

今天大方向就错了，剩下的4天输赢率要过半才成了。

早晨一个gap down，就觉得不太对劲，和预期不符。
结了所有的PUTs，等gap fill以后买回来，现在还在水下呆着。

看去年9/12,9/26，判断今天应该收一个hangman在fib38.2=843左右。
http://www.hutong9.com/viewthread.php?tid=36100&page=4&authorid=2282
基本上就是这个意思了。

有HH已经说了，今天油、金、大盘、债全部涨得欢。
整体的投资的热钱就那么多，怎么今天就都往上蹦，没有板块流动了？哪儿变出来的钱啊？
还有Option又爆量了，CPC又新低，估计MM又买了大堆的便宜PUTs。
上面全是MM要花钱买的, 花的钱哪里来呢？估计是卖expensive calls给傻牛变出来的。Zero sum。

今天SPX走了一个接近shooting star的spinning top，刺穿daily EMA(13)然后大跌。符合第一种较大可能的情况。

最近5天对了4.6天，这个就意味三七开剩下的五天输赢率要对半了。


明天仍然看熊，不过因为大P股的survey中发现现在大家一边倒地做熊，MDD大概是不成了： 第一明天可能是平开，没有gap down了；第二收盘之前要翘尾巴反弹不少，也许要弹一半左右杀一下重仓的熊们。这样的话，后天倒可能会gap down跌出个MDD。

bayliner1979 发表于 2009-2-4 18:42

Anita

谢bay老大，每日必读贴！

Appletree8

Thanks, my short is under the water as well :-)

李隆基

明天牛牛歇菜！

lite1067

有HH已经说了，今天油、金、大盘、债全部涨得欢。
整体的投资的热钱就那么多，怎么今天就都往上蹦，没有板块流动了？哪儿变出来的钱啊？
还有Option又爆量了，CPC又新低，估计MM又买了大堆的便宜PUTs。
上面全是MM要花钱买的, 花的钱哪里来呢？估计是卖expensive calls给傻牛变出来的。Zero sum。
bayliner1979 发表于 2009-2-5 16:54

thanks, bay laoda.

A lot of cash are parking in money market now. That might explain why we have an all-up day. but historically we will see a (dramatic) pullback after an all-up day like today...

Besides, there are some other evidence that we might see a bloody Friday. Now at close today I am again in the same boat as you :-)

whzdf

谢谢！

笑口常开

covered some short at 820 (thanks QQQ) and bought back at 846. I am a little frog and follow QQQ and bay lao da.

QQQ

今天大方向就错了，剩下的4天输赢率要过半才成了。

早晨一个gap down，就觉得不太对劲，和预期不符。
结了所有的PUTs，等gap fill以后买回来，现在还在水下呆着。

看去年9/12,9/26，判断今天应该收一个 ...
bayliner1979 发表于 2009-2-5 16:54

Bay, take a look at the following, put protections are in place......
Do you think what I am thinking?

Index TradingDeep out-of-the-money puts on the Dow Jones Industrial Index (.DJX) were active for a second day. Large buys in the DJX April 50 puts were highlighted in yesterday's recap. Today, the action continued, but in the DJX April 51 puts. 20,000 contracts hit at the offer for 32 cents per contract. Like yesterday, the activity looks like put buyers and since DJX equals 1/100th the Dow, the activity is possibly a hedge on concerns about a substantial market decline. DJX at 51 would equal Dow 5100. After a couple days of slower trading, options activity picked up noticeably in the index market, with approximately 349,000 index puts and 313,000 index calls traded on the day. The S&P 500 (.SPX), the Mini-SPX (.XSP), and the Mini-NASDAQ 100 (.MNX) had among the more actively traded contracts.

kellyluo

Bay, thank you!

bayliner1979

Well, one day in Jan or Feb 2008, when SPY was still around 13x.x, somebody in hutong or mitbbs mentioned that the October 2008 Strike 100 and 105 exploded with large amount  (I tried to find that post, but cannot find it anywhere).   Before October the lowest SPY was 103, and in October the lowest SPY was 84.  

nstar

I noticed the same post too! I think, probably, it was posted by Shuyuan.

Well, one day in Jan or Feb 2008, when SPY was still around 13x.x, somebody in hutong or mitbbs mentioned that the October 2008 Strike 100 and 105 exploded with large amount  (I tried to find tha ...
bayliner1979 发表于 2009-2-5 18:48