MAD Play today?

sophiaxy · 发表于 2009-4-13 08:52 AM

Bought bgu 17.18 for MAD play today

bayliner1979 · 发表于 2009-4-13 09:32 AM

Looks like post MAD play will work today.

maserati · 发表于 2009-4-13 09:45 AM

2# bayliner1979
I am already done with my first trip. In most recent cases, if the gap only gets filled 70~80% within an hour, the second attempt to fill 100% of it will happen early afternoon.

sophiaxy · 发表于 2009-4-13 10:02 AM

Lao Da, thanks for the information. That's good observation. I still hold it. Seems wasting the good opportunity to load again.

sophiaxy · 发表于 2009-4-13 10:03 AM

Lao Da, thanks for the information. That's good observation. I still hold it. Seems wasting the good opportunity to load again.

bayliner1979 · 发表于 2009-4-13 10:18 AM

Good point.

2# bayliner1979
I am already done with my first trip. In most recent cases, if the gap only gets filled 70~80% within an hour, the second attempt to fill 100% of it will happen early afternoon.
maserati 发表于 2009-4-13 10:45

diaqqqq · 发表于 2009-4-13 10:27 AM

本帖最后由 diaqqqq 于 2009-4-13 11:34 编辑

Played both TNA, BGU and SSO, sold after 2% gain (scared by the unfilled gap about 1 week ago). Just bought some more position to play the 2nd trip, hopefully it will get 100% filled sometime today.

I am expecting the market to gap up tomorrow morning after GS earnings (GS earning must be very good, but I think it has been priced in at least partially), then the market could start the selloff (sell on news) around noon or in the afternoon. I hope to get some FAZ between $7-8 sometime tomorrow, and will also buy some SRS/TZA/BGZ too if it gets there. And hopefully market could pull back to 820-830 area by OE, and if so, will unload all shorts by then.

maserati · 发表于 2009-4-13 10:34 AM

7# diaqqqq

Good job, dude.

sophiaxy · 发表于 2009-4-13 10:37 AM

7# diaqqqq

That's very good strategy. Hope you get your setup.

diaqqqq · 发表于 2009-4-13 10:39 AM

名车老大, thank you. Just trying to use your tricks to bank in some coins. To play long or short at this stage, one really has to be in and out quickly right now.

7# diaqqqq

Good job, dude.
maserati 发表于 2009-4-13 11:34

90ufo · 发表于 2009-4-13 12:35 PM

终于FILL了.SO FAR (22个?) POST-MAD没有FAIL过. 谢谢MASERATI!

ggsddu · 发表于 2009-4-13 01:36 PM

啥是MAD,很有用的样子，谁给个全称吧

sophiaxy · 发表于 2009-4-13 01:39 PM

8# maserati

Lao Da, ask a question, does this rule only apply to SPX? How about Dow and Nasdaq? Do they need close the gap as well? Thanks!

maserati · 发表于 2009-4-13 01:57 PM

13# sophiaxy

I only tested SPY. You can backtest other indices and my guess is that the conclusion won't be much different.

sophiaxy · 发表于 2009-4-13 02:00 PM

but today so far only close spx, dow and nasdaq drag quite big

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