1 2064 $SPX and $SPY daily candle tell two different stories. Tue Feb 09 21:07:51 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8870875534 19155062 web SPX SPY wondering if $SPX daily range compared to the 80-day average range is predictive of future (next few days) volatility. <- where's my Python? Tue Feb 09 21:05:51 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8870803082 19155062 web SPX correction on the short $TLT puts. I sold the MAR 91 puts (not 90) for average $1.53. Barely OTM. Tue Feb 09 20:27:08 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8869427174 19155062 web TLT Brainteaser. If you sell an out-of-the-money put in a US Treasury ETF, are you bullish, bearish or neutral equities? $$ Tue Feb 09 20:06:15 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8868699782 19155062 web lotsa clarification for MAR 90 $TLT put. about 500 in last hour but not astronomical by any means, just compared to last few days it's lotsa Tue Feb 09 20:02:35 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8868572128 19155062 web TLT lotsa volume in the MAR 90 $TLT put, and I'm a seller Tue Feb 09 20:00:19 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8868490643 19155062 web TLT Sold $TLT 90 put (MAR) for average $1.53 credit Tue Feb 09 19:57:15 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8868383640 19155062 web TLT If you were the $SPX, what animal would you be? Tue Feb 09 13:09:46 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8853649222 19155062 web SPX $EURUSD pixie dust wearing off Mon Feb 08 21:17:05 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8824983972 19155062 <a href="http://stocktwits.com" rel="nofollow">StockTwits</a> EURUSD $SPX not exactly what is supposed to happen with bullish hammers - why don't the markets trade the way they're supposed to? Mon Feb 08 21:07:45 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8824658995 19155062 <a href="http://stocktwits.com" rel="nofollow">StockTwits</a> SPX doji $$ Mon Feb 08 19:46:29 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8821912819 19155062 web What is holding up $EURUSD? Fairies and pixie dust. Mon Feb 08 15:11:11 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8812384051 19155062 web EURUSD $SPX hammer to good to be true. Reminds me of the perfect head and shoulders a few months back (that failed, by the way). Mon Feb 08 13:34:06 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8809005955 19155062 web SPX $EURUSD is waiting for the results of the Superbowl before deciding what to do Mon Feb 08 01:15:30 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8788613678 19155062 web EURUSD $DX_F (Dollar) and $SPX both up about 1/2 percent for the day - that's now how they usually dance Fri Feb 05 21:34:00 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8694351355 19155062 web DX_F SPX You won't see a prettier bull flag than that $$ Fri Feb 05 20:32:08 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8692229701 19155062 web What is the fail rate for bull flags? $$ Fri Feb 05 20:28:44 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8692113562 19155062 web I see a bull flag but I sense a head-fake ... more popcorn $$ Fri Feb 05 20:23:57 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8691952699 19155062 <a href="http://stocktwits.com" rel="nofollow">StockTwits</a> this has head-fake written all over it $$ Fri Feb 05 20:11:35 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8691538179 19155062 web the final 50 minutes will be interesting ... getting the popcorn ready $$ Fri Feb 05 20:10:44 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8691510803 19155062 web Swiss National Bank bids $EURCHF 1.4905 when the market was trading at 1.47. http://bit.ly/w3uZP (h/t @bondscoop) $USDCHF Fri Feb 05 13:15:55 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8676396753 19155062 web EURCHF USDCHF @bondscoop I was watching $USDCHF last night when the Franc completely tanked around 10pm last night (100+ pips) - figured it was news. Fri Feb 05 12:44:36 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8675387531 19155062 web USDCHF Anyone buying the dip? $$ Fri Feb 05 12:20:39 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8674663904 19155062 web Can't do an R walk forward profile because my walk forward data is totally jacked. $$ Fri Feb 05 02:43:17 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8659793034 19155062 web got Bloomberg play on my teevee ... for free $$ Thu Feb 04 19:01:14 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8643566793 19155062 web @OpExplorer $USDCHF are you watching it bounce off R1 and down to support? Thu Feb 04 13:55:09 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8632727510 19155062 web USDCHF /tinfoil hat on What happens if the US were to default on its debt? /tinfoil hat off $$ Thu Feb 04 12:55:36 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8630806901 19155062 web Evening for reading. Intelligent Data Analysis. Applicable only to those traders that use past price data in their trading. $$ Wed Feb 03 01:55:25 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8568681016 19155062 web Mass confusion and collective befuddlement coming to an equity market near you soon $$ Tue Feb 02 15:28:27 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8546285556 19155062 web Risk arbitrage experiment with $AAPL and $QQQQ pair trade setup prior to iPad announcment. http://bit.ly/9Now3s Tue Feb 02 04:22:54 +0000 2010 milktrader http://a3.twimg.com/profile_images/421117643/milkman6_normal.jpg 8529131986 19155062 web AAPL QQQQ