Eni...Dogs and Horses, for pussy's lovers only - Cap. 3
- Creatore Discussione Comoduca
- Data di Inizio
snapo
the greater the truth, the greater the libel
guaglio'Ho shortato SP june 2337,50...
Avevo un bel gain di 200 euro, niente take, così sono tornato in pari...
Chiuderò in loss
ce lo dicette che nn era aria...
riassuntino
vix +11
vxn(vola naz) -5
vxx +3 fut vola +4
rsi5 500...94
rsi5 naz...95
la candela 15' + cazzuta che han fatto è stata dopo la chiusa del cash...gli orsi si buttavano dalle finestre...
ma
a memoria nn ricordo...il naz percepito meno rischioso del 500...incrediBBili
HANNO PERSINO ROTTO IL 47 MOLTO IMPORTANTE CHE STAVA SU DI UNA RIGHETTA SETTIMANALE DI IMPULSIVA CHE VENIVA DA LONTANO...
NESSUNO SA DOVE SI FERMERANNO...NN HANNO + NULLA A CUI UNO SHORTER POTREBBE AGGRAPPARSI
FERMI E FLAT-TI
NOTHING ELSE
NOTTE
p.s. mi sono accorto adesso del maiuscolo...nn ho voglia di riscrivere...ma nn era certo un urlo...ahahaha
snapo
the greater the truth, the greater the libel
dimenticavo...
Major U.S. stock indexes closed at records for a fifth session in a row Wednesday, marking the longest record-setting streak for all three benchmarks since January 1992
io ancora nn c'ero...ahaha
allora si andava in banca
le prime azioni furono delle impregilo...correva l'anno 1994...sigh
rinotte
Major U.S. stock indexes closed at records for a fifth session in a row Wednesday, marking the longest record-setting streak for all three benchmarks since January 1992
io ancora nn c'ero...ahaha
allora si andava in banca
le prime azioni furono delle impregilo...correva l'anno 1994...sigh
rinotte
DDUKE
Viva i popoli, Viva le Nazioni europee, fanculo U€
snapo
the greater the truth, the greater the libel
buondì
pare che in queste sedute...per la precisione dal superamento di 2.3k del 500...ci sia stata una lotta feroce tra squali...
o meglio
uno squalo di grossa taglia è stato circondato da una serie imponente della stessa specie e sia soccombuto(? alla faccia del participio...ahahaha)
17.000.000.000 $ puntati dalla parte "sbagliata"
...
As RBC's Charlie McElligott, who dug deeper into the details behind this move, notes the melt-up in the S&P is the result of "a purported / murky melt-down over the past week in a large trade by a multi-billion Dollar (open-ended) futures fund which sells vol on S&P. Without going into specifics, there is market speculation that the entity is effectively short upwards of ~$17B of SPX (deltas to buy) through selling February expiry upside 1x5 (or 1x4) call spreads."
The trade was going well, until the S&P rose above 2,300. At that point the "convexity seemingly ‘kicked-in’ as witnessed by market participants, the short-gamma ‘take’ since has been nothing short of astonishing."
He notes that "the ‘fingerprints’ in trading SPX 3rd weeks was notable yesterday, where big 2280 calls traded (amongst others) which created $5.5B of deltas to buy in-and-of itself. "
As visualized in the chart of e-minis below, the ‘short gamma’ grab is evident since we took-out the 2300 level.
Tying the synthetic move to fundamentals, the RBC head of cross-asset strategy then notes that "US nominal yields still can’t meaningfully “punch through” 2.50 / 2.52 level, while real rates and USD actually trade LOWER despite an outstanding run of data (especially inflation) and hawkish Janet Yellen" and adds:
I think there is a two-fold rationale here:
The potential for President Trump’s speech to a joint-session of Congress on February 28th to disappoint very-high market expectations with regard to tax-policy clarity. We’ve spoken for months now on how the ‘corporate tax cut input’ is the largest anecdotal driver of the S&P / single-stock estimate upgrades since the election, with the generic assumption being applied of a 20% corp tax rate. The issue is this: it is abundantly-clear at this point that in order to fund a cut to a 20% rate, you HAVE TO incorporate a B.A.T. as the funding mechanism…otherwise the best-case cut is significantly weaker. But as this Senate / CEO “anti-B.A.T. food-fight” drags on, it’s incredibly doubtful that Trump will be capable of making any specific claims to the larger policy construct in just such a short period of time, as it would require TREMENDOUS progress from the current bickering. And if today’s public-portion of Trump’s meeting with retailer CEOs counts as anything, there was no mention on camera between parties of the B.A.T. whatsoever. Again, this reiterates to me the high-potential for disappointment.
However, more ominously, McElligott concludes with his biggest concerns:
This equities upside short-gamma grab has taken out a ton of ‘bid on the downside’ in equities index, in the case that we were to see any sell-off post a Trump speech disappointment. This lack of cover-demand on a vacuum-move could see sloppiness develop, as it seems that the data and Fed itself are no longer dictating the market story at this stage - whether stocks, fixed-income or vol. “Policy” is now firmly “in the driver’s seat,” and that is where I see the least degree of confidence in the market.
I’m worried that this stock ‘melt-up’ move is extraordinarily mechanical right now - almost entirely the aforementioned forced-covering, not high conviction induced-buying - and may be sending a “false signal” which is potentially dragging-in new buying on the breakout to new highs.
soros???
chissà
di certo c'è che da gg e gg guardando pur distrattamente e in orari diversi...ma sempre il quarto d'ora finale...avevo segnalato i salti di book che notavo sul mini
si aveva la sensazione di massive ricoperture al meglio...
e la cosa spiegherebbe pure la distonia della vola del 500 vs naz
ieri...massacrato lo squalo vittima...e indotto alla conclusione della massiva ricopertura...l'indice si è come liberato della stretta cui era stato sottoposto via xiv(aka compagni di merende...big + bc via blackpool)
nn si spiega inoltre l'entrata "a gamba tesa" del vecchiaccio immarcescibile buffett...che tre sedute addietro si è dichiarato massivamente dentro la mela(è insolito il momento...mai visto farlo appena prima della risposta premi)
ergo
come infine sottolinea l'attento analista di rbc...
"This could lead to a scenario where a market can “collapse under their own weight."
come dire che questi 50 punti nn sono il frutto di massivi acquisti ma del combinato disposto di massive ricoperture frutto di una manipolazione senza precedenti dell'algoritmo che continuamente toglieva lettera martingalando al contrario(sostenuto dalla spziale manipolazione di vola mediante xiv)
altro nn ho trovato
e
vedremo...
a sto punto la verità la sapremo da domani o da lunes
pare che in queste sedute...per la precisione dal superamento di 2.3k del 500...ci sia stata una lotta feroce tra squali...
o meglio
uno squalo di grossa taglia è stato circondato da una serie imponente della stessa specie e sia soccombuto(? alla faccia del participio...ahahaha)
17.000.000.000 $ puntati dalla parte "sbagliata"
...
As RBC's Charlie McElligott, who dug deeper into the details behind this move, notes the melt-up in the S&P is the result of "a purported / murky melt-down over the past week in a large trade by a multi-billion Dollar (open-ended) futures fund which sells vol on S&P. Without going into specifics, there is market speculation that the entity is effectively short upwards of ~$17B of SPX (deltas to buy) through selling February expiry upside 1x5 (or 1x4) call spreads."
The trade was going well, until the S&P rose above 2,300. At that point the "convexity seemingly ‘kicked-in’ as witnessed by market participants, the short-gamma ‘take’ since has been nothing short of astonishing."
He notes that "the ‘fingerprints’ in trading SPX 3rd weeks was notable yesterday, where big 2280 calls traded (amongst others) which created $5.5B of deltas to buy in-and-of itself. "
As visualized in the chart of e-minis below, the ‘short gamma’ grab is evident since we took-out the 2300 level.
Tying the synthetic move to fundamentals, the RBC head of cross-asset strategy then notes that "US nominal yields still can’t meaningfully “punch through” 2.50 / 2.52 level, while real rates and USD actually trade LOWER despite an outstanding run of data (especially inflation) and hawkish Janet Yellen" and adds:
I think there is a two-fold rationale here:
- As highlighted earlier in the week by Mark Orsley and me, the turn in Chinese data and concurrent squeeze in short Yuan trades actually has alleviated some of the PBoC’s UST-selling pressure. That and
- the market is still ridiculously short duration, with some leveraged funds likely covering out of frustration. Either way, it seems reasonable that a sharp-reversal in broad risk-asset sentiment could REALLY squeeze this short-base, and with no China-supply this time around. A FTQ-bid would drive rates lower and could see recently-accelerated “value” and “cyclical” equities-plays get wacked, while duration-sensitives (defensive yield-plays) would be sent scrambling-higher
The potential for President Trump’s speech to a joint-session of Congress on February 28th to disappoint very-high market expectations with regard to tax-policy clarity. We’ve spoken for months now on how the ‘corporate tax cut input’ is the largest anecdotal driver of the S&P / single-stock estimate upgrades since the election, with the generic assumption being applied of a 20% corp tax rate. The issue is this: it is abundantly-clear at this point that in order to fund a cut to a 20% rate, you HAVE TO incorporate a B.A.T. as the funding mechanism…otherwise the best-case cut is significantly weaker. But as this Senate / CEO “anti-B.A.T. food-fight” drags on, it’s incredibly doubtful that Trump will be capable of making any specific claims to the larger policy construct in just such a short period of time, as it would require TREMENDOUS progress from the current bickering. And if today’s public-portion of Trump’s meeting with retailer CEOs counts as anything, there was no mention on camera between parties of the B.A.T. whatsoever. Again, this reiterates to me the high-potential for disappointment.
However, more ominously, McElligott concludes with his biggest concerns:
This equities upside short-gamma grab has taken out a ton of ‘bid on the downside’ in equities index, in the case that we were to see any sell-off post a Trump speech disappointment. This lack of cover-demand on a vacuum-move could see sloppiness develop, as it seems that the data and Fed itself are no longer dictating the market story at this stage - whether stocks, fixed-income or vol. “Policy” is now firmly “in the driver’s seat,” and that is where I see the least degree of confidence in the market.
I’m worried that this stock ‘melt-up’ move is extraordinarily mechanical right now - almost entirely the aforementioned forced-covering, not high conviction induced-buying - and may be sending a “false signal” which is potentially dragging-in new buying on the breakout to new highs.
soros???
chissà
di certo c'è che da gg e gg guardando pur distrattamente e in orari diversi...ma sempre il quarto d'ora finale...avevo segnalato i salti di book che notavo sul mini
si aveva la sensazione di massive ricoperture al meglio...
e la cosa spiegherebbe pure la distonia della vola del 500 vs naz
ieri...massacrato lo squalo vittima...e indotto alla conclusione della massiva ricopertura...l'indice si è come liberato della stretta cui era stato sottoposto via xiv(aka compagni di merende...big + bc via blackpool)
nn si spiega inoltre l'entrata "a gamba tesa" del vecchiaccio immarcescibile buffett...che tre sedute addietro si è dichiarato massivamente dentro la mela(è insolito il momento...mai visto farlo appena prima della risposta premi)
ergo
come infine sottolinea l'attento analista di rbc...
"This could lead to a scenario where a market can “collapse under their own weight."
come dire che questi 50 punti nn sono il frutto di massivi acquisti ma del combinato disposto di massive ricoperture frutto di una manipolazione senza precedenti dell'algoritmo che continuamente toglieva lettera martingalando al contrario(sostenuto dalla spziale manipolazione di vola mediante xiv)
altro nn ho trovato
e
vedremo...
a sto punto la verità la sapremo da domani o da lunes
snapo
the greater the truth, the greater the libel
sono 4 consecutive sedute che a quest'ora...e sino le 15 cet...il 500 pare girarsi down sul 4h
nelle tre prececednti occasioni era una finta fatta al ciclostile...e infatti sono poi partiti due stracazzuti 4h sino le 23.00
si diceva che nn c'era due senza tre...ok
dite che l'abbiano aggiornato al 3 senza 4?
ah...saperlo...
nelle tre prececednti occasioni era una finta fatta al ciclostile...e infatti sono poi partiti due stracazzuti 4h sino le 23.00
si diceva che nn c'era due senza tre...ok
dite che l'abbiano aggiornato al 3 senza 4?
ah...saperlo...
