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[放炮] My view now

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 楼主| 发表于 2011-9-25 07:30 PM | 显示全部楼层


Sept 25, 2011 | Updated as of 8:15 PM EDT
U.S. Equity Futures
Change Level
Dow +108.00 10,805
S&P 500 +13.20 1,143
Nasdaq +21.25 2,223

Commodities
Change Level
Oil  +1.05% $80.69
Silver  +1.84% $30.66
Gold  +0.80% $1,653

Currencies
Change Level
EUR/USD  +0.12% $1.352
USD/JPY  +0.12% ¥76.70
回复 鲜花 鸡蛋

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发表于 2011-9-25 07:56 PM | 显示全部楼层
Thanks
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发表于 2011-9-25 08:10 PM | 显示全部楼层
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发表于 2011-9-25 08:41 PM | 显示全部楼层
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 楼主| 发表于 2011-9-26 11:47 AM | 显示全部楼层
本帖最后由 Diver 于 2011-9-26 14:18 编辑
Masktear 发表于 2011-9-24 09:10
Why do you think month-end Window-dressing mean market up?
Last year, majority of the month ended ...


I guess Sept 30 Quarterly options expiry pegs should be close to Sept 16 Monthly options expiry pegs. So this week MM's need to kill puts.

As my understanding, window dressing means two things:

1. The fund managers want to show their clients that the funds preformed well in the last period.

2. The fund managers want to convince their clients that the funds are doing right things, and although the funds performed not well, it is because the general market is not good, i.e. indices all lost in last period.

For the No.1, fund managers need to sell profitable positions and fulfil the profits. So far, only those managers who short sold stocks or bought puts are profitable. That means, they need to cover their shorts or sell their puts. Thus such actions will push up indices.

For the No. 2, fund managers need to sell loser individual stocks and buy blue chips. That will push up indices.
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 楼主| 发表于 2011-9-26 01:09 PM | 显示全部楼层
austinjoe 发表于 2011-9-24 07:55
Thank you very much for bring this up -- very good inside information unless you play options. I'm o ...

I guess Sept 30 Quarterly options expiry pegs should be close to Sept 16 Monthly options expiry pegs. So this week MM's need to kill puts.

Greece Debt deadline is Oct 6 or 10. So MM's still get some time. I think market will rally this week and drop again from Oct 3 till Greece debt deadline. And then if Greece defaults, market will dip. Otherwise, if Greece does not default and survive through Oct 10, market will shoot up and rally till the year end, because it is said the next deadline for Greece debt will be a half year later.
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 楼主| 发表于 2011-9-26 02:15 PM | 显示全部楼层
I know bears have solid reasons to beat down the market currently, but the indices will not drop this week even if they do not go up, because the only initiative for MM's is to kill indices puts this week and, by the way, write more indices puts during this process.
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 楼主| 发表于 2011-9-26 02:17 PM | 显示全部楼层
TSX PD is solid now. I do not think today indices may reverse back down later at close. I believe indices will rally more tomorrow.
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 楼主| 发表于 2011-9-26 03:18 PM | 显示全部楼层
on IWM 5-min chart today, it formed intraday W-bottom and broke out and almost filled last Thursday's gap.

Great! It seems tomorrow will open high and close higher.
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发表于 2011-9-26 03:40 PM | 显示全部楼层
分析太好了,不管对否,这做功课的态度是我等蝌蚪所不及。敢在这时候出来喊,不光是勇气,更是能力的体现。谢谢跳水兄!
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发表于 2011-9-27 12:52 AM | 显示全部楼层
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发表于 2011-9-27 01:31 AM | 显示全部楼层
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发表于 2011-9-27 04:19 PM | 显示全部楼层
Diver LD,
Any update based on today's market movement?
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 楼主| 发表于 2011-9-27 11:04 PM | 显示全部楼层
本帖最后由 Diver 于 2011-9-28 00:31 编辑
Ed02 发表于 2011-9-27 17:19
Diver LD,
Any update based on today's market movement?


I feel bearish, so I sold all my IWM CALLs today.

I guess the top of some kind may have already been in or be close now. It seems MM's pushed up indices and exited individual stocks under the firework smoke. However, indices may not drop right away tomorrow. Big MM's disagree one another currently (for example, UBS longed crazily while MS shorted crazily for a few days; GS shorted crazily while C longed crazily yesterday and today). So market is stuck in the sideway range bound.

I am afraid a big storm is brewing now.

If tomorrow gap up open, do not chase high any more.
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 楼主| 发表于 2011-9-27 11:40 PM | 显示全部楼层
9/27/2011 ESZ1 (<1K TRADES )
NUMBER OF BLOCKS today: buy 12; sell 15.

BUY VOL  7188
SELL VOL 9713
  
TOTAL NET VOL today  -2525
NET VOL FROM 9/26/11 -2019
NET VOL FROM 9/12/11 -9413
BUY VS SELL 0.74
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发表于 2011-9-28 07:55 AM | 显示全部楼层
回复 Diver 的帖子

Diver, you will short today? thanks
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 楼主| 发表于 2011-9-28 09:10 AM | 显示全部楼层
Jennyahwu 发表于 2011-9-28 08:55
回复 Diver 的帖子

Diver, you will short today? thanks

wait, today is window dressing day. I think today will close in green.
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发表于 2011-9-28 09:19 AM | 显示全部楼层
Thanks!
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 楼主| 发表于 2011-9-28 12:05 PM | 显示全部楼层
回复 Ed02 的帖子

strong buy signal: SLV

buy signals:
SH, SPXU,
FAZ, TZA, SDS, BGZ

sell signals:
SPY, DIA, IWM, XLF, RSP
FAS, TNA, SSO, BGU

strong sell signal:
ZSL
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 楼主| 发表于 2011-9-28 12:06 PM | 显示全部楼层
回复 Jennyahwu 的帖子

Signal shown above.
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