tag:blogger.com,1999:blog-7025352174566040697.post8574431818825183238..comments2024-01-31T01:36:09.111-05:00Comments on COTs Timer: S&P 500 May Pause Before Next Leg Down: DataAlex Roslinhttp://www.blogger.com/profile/05203588321742142651noreply@blogger.comBlogger11125tag:blogger.com,1999:blog-7025352174566040697.post-16730370627733561182009-03-12T16:40:00.000-04:002009-03-12T16:40:00.000-04:00Hello Alex,Thanks for posting your method on the w...Hello Alex,<BR/><BR/>Thanks for posting your method on the web for people to review. You have an interesting method that I am going to watch for awhile. I like the heavy statistical approach. This week's signal to go cash on the S&P 500 has saved you a lot of losses compared to the previous short position. Good work and good luck!<BR/><BR/>Regards,<BR/>TonyTonyhttps://www.blogger.com/profile/04508335039861121343noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-78809377717076193282009-03-12T15:03:00.000-04:002009-03-12T15:03:00.000-04:00Hi Avocade,Thanks for your comment. The commercial...Hi Avocade,<BR/><BR/>Thanks for your comment. The commercials and small traders on the mini contract might not be the same entities as those on the other contract. Check the reporting thresholds for both contracts.<BR/><BR/>Regards,<BR/>AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-41863641321906528572009-03-11T16:53:00.000-04:002009-03-11T16:53:00.000-04:00Interesting that the NASDAQ futures/options are on...Interesting that the NASDAQ futures/options are only a bit shorted for the commercials (and long for others), but the "mini" version is _extremely_ shorted for non-reportable and quite long for commercials. <BR/><BR/>Why this huge discrepancy since the underlying asset is still the same? More of the very dumb money (small traders) on the much cheaper futures version, yes, but why are commercials Oskarhttps://www.blogger.com/profile/12750879411817184840noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-40070059687905613892009-03-10T22:45:00.000-04:002009-03-10T22:45:00.000-04:00Very true. But count me in as one scared trader ne...Very true. But count me in as one scared trader next monday when I'll follow you and shorting SP500 again. (ProShares US SP500 as usual?)<BR/><BR/>Could this rally today have been just a blip (hedge funds buying back short positions)?Oskarhttps://www.blogger.com/profile/12750879411817184840noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-10666333005834513932009-03-10T22:19:00.000-04:002009-03-10T22:19:00.000-04:00Hi again Avocade,Thanks for your comments. I can't...Hi again Avocade,<BR/><BR/>Thanks for your comments. I can't pretend to know why the trade delay works the way it does, but in my opinion it is a robust market effect. I can only speculate that it typically takes a specific period of time for trader positioning to make itself felt in the broader markets. To a large extent, if the effect passes all my tests of robustness, I don't really care why Alex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-69016856555937895322009-03-10T18:02:00.000-04:002009-03-10T18:02:00.000-04:00Anyone else thinking today's insane bull market wa...Anyone else thinking today's insane bull market was some major hedge funds buying back their shorts? I would have, if I had had them, like you yourself did, Alex. <BR/><BR/>I'm very impressed by how you timed this exit Monday. But I still can't fathom how anything the commercials did three weeks ago to make them jump suddenly to be temporarily net long (and then back a week after), would have an Oskarhttps://www.blogger.com/profile/12750879411817184840noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-6131859631597606592009-03-10T16:38:00.000-04:002009-03-10T16:38:00.000-04:00"As someone once said, I'd rather be out of the ma..."As someone once said, I'd rather be out of the market and wishing I was in than in the market wishing I was out."<BR/><BR/>Well said. That one goes straight into my quotes list.Oskarhttps://www.blogger.com/profile/12750879411817184840noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-15482102965576186692009-03-10T13:57:00.000-04:002009-03-10T13:57:00.000-04:00Hi Avocade,Thanks for your message and kind words....Hi Avocade,<BR/><BR/>Thanks for your message and kind words.<BR/><BR/>1) I don't see where I said anything about gold stocks going down while bullion goes up. My setup is for gold bullion. Gold stocks usually trade in the same direction as bullion, but not always.<BR/><BR/>2) I don't have views on the USDYEN. It would be an interesting setup certainly, but it's on my to-do list. Technically, it Alex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-36146815230418434132009-03-10T13:43:00.000-04:002009-03-10T13:43:00.000-04:00Thanks for your message, Anonymous. This issue doe...Thanks for your message, Anonymous. This issue doesn't bother me. I just started using these two setups for SPX and gold in recent months and no more than a few hundred people visit my blog per day. The derivatives markets I'm studying are based on billions of dollars of positioning, so I think it's highly unlikely these readers could influence the outcomes of the signals.<BR/><BR/>Regards,<BR/>Alex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-78661219848016454642009-03-09T01:24:00.000-04:002009-03-09T01:24:00.000-04:00While I habitually check your COTS data interpreta...While I habitually check your COTS data interpretations, something bugs me:<BR/><BR/>1. I would expect that once such an arbitrage is known, it would become ineffective.<BR/><BR/>2. Do you monitor for evidence of point #1?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-362870065694864902009-03-08T14:34:00.000-04:002009-03-08T14:34:00.000-04:00Three questions:1. From last post's comments: "......Three questions:<BR/><BR/>1. From last post's comments: "... the gold stocks will go down while bullion goes up."<BR/><BR/>Are you talking about Gold Mine corporations here, or some different way of measuring the price of gold than just its daily price at the exchange?<BR/><BR/>2. I would be extremely interested in hearing your views on USD/Yen, and if you're thinking of developing a setup. I've Oskarhttps://www.blogger.com/profile/12750879411817184840noreply@blogger.com