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Plotting a course for $SPX 20ma


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#11 spielchekr

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Posted 04 November 2007 - 09:06 AM

Very interesting. I will enjoy reading your future posts. As a student of Nonlinear Dynamics, I believe strongly in the Predictability of chaotic systems and use my research in my trading. Your post struck a familiar chord.

Regards,



Chaotic system my @ss. http://www.traders-t...?...ic=69020. Only when planning go awry does it get chaotic.

#12 Doug

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Posted 04 November 2007 - 11:49 AM

Very interesting. I will enjoy reading your future posts. As a student of Nonlinear Dynamics, I believe strongly in the Predictability of chaotic systems and use my research in my trading. Your post struck a familiar chord.

Regards,



Chaotic system my @ss. http://www.traders-t...?...ic=69020. Only when planning go awry does it get chaotic.




I am not sure what you mean by this but if you are implying that the market is not a chaotic system and inherently non-linear then I must say, in the strongest of terms, and uncharacteristically bluntly, you are wrong. All systems are chaotic. Only minute and discrete portions of them can be understood linearly. The market, by its very nature cannot help but be chaotic. Perhaps you do not understand the true, scientific meaning of chaotic and instead confuse the popular definition for it. However, I somehow doubt that because you seem well studied.

Regards,

#13 spielchekr

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Posted 04 November 2007 - 01:23 PM

I was just being a little sarcastic. That doesn't always work well on message boards. I know that the term "chaotic system" and its variations rings with oxymoronic quality. But some aspects can be measured, understood and harnessed (exploited if you will). And just when you think you've got something figured out, poof! Chaos reintroduces itself again. That's how the "system" part works. :lol: Sorry about the misunderstanding.

Very interesting. I will enjoy reading your future posts. As a student of Nonlinear Dynamics, I believe strongly in the Predictability of chaotic systems and use my research in my trading. Your post struck a familiar chord.

Regards,



Chaotic system my @ss. http://www.traders-t...?...ic=69020. Only when planning go awry does it get chaotic.




I am not sure what you mean by this but if you are implying that the market is not a chaotic system and inherently non-linear then I must say, in the strongest of terms, and uncharacteristically bluntly, you are wrong. All systems are chaotic. Only minute and discrete portions of them can be understood linearly. The market, by its very nature cannot help but be chaotic. Perhaps you do not understand the true, scientific meaning of chaotic and instead confuse the popular definition for it. However, I somehow doubt that because you seem well studied.

Regards,



#14 Doug

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Posted 04 November 2007 - 07:37 PM

I was sure it was a misunderstanding on my part. Your work displayed a rare understanding of complex systems. Regards,

#15 spielchekr

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Posted 05 November 2007 - 07:20 AM

I'm going to attempt to track further distributions from the MA(1,20) on the chart (distribution from the 20ma flatline, in other words). It's a P.I.T.A. on a Stockcharts chart, because there's no tool for doing it other than manually. Let's see if I can keep it up! :blink: Scroll to the top for the live chart. There is now a red (what will be a squiggly) line added from Friday's close.

#16 Doug

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Posted 05 November 2007 - 07:45 AM

I agree with the projection and have plans to place a Siamese Condor on the SPX for this cycle. I will sell the 1500 call and put and buy the 1450 put and the 1550 call. Almost a no lose trade. With the rapid Theta depreciation in the next two weeks, the underlying would need to close more than 35 points away from that mark to move below break-even.

Regards,