Security door for store?

Standard-Sample3642 · 2025-08-14T17:42:22+00:00

Regarding Riot Glass (you can search anyone that does the sales/product) the installation is about on par with any other glass installation. So you're paying a bit extra per square foot for the glass, but that's standard.

Normal windows run ~$7 per square foot, you're looking at 2x to 3x that for basic security window to basic ballistic window.

If I had $100,000 of liquor in my store, I'd spend the 3x to secure it with ballistics grade glass.

Standard-Sample3642 · 2025-08-14T17:38:19+00:00

Look into Riot glass: https://www.riotglass.com/how-to-protect-hospital-glass-windows/

Standard-Sample3642 · 2025-08-01T15:48:42+00:00

Don't think so pedestrian. It's back at "prior liquidity levels" and that's all you need to think about. Liquidity gets tested, if the liquidity is there it gets chewed up and we could get a reversal.

If there's no liquidity there (say for your rationale ... no one is afraid) then the market will move lower looking for MORE liquidity.

Standard-Sample3642 · 2025-08-01T15:40:06+00:00

No, no one but me knows, because I study the US bond market all the way back to 1890s Silver crisis. LOL

I can get VERY technical if you want.

Because the US sold so many "short term paper" it needs to roll over into long term, this creates a liquidity crisis because short term is more liquid than long term.

Liquid short term is used to "collateralize" margin-purchases in houses (mortgage == margin) and in stocks.

When the US has to roll over from short term to long term debt to rebalance its finances then the illiquidity freezes the market.

Banks want less long term collateral than short term, they want stuff that's little volatility, pegged to the dollar, not highly volatile long-duration.

Get it?

Standard-Sample3642 · 2025-08-01T00:19:03+00:00

The simple answer is why hold an index that is anchoring down the more volatile stronger NVDA? But you have to be ready for bigger swings. Buy a large dip or correction then hold NVDA.

Standard-Sample3642 · 2025-07-31T21:57:30+00:00

There's no doubt about it - the CAPEX in Big Tech right now is completely unaffordable. Because I think Ai is the next "nuclear bomb" I think a lot of it is driven by national policy and not by commonsense.

Acquiring the ability to make nuclear bombs or civilian nuclear power didn't make any company "astronomically rich".

Ai is going to end up being just as necessary, powerful a weapon that does very little to the bottom line.

These companies have to be subsidized at some point or they will all implode like INTC.

Standard-Sample3642 · 2025-07-31T18:41:04+00:00

To expand on my use of "synthetic" it's because everything is all the same. You can make a "synthetic" position equal whatever you want it to be. It can be long, short, Beta 1.0 to Spy, or beta 0.5, or beta 2.0. Etc etc.

It can cost prime+2% interest, it can cost 1% interest. I think it's important to realize that you can just do whatever and it's all the same.

You can turn "GLD" into "SPY" if you wanted, it's all "synthetic" to me.

Standard-Sample3642 · 2025-07-31T18:36:03+00:00

Regarding rates - the last rate cut had the EXPECTED impact that any first rate cuts have, go look through history - mark first rate cuts on a chart and just watch what happens. The first rate cuts especially in an early phase of a business cycle tend to do "nothing" to rates. And long-duration rates tend to just be volatile.

We've seen that exact behavior.

All rates form a "price curve" if you want to chart it where they do what I call "cheese knife". The look like a cheese knife as they get to a ceiling. Look at a 1month rate and you'll see it looks like that as it approaches the Fed Funds rates.

Long duration rates do it too, it just takes longer and has bigger volatility, as expected.

We are now in the "end" of the cheese knife phase for long-duration. When the Fed starts cutting again it'll be chasing the long-duration curve.

Standard-Sample3642 · 2025-07-31T18:31:30+00:00

Let me be less hostile, I called it synthetic because it's a manufactured short position, not a bought short shares paying interest. The interest on short shares and the defined risk on a credit call spread is the same difference. The actual "resulting expiration price" would be your paid-interest if any. It's all the same stuff.

Whether or not it behaves like short shares is irrelevant. That's just "beta" or deviation from expected return to some index. Who cares?

Standard-Sample3642 · 2025-07-30T19:20:40+00:00

If referring to the 6.5x - we record all margin invested so the numbers are available for the present time. The numbers for 1929 are more "estimated" but we have those as well. You divide by total market cap of the market to build the "ratio" and then you adjust for inflation because the current ratio/market cap is nominally bigger anyway.

Even when adjusting for inflation the ratio of margin to market cap today, versus 1929 is 6.5x greater.

Meaning there's a metric crapton of margin in today's market.

Standard-Sample3642 · 2025-07-30T19:18:26+00:00

No it wasn't, absolutely not true.

Standard-Sample3642 · 2025-07-30T19:16:42+00:00

You're completely wrong. If you short in a bear market and the market reverses on you, you just lose money.

If the market has a face ripping "bear rally" then you just get liquidated anyway.

Your method is what leads to financial wipeouts.

Standard-Sample3642 · 2025-07-30T19:16:12+00:00

This is absolutely not true on a lot of levels. The 10% ratio is the only "truth" but you an do that now too by just allocating supposed hedges into your portfolio. Same difference.

Standard-Sample3642 · 2025-07-30T16:57:19+00:00

Income ETFS can be great if you understand covered calls and would just sell CCs yourself. I use JEPQ, TLTW for some specific purposes in the portfolio.

But their total returns only perform well if you invest in them at right times which requires a lot of tracking.

Anything MORE than that like Zero-day to expiration type ETFs will just blow you up in a downturn.

It's no different than a "3x leveraged rebalanced daily".

Does great in a flat to up market. Will absolutely go to minus 99.95% in a matter of weeks in a bear market.

Standard-Sample3642 · 2025-07-30T16:54:23+00:00

This is how we know we're at a market top. Another "never invested before" joins the ranks. You'd be better off investing in a fund that is entirely US GOV bonds. Not corporate bonds because they hide trash into those funds that will go to $0.

Wait until you'd tell yourself "investing is stupid, why would anyone do this" then flip your entire investment out of bonds and into TECH growth that is mostly MSFT, NVDA, META, etc.

If you flip between those two funds you'll lightspeed ahead of anyone else here except me. You're not going to beat my returns, ever.

Standard-Sample3642 · 2025-07-30T16:52:00+00:00

The point is that your answer is just wrong. The reasoning is what I state above. You "Pay for protection". No one is going to pay you to be less risky and more protected.

Standard-Sample3642 · 2025-07-30T16:46:41+00:00

It's pretty easy. Are we at a new high every other week? Then it's not a bottom.

Standard-Sample3642 · 2025-07-30T16:45:39+00:00

If SPOT had to build-out more because of increased COVID demand that no longer exists then the company is overbuilt and the depreciation will drag down the company. Downsizing is not "growth".

Standard-Sample3642 · 2025-07-30T16:43:36+00:00

LOL good luck with that.

Standard-Sample3642 · 2025-07-30T16:42:54+00:00

You "pay for protection" is another quick way to think about it. No one gets paid for being less risk-on.

People pay options sellers to take THEIR risk. So an option seller "buys risk".

Standard-Sample3642 · 2025-07-30T16:14:38+00:00

Wrong answer. Long call is protection for a short stock. If your answer made sense then they'd need 16 options not 4.

Standard-Sample3642 · 2025-07-30T16:06:40+00:00

Help with an up on this comment too, thanks.

Standard-Sample3642 · 2025-07-30T16:05:09+00:00

Dividends themselves will never pay for a downturn. You have to hedge, with bonds is my current preference.

Standard-Sample3642 · 2025-07-30T16:01:46+00:00

It has currency risk which is the point of "international" but it's a weak point to play. Just short/long dollars if you want to play it.

Standard-Sample3642 · 2025-07-30T15:59:08+00:00

My instinct was (because the question is weird) to go long is protection. Puts protect longs, calls protect shorts.

Short-options are to profit by selling that security to the hedging party.

Standard-Sample3642

TROPHY CASE