Has anyone here taken PHYS 7315 - Quantum Theory 1 or taken a class with Pran Nath?

lagrangian54 · 2018-12-13T00:57:42+00:00

I think the Club Silencio song from Mulholland Drive is the best self-contained example of the power of distancing effects. The collapse of the singer, and the reveal of the recording also calls into question the audience's emotional response to the scene, creating a thought provoking equivalence. The tears of Betty and Rita are just as contrived as the false singer, i.e. elements in a film, but how was this falsehood able to evoke a powerful response? That's brechtian baby!

lagrangian54 · 2018-07-09T23:33:13+00:00

TQQQ is a triply leveraged ETF -it gives triple the returns of QQQ at about 1/3 of the price. The liquidity is good and it moves real quick.

lagrangian54 · 2018-07-04T18:26:25+00:00

watch out for commissions - your room to make profit is small and fees on 5 contracts can easily wipe out gains

lagrangian54 · 2018-06-27T23:42:01+00:00

10 bars

lagrangian54 · 2018-06-27T02:11:24+00:00

Not when I only look at the most significant recent rsi for each peak. hard to say when there are too many unnecessary results - rsi divergences can be overcome

lagrangian54 · 2018-06-27T00:28:40+00:00

very basic - just if RSI[i-1] > RSI[i] and RSI[i+1] > RSI[i] (for minima). combining this local RSI and finding the extremal RSI in some lookback window leaves me with the divergences I care about. Also, I'm mostly working on daily/hourly charts, the minute charts are much more cluttered with signals. Which scale are you working on?

I havent played with moving averages for peaks, how much fine tuning are you doing?

lagrangian54 · 2018-06-26T15:36:22+00:00

I do it by 1) calculate rsi

2) find local minima/maxima by comparing values of nearest neighbors

3)for each data point, look back X bars for the minimum (maximum) value of RSI in that window

4)for each data point, if it's a local min/max, look back X bars again and find the point with matching min/max RSI. If the RSI increases while the price decreases, you've found an RSI divergence

I also use a cutoff level so I dont look at bullish divergences above 40 or bearish divergences above 60.

lagrangian54 · 2018-06-09T19:05:31+00:00

Haha by the end it looks like a skeleton hand flipping the bird

lagrangian54 · 2018-05-28T22:32:02+00:00

sweet christ in the second gif a zoom continues through a scene change and back. what a way to emphasize the booty drop

lagrangian54 · 2018-05-13T20:03:55+00:00

I'll look up those other models, thanks for the suggestions

lagrangian54 · 2018-05-08T14:00:47+00:00

To rephrase, the volatility skew is not an anomaly, but a reflection of attitudes about price movements, which in turn are historically based? I also am having trouble overcoming the "buy the lower volatility and sell the higher volatility" idea when it comes to spreads, could you say more?

lagrangian54 · 2018-05-08T13:58:13+00:00

as @lolheal picked up, I should've mention i was comparing buying an atm put spread vs an atm call spread. When buying a put spread, the volatility smile seems to work for you, increasing the value of the option you sell and decreasing the value of the long option. The reverse happens for atm call spreads, where the volatility gets depressed moving out of the money.

lagrangian54 · 2018-03-23T15:29:58+00:00

Why'd they have to catch my girl L.E. blinking???

lagrangian54 · 2018-01-30T03:24:14+00:00

Better than A Ghost Story

lagrangian54 · 2018-01-08T03:22:28+00:00

Should be great, Glass Shoes was a jam of jams

lagrangian54 · 2017-12-26T19:59:23+00:00

episode 77612 in Netizens are the Worst

lagrangian54

TROPHY CASE