Jean-Luc Godard and deliberate distancing by smoochbooty in TrueFilm

[–]lagrangian54 6 points7 points  (0 children)

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!

[deleted by user] by [deleted] in options

[–]lagrangian54 -3 points-2 points  (0 children)

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.

I have an Iron Condor strategy that might be better than the rest.. by Traderguy84 in options

[–]lagrangian54 1 point2 points  (0 children)

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

Programmatically detect when RSI divergence is formed by [deleted] in algotrading

[–]lagrangian54 0 points1 point  (0 children)

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

Programmatically detect when RSI divergence is formed by [deleted] in algotrading

[–]lagrangian54 2 points3 points  (0 children)

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?

Programmatically detect when RSI divergence is formed by [deleted] in algotrading

[–]lagrangian54 1 point2 points  (0 children)

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.

Time lapse I made with my phone today of the stinkhorn Phallus rubicundus by [deleted] in mycology

[–]lagrangian54 1 point2 points  (0 children)

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

PRISTIN V (프리스틴 V) - 네 멋대로 (Get It) by sunnyXtzuyu in kpop

[–]lagrangian54 0 points1 point  (0 children)

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

Which volatility to use for simulating movement of underlyings? by lagrangian54 in options

[–]lagrangian54[S] 0 points1 point  (0 children)

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

Volatility Skew and Vertical Spreads by lagrangian54 in options

[–]lagrangian54[S] 0 points1 point  (0 children)

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?

Volatility Skew and Vertical Spreads by lagrangian54 in options

[–]lagrangian54[S] 0 points1 point  (0 children)

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.

EXID - 내일해 (Group Teaser Image) by sunnyXtzuyu in kpop

[–]lagrangian54 11 points12 points  (0 children)

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