GOING INTO THE CLOSE – LAST 30 MIN JUL 18

3 PORTFOLIOS – TEN ASSETS EACH – FINAL

Aggregate Performance of the selected ten equities is compared to the current overall market performance (INDEX).

You can use this data to determine whether to trade the asset and/or option chain. All are optionable.  Note: The first two tables have a 25 share listed for the bottom asset.

The take away is to show what is a conservative estimate of profit when buying just the asset itself, and a calibrated to the current market indexes day performance.

(1)

AGGREGATE PERFORMANCE
Expected Return 3.59%
INDEX -0.00%
LIQUIDITY 2.62%
TREND UP
CHANGE PLUS

 

GRTS PORTFOLIO JULY 18
TICKER TRADE ENTRY FORECAST LMT SRPD SHARES COST PROFIT % GAIN
ELY LONG 8.75 9.37 0.62 10 84.46 5.05 0.06
CCJ SHORT 21.19 20.45 -0.74 10 214.55 -8.17 -0.04
CRUS LONG 24.7 25.16 0.46 10 244.04 2.94 0.01
CIG LONG 8.79 9.25 0.46 10 88.46 4.39 0.05
CY LONG 10.82 11.29 0.47 10 109.93 3.46 0.03
BBD LONG 15.82 16.3 0.48 10 158.90 4.19 0.03
AU LONG 18.35 18.84 0.50 10 186.48 4.31 0.02
CVC LONG 18.79 19.28 0.49 10 190.06 3.23 0.02
FCX SHORT 38.56 38.57 0.01 10 387.37 -1.10 -0.00
ARMH LONG 42.4 43.37 0.97 25 1081.00 16.24 0.02

 

(2)

AGGREGATE PERFORMANCE
EXPECTED RETURN 3.13%
INDEX 0.07%
LIQUIDITY 2.97%
TREND UP
CHANGE PLUS

 

GRTS PORTFOLIO JULY 18
TICKER TRADE ENTRY FORECAST LMT SRPD SHARES COST PROFIT % GAIN
EXXI LONG 21.13 21.71 0.57 10 209.05 3.65 0.02
CNQ SHORT 45.18 44.53 -0.65 10 452.83 -8.31 -0.02
FSC LONG 9.79 10.02 0.23 10 98.40 1.89 0.02
FCS LONG 16.86 17.34 0.48 10 170.31 3.58 0.02
EXC LONG 32.15 32.32 0.17 10 323.08 0.35 0.00
AUY LONG 8.28 8.71 0.44 10 83.75 3.45 0.04
FBHS LONG 38.04 38.62 0.58 10 385.63 4.07 0.01
ABT SHORT 42.68 41.54 -1.14 10 429.15 -14.00 -0.03
CLNY LONG 22.67 22.91 0.24 10 227.53 1.66 0.01
EGO LONG 7.44 7.94 0.50 10 75.98 3.57 0.05

 

(3)

AGGREGATE PERFORMANCE
EXPECTED RETURN 2.60%
INDEX 0.05%
LIQUIDITY 2.76%
TREND UP
CHANGE PLUS

 

GRTS PORTFOLIO JULY 18
TICKER TRADE ENTRY FORECAST LMT SRPD SHARES COST PROFIT % GAIN
CIT LONG 43.77 43.96 0.20 10 439.33 0.22 0.00
BKD LONG 35.46 35.98 0.52 10 357.16 3.27 0.01
EA LONG 38.13 38.75 0.62 10 385.25 2.54 0.01
BEE LONG 12.03 12.45 0.42 10 121.43 3.11 0.03
COH LONG 33.92 34.79 0.88 10 344.23 4.57 0.01
BK SHORT 38.24 38.32 0.09 10 393.39 -1.95 -0.01
FE SHORT 31.76 31.83 0.07 10 322.75 -1.11 -0.00
ADM SHORT 48.01 48 -0.00 10 482.57 -1.69 -0.00
GM LONG 37.19 37.63 0.44 10 374.31 1.98 0.01
AMTD LONG 30.99 31.56 0.57 10 313.06 3.64 0.01

 

(DISCLAIMER: THIS IS STRICTLY FOR EDUCATIONAL PURPOSES.  WE MAKE NO RECOMMENDATIONS FOR TRADING THESE POSTED EQUITIES NOR ARE PROMOTING ANY BROKERAGES OR FINANCIAL SERVICES. THUS THIS NOTICE RELIEVES US FROM ANY LIABILITY ON THE PART OF THE READER’S DECISIONS TO TRADE AND OR INVEST IN THE POSTED EQUITIES.)

 

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NFLX AFTER HOURS EARNINGS 7/17/17

CXQ – Macroaxis Research Hub – TOS

The Double Whammy Strangle Payoff

We entered a Long position on both the Call and Put for a strangle spread on July 7th.  Here is an example of how well a “strangle” position can pay off – when carrying the debit.  The key is making sure you are out beyond the 30 day cycle to have a sufficient buffer.

Take Away – We’ll close our position – take profits off the table and then reposition for the after hours earnings report – covering with a Short Call and Long Put for a three day hold.

Symbol Strangle 18 AUG 17  (40)
NFLX CALL PUT
7/17/2017 07:05 7-Jul 7-Jul
Position Long Short
strike 160 145
entry 4.55 5.90
bid 9.55 1.98
ask 9.80 2.02
delta 0.5855 (0.17)
volume 268 648
prob otm 46.27% 79.47%
IV 40.74% 43.93%
contract 200 100
cost basis $910.00 $590.00
profit $1,000.00 $392.00

Macroaxis Research Hub

Macroaxis provides buy or sell recommendations on Netflix Inc to complement and cross-verify current analyst consensus on Netflix. Our advice engine determines the firm potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Netflix Inc is not overpriced, please verify all Netflix Inc fundamentals including its Current Ratio, and the relationship between EBITDA and Number of Employees . Given that Netflix Inc has Number of Shares Shorted of 27.48 M, we recommend you check Netflix market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your last-minute risk tolerance and investing horizon.

Relative Risk vs. Return Landscape

If you would invest  15,340  in Netflix Inc on June 17, 2017 and sell it today you would earn a total of  772.00  from holding Netflix Inc or generate 5.03% return on investment over 30 days. Netflix Inc is currently generating 0.2612% of daily expected returns and assumes 1.795% risk (volatility on return distribution) over the 30 days horizon. In different words, 17% of equities are less volatile than Netflix Inc and 95% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.

On a scale of 0 to 100 Netflix holds performance score of 10. The company secures Beta (Market Risk) of 2.0468 which conveys that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Netflix will likely underperform.. Although it is vital to follow to Netflix Inc price patterns, it is good to be conservative about what you can actually do with the information about equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Netflix Inc technical indicators you can presently evaluate if the expected return of 0.2612% will be sustainable into the future. Please exercise Netflix Inc Total Risk AlphaDownside Variance as well as the relationship between Downside Variance and Rate Of Daily Change to make a quick decision on whether Netflix Inc current price movements will revert.

TOS Chart – Calculate Option Pull Back

NFLX – The above chart shows a solid long upward trend, tapping the 78% Fibonacci Retracement.  This is a signal that the equity is overbought and will pull back to the 68% at the very least- if not the 50% Fibonacci price (considered the new Pivot Price).  Considering that NASDAQ will retreat at the same time.

We will calculate our percentage pull back to the option chains premiums to know what our potential profit will be for a 3 day hold targeting the 50%. The Trend line shows a $6 retracement so targeting an OTM on the Put – 50% versus the Call OTM at 30% favors a lean into the Put to go long  and shorting the Call (write).  [The OTM percentage can be thought of as the Standard Deviation – once removed.]  

The other validation is that the Implied Volatility is over 35% – that signals leading edge on the Put side.  On the TOS Chart we combine the Rate of Change with the Volatility Standard Deviation indicators – which shows a shift in our favor.  

The asset Volatility is 1.03% which gives the premiums substantial vigor to move in a “swing trade” strategy.  

Short the Call Strike at 150 – premium decay with 1 Contract (100 shares) at our entry of $14.81 will approximately $8 in three days.  

The Long Put Strike at 160 – entry at $7.36 with 1 Contract ought to increase to approximately $13.  With a $6 range that equals $600 we ought to see a $1200 net profit – without calculating in the option premium Bid/Ask spreads.

Here is our new CXQ NFLX Matrix set up in preparation for the After Market Earnings Report today:

NFLX CALL PUT NFLX
7/17/2017 08:11 7/17 7/17
Position Short Long *last
strike 150 160 160.91
entry 14.66 7.46 open
bid 14.60 7.40 162.91
ask 14.85 7.45 high
delta 0.7306 (0.46) 163.55
volume 816 1297 low
prob otm 31.36% 49.59% 160.25
IV 42.87% 41.07% Vol/Shares
contract 100 100 4727927
cost basis $1,466.14 $746.21 431004410
profit $6.14 ($6.21) ($0.06)

*The column on the far right shows the Asset price range and Price Move which is more valid than the Net Change.  Volume and Shares are divided to find the intraday volatility.

Our DTE calibration shows the time decay factor of deterioration of the premiums and expected loss of our capital outlay.  Notice that at time  of Expiration the Put value is positive where the Call time value is minus.

Call                                      Put

DTE 13.52975 5.95575
EXP (1.1315) 5.9558
DTE Drawdown ($113.15) ($145.55)

Stay Tuned:  We’ll be following with NFLX in three days to determine if our quantitative model has the Proof of Concept nailed down.

###

Request CXQ Excel Model: grtsmarket@gmail.com.  

In the Subject: CXQ Request

Macroaxis Research Hub and the TOS (thinkorswim) charts are attributed to the rightful owners.

Attribution-NonCommercial-NoDerivs CC BY-NC-ND
Duplication of the CXQ Model is strictly prohibited without attribution.

AAPL JULY 14 2017 – THE DIP BEFORE THE IPHONE 8 RELEASE

CXQ – MACROAXIS ANALYTICS -TOS CHART

Apple (NASDAQ: AAPL) Option Matrix Data for Next Week

Month 18 AUG 17 (35) 100
Entry Date      14-Jul   14-Jul
Strangle         CALL     PUT
Position         SHORT  LONG
Strike               150        145
Limit Entry      3.40     2.49
Bid                  3.35        2.51
Ask                  3.40        2.53
Implied Vol   20.03%    20.72%
Delta              0.4598      (0.3344)
Volume          6603          768
Prob OTM      56.51%      64.09%
Contracts        200            200
Cost              $680.00       $498.00
P/L                $10.00       $4.00
DTE              1.92110         1.09240
EXP Prem   (1.4789)         (1.3976)
DTE LOSS ($295.78)       ($279.52)
DIFF P/L     $384.22         $218.48

Determining Premium Limit Entry Matrix

Symbol Entry 15 0
Call 3.358 1.117 0.957
Put 2.497 0.833 0.714

CXQ ScoreCard

SCORIFICATION
CXQ C-RTN Prob Profit Expense P/L
0.21544 1.15213 0.0313% $1,178.00 $12.00

MACROAXIS RESEARCH HUB – SNAPSHOT

    

Relative Risk vs. Return Landscape (MACROAXIS)

If you would invest  14,516  in Apple Inc on June 14, 2017 and sell it today you would earn a total of  261.00  from holding Apple Inc or generate 1.8% return on investment over 30 days. Apple Inc is currently generating 0.0903% of daily expected returns and assumes 1.0712% risk (volatility on return distribution) over the 30 days horizon. [Therefore], 10% of equities are less volatile than Apple Inc and 98% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.

TOS CHART

CONTARIAN MOVE - SHORT CALL LONG PUT
AAPL-15 MINUTE CHART – 7 DAY UP TREND CYCLE

AAPL has moved 4.39% or $6.27 in 7 days.  Remember 98% of correlated equities are projected to make higher returns.

 

TAKE AWAY: Consider the possibility of a reversal prior to release of the iPhone 8 – hype factor.  Piotroski is a 7 – Strong so maintaining a long term investment in the stock is viable.  Scalp a Long Put/Short Call trade starting next week July 17.2017 – 10 days before earnings are released.

###

About R. Kambak: A freelance market for Macroaxis Research Hub.  Has provided quantitative input for various option platforms as well as a beta tester for Tom Sosnoff – Tastytrade/Tastyworks.

Mr Kambak has accumulated twenty years experience as a Forex, Commodities, Equities, and Options trader.

Interested in the CXQ Excel Model please send an email to: grtsmarket@gmail.com.

In the Subject: CXQ Request.

The TOS charts and Macroaxis Research Hub graphics and copy are provided by attributed permission.  All MSN Excel spreadsheet posts are solely Mr Kambak’s own creation.

Attribution-NonCommercial-NoDerivs CC BY-NC-ND  Duplication is strictly prohibited without attribution.

AMZN – OPTION MATRIX JULY 14 2017

CXQ QUANT – MACROAXIS RESEARCH HUB

Tracking Amazon (NASDAQ: AMZN)

Strangle Option Spread – Long Call Short Put

Spread OPTIONS
Strangle CALL PUT
Month 18 AUG 17 (44) 18 AUG 17 (44)
Entry Date 7-Jul 5-Jul
Position  LONG    SHORT
Strike       990          975
Entry          28.25     31.35
Bid             38.40      19.60
Ask           39.05        20.10
IVol           25.29%      25.75%
Delta         0.58          (0.35)
Volume      9                  12
Prob OTM 45.28%     61.94%
Contracts   100             100
Cost     $2,825.00       $3,135.00
P/L       $1,015.00        $1,175.00
DTE       $29.52           $10.53
EXP         $1.27             $10.53
DTE         $127.13       ($2,081.82)

Note: Entry was seven days ago – the 7-day cycle. The Put Delta has decayed substantially. The DTE Price calculations show a very strong Call position for intraday trading. Kept contracts to 1 or 100 shares. Initially entered with the AUG option chain at 44 days out. Implied Volatility below 35% so a strong Buy on the call side and Short on the put side. Volume sparse – higher Put translates into selling the Bid.

To retain our profits we’ll close the Long Call and Short Put position today since it’s Friday.

About DTE:  Time decay is essential in knowing what the option premium will be at the time of Expiration of the option chain.  We have used Edward Thorp’s formula that he devised in relationship with the Black Swan formula – though we replaced the BS with our own equation set to determine what the DTE premium will be and what profit or loss there will be with the option investment over the time (t).   By incorporating the cost of the trade we have devised a means of seeing what amount will be lost in relationship with our capital outlay.  In this case – the numbers show a positive outcome that confirms are choice to Short the Put and Buy the Call.

*The formula is:  M = m + v 2/2
m = lognormal
v = volatility
lognormal + volatility 2/2
m is the lognormal drift parameter and v is the volatility

Here is how it looks on our Excel spreadsheet matrix.  The “Drift Price” is key to finding the asset price based on the time horizon (which we configured into another set of equations utilizing an independent and dependent linear regression combination offset by the lognormal equation.

E Log SQRT Drift P
0.03456 0.22437 0.00649

Taking it one step further Thorp hypothesized (in the late 60s):

*E(S(t)) = S((0)) exp (Mt) is the expected value of the stock at time t if S(0) is the initial price.

The Final Results are calibrated into our CXQ and C-RTN Scorification Matrix:

CXQ CXQ2 C-RTN Thorp Prob Profit
0.7413 0.2412% 0.3118 0.9922 0.4891%

Translated:  CXQ above 0.55 is a Buy signal.  CXQ2 is secondary to the C-RTN to show the covariance of their “gap”.  The closer the gap the more valid the signal to Buy. The Thorp Drift Price score confirms a strong Buy signal.  Probability of Profit is based on “intraday” price moves.

*Beat The Market by Edward Thorp

MACROAXIS RESEARCH HUB

AMZN has a Piotroski Score of 7 (very strong), though it’s showing an overvalued price.  Still analyst recommendations are a Strong Buy (24 versus nearly 0 for Strong Sell).  Right now AMZN is trailing behind the major indexes.  NASDAQ up 0.21%.  (A telltale tip off is that Apple (NASDAQ: AAPL) didn’t hold its gains from yesterday.)

Jeffrey Bezos sold 155647 of common stock at a value of $0.01 per share on July 11, 2017.  Major Institutional holders are Swedbank (565.5K common shares valued at 5548.3M) and Bank of Montreal (552.7K common shares valued at 535M.)

Macroaxis Graphics  

                                                                       

     

 Macroaxis Price Density Hype Analysis – 30 Days

TAKE AWAY:  Close current position to take profits off the table.  Reset on Monday to Short the Option.

About R. Kambak – provides input for the Macroaxis Research Hub.  Anyone interested in obtaining the CXQ Excel Model please write to him: grtsmarket@gmail.com.  In the Subject: CXQ Request. The TOS charts are posted with credit to the platform/brokerage.  All MSN Excel spreadsheet posts are solely Mr Kambak’s own creation.  Attribution-NonCommercial-NoDerivs CC BY-NC-ND   Duplication is strictly prohibited without attribution.

MACROAXIS PORTFOLIO – JULY 12TH – 44.61% YTD GAIN

CXQ Portfolio

Invested $13,000.

Equities: AAPL, BA, BABA, FB, ADBE, NVDA

YTD RTN: $3276 or 41.66%

See Chart:  Mix Invest 

Compared to DOW (Pick Area)

 

About R. Kambak – He does portfolio development for wealth building.  Anyone interested in obtaining the CXQ Excel Model please write to him: grtsmarket@gmail.com.  

In the Subject: CXQ Request

The TOS charts and Macroaxis charts are posted with credit to the platform/brokerage.  All MSN Excel spreadsheet posts are solely Mr Kambak’s own creation.  

Attribution-NonCommercial-NoDerivs
CC BY-NC-ND
Duplication is strictly prohibited without attribution.

BLOOD LETTING – FACEBOOK – JULY 4TH WEEKEND

SNAP SHOT  QUANT FROM CXQ – JULY 4TH WEEKEND

The middays look at Facebook (NASDAQ: FB) statistical analysis.

From the Options Matrix the notable inputs are the comparison of the current premium price to the time decay (DTE) outcomes.  Both Short Call & Long Put show a profit at Expiration.  This isn’t necessarily reality as the horizon can change over a 56 day period – yet the signal here is that the volatility is giving a solid confirmation on how we leaned into the derivatives during this July 4th weekend sell off of the Nasdaq.

Delta differentiation is comparable to the covariance formula.

The layout is fairly concise – given the Call and Put play – shorting the Call and going Long on the Put.

Month 18 AUG 17 (56)
Entry Date 3-Jul 3-Jul
Strangle CALL PUT
Position SHORT LONG
Strike 155 150
Limit Entry 5.7 2.57
Bid 3.40 6.00
Ask 3.50 6.05
Implied Vol 26.78% 26.73%
Delta 0.3689 (0.4981)
Volume 999 269
Prob OTM 66.67% 46.43%
Contracts 200 200
Cost $1,140.00 $514.00
P/L $460.00 $686.00
DTE 1.96391 4.58941
EXP (3.7361) 2.0194
DTE LOSS ($747.22) $403.88
DIFF P/L $392.78 $917.88

About R. Kambak – a day trader and consultants portfolio development for wealth building.  He builds investment portfolio hypotheticals, simulations and horizon predictions. His portfolios can be found on Motif Community – Back Up The Truck and Codex.  

Anyone interested in obtaining the CXQ Excel Model please write to him: grtsmarket@gmail.com.  

In the Subject: CXQ Request  The TOS charts are posted with credit to the platform/brokerage.  All MSN Excel spreadsheet posts are solely Mr Kambak’s own creation.  

Attribution-NonCommercial-NoDerivs CC BY-NC-N.  Duplication is strictly prohibited without attribution.

APPL ANALYSIS – OPTION CHAIN – DTE

By R. Kambak

June 28, 2017

We have constructed a matrix that calibrates in the option premium’s time decay outcome.  This is rather a fascinating way to see just exactly what your profit or loss will be when the option chain expires.

Based on intraday price moves, volatility, implied volatility ranking, and probability of profit, we’ve identified a means to the end for determining a risk defined entry and exit point for either a Call or Put investment.  This is apart from the Theta score.

Below is the CXQ matrix.  It is fairly self explanatory as you read down the list of input criteria that is standard for most option analysis.  We’ve configured the most relevant data inputs based on the Long Strangle spread – most common for earning’s trades.

Note: We try to match up as close as possible the Call and Put Limite Entry premiums so that the Strangle set up won’t negate the profits.  If it is not possible to match up the option premiums, than one can adjust the contracts.

The MSN Excel spreadsheet provides us with versatility in customizing our option trades, such as Long Call and Short Put. It is a bit more manual intensive, but given the robust signals, it is by far more optimal. Managing this CXQ Model spreadsheet requires more in depth knowledge of option trading and the mathematical calculations required for derivative investing.

DTE

When you look at the last three boxes of this matrix, you’ll see the DTE inputs that are correlated to the current Bid/Ask price of the asset’s option – at which strike price we chose based on a Probability OTM leg out; Call up and Put down.

Notable with AAPL – at the time of the JUL option chain expiration you want to look at the DTE comparison to your capital investment to open the trade and what it will turn out to be on the day of expiration.

If one is motivated to work with the “simulation” aspect of the CXQ matrix, one can determine their the best possible scenarios.

SPREAD OPTIONS
Strangle CALL PUT
Month 21 JUL 17  (24)
Entry Date 27-Jun 27-Jun
Position LONG SHORT
Strike 145 143
Limit Entry 2.28 2.35
Bid 2.73 1.72
Ask 2.76 1.74
Implied Vol 18.43% 17.79%
Delta 0.51 (0.37)
Volume 3065 433
Prob OTM 50.80% 61.24%
Contracts 200 200
Cost $456.00 $470.00
P/L $90.00 $126.00
DTE 1.31255 0.30235
EXP Premium (0.9675) 0.3023
DTE ($193.49) ($409.53)
About R. Kambak – is a freelance writer and portfolio consultant with Macroaxis.  He is open to evaluating investment portfolio hypotheticals, simulations and potential horizon predictions. His own portfolios can be found on Motif – Back Up The Truck and Codex. 
Anyone interested in obtaining the CXQ Excel Model please write to him: grtsmarket@gmail.com.  
In the Subject write: CXQ Request
The TOS charts are posted with credit to the platform/brokerage.  All MSN Excel spreadsheet posts are solely Mr Kambak’s own creation.  Duplication is strictly prohibited without prior permission.
For freelance writing assignments please contact him at: egagca@gmail.com  Thank YOu.

JUNE – D DAY PLUS 21

By R Kambak

June 27, 2017

SNAP SHOT ON TECH AAPL & VGT

In six hours of trading – over a 24-hour period – Apple’s (NASDAQ: APPLE) surge north to regain the $155 price point has been short lived.  The carnage of the tech exchange behemoth NASDAQ exchange (-100.53 pts) yarded it down to close this day’s trading like a sinking battleship: -3.29% or -$4.88.

The input array of AAPL price move shows that the R-SQ polynomial trend line is pointing toward more bearish moves over the next two periods – days.

AAPL TOS CHARTS

Think back:  On the historic date of June 6th (D-Day) when Allied Forces invaded Normandy over 70 years ago, AAPL met resistance upon its own beachhead assault shamefully retreating back to a previous low at $142.16.  A fateful loss for the Bulls:  -$13.57   or   -8.71%.

Since June 12th, AAPL is showing a typical range bound tactic that Dark Pools bezel when shadowing their inventory against High Frequency Predators.

Make a note of it for the consolidation of the last nine days.  Incremental buying of shares is orchestrated from their investor’s inventory, chipping away at the current downside.

The price range is $5.88 or 4.13% ($142.16 & $148.23).  The rule of thumb for identifying a DP versus HFT gamester plays is this price range around 5%.  The incremental purchases are as clandestine as Jason Bourne playing tag with the CIA.

Hedge Funds and iPhone 8

Hedge Funds are sidelined going into the last days of June.  They bullied out their monthly margin profit on shorting a floundering crude oil commodity price point for the last three weeks.

Tickly, according stock almanacs post Memorial Day weekend trend is bullish; including fossil fuel.  Not this time.

I imagine they’ve all retreated to their favorite watering holes – having a torrid tropical beach love affair, salivating over the Slashleaks announcement of the smartphone disruptor “supersized” “super skinny bezel”  iPhone 8.

The schematics are on vapor sale… just when will damn thing be delivered is anyone’s guess.

So how can we reduce our risk while catching the mouse before the cat? And making the cash to buy own iPhone 8 before the wealthy elite have bought them all up?

Let’s take a look at the major indexes aggregate R-SQ Polynomial trend line (DOW, S&P 500, NASDAQ & Russel 2000 adding VXX to even it out).

Notable is the upward swing over the next time period – trading day.

So contrary to the current NASDAQ trend, we do have some hope of a reversal in tech.

More over on the TOS platform one can survey the option chains to identify a buildup of market maker interest; in this case the AUG (52) option chain has dramatic increase over the JUL (24) option chain.

JUL Option Chain MMM is +6.383. 

AUG Option Chain MMM is +11.44

I believe the latter is correlated to the release of the iPhone 8, set to hit the market sometime in July.

Adding more input data to validate our position of a possible breakout is the scorification (a word used in the early days of shale oil rock trading) of the CODEX and Covered Return (cyclic monetization) formula.

CXQ C-RTN PROBABILITY
0.59782 0.98380 0.1778%

The CXQ is a Pearson Excel formula, based on two arrays – of which we won’t disclose.  What you want to know is the scorification signal, that is if the reading is out of the negative than consider a buy.  Negative is a sell.  That’s the simplistic way of explaining CXQ.  The more in depth way defines the said asset in question characteristics in relationship to volatility.

The C-RTN is the Covered Return (reduced cost basis) formula.  It is correlated to the CXQ, again with price move volatility.

Probability is the score you want to really pay attention to, since it will give you a leading indication of the asset’s price move.  Typically we want a 68% probability for buying and/or selling – either way.

APPL is currently a sell signal till Friday.

Below is the CXQ Option Chain Matrix.  You have the reduced cost basis Limit Entry per each Call and Put side; the Bid and Ask calculated to show profit or loss in regards to long and short strangle spreads.

Strangle CALL PUT
Strike 145 143
Limit Entry 2.28 2.35
Bid 2.27 2.37
Ask 2.39 2.45
Implied Vol 20.58% 17.21%
Delta 0.43 (0.47)
Volume 5595 1968
Prob OTM 59.58% 51.12%

The DTE is the time decay calculation per premium at the time of expiration.  This is close to the Theta but we use a different formula based on time of entry to the number of days left in the option chain before expiration.

The Delta and Implied Volatility are shown along with the Probability of Out of the Money (OTM) percentage.

Probability OTM is typically traded at two legs out, however one wants to match up both the Call and Put premium as close as possible to minimize the negation of profits when trading a strangle spread.

VANGUARD INFO TECH INDEX-BUFFER YOUR PROFITS

If you haven’t incorporated Vanguard Info Tech Index (NYSE: VGT) into your investment portfolio you’re at least missing out on solid indicator for tracking the NASDAQ.

Since June 12th, VGT has moved up 4.41% or $6.18 hitting resistance at $146.32 from $140.01.  A purchase of 100+ shares could have covered some of the AAPL drawdown, hypothetically speaking.  VGT options spread are too large for swing trading.

Below is a TOS chart of VGT.   At the close today (June 27th) VGT tagged the 377 EMA (Green) line on the 15 day – 1 hour chart.  Typically once the 377 EMA is tagged, the asset will rebound up to the 34 EMA (Red) line – Price is $144.09.

vgt june tos charts

About R. Kambak – is a day trader and consultants portfolio development for wealth building.  He is open to evaluating investment portfolio hypotheticals, simulations and horizon predictions. His portfolios can be found on Motif – Back Up The Truck and Codex.  

Anyone interested in obtaining the CXQ Excel Model please write to him: grtsmarket@gmail.com.  

In the Subject: CXQ Request

The TOS charts are posted with credit to the platform/brokerage.  All MSN Excel spreadsheet posts are solely Mr Kambak’s own creation.  Duplication is strictly prohibited. Use of Mr Kambak’s writerly comments can be obtained through a formal request. 

Codexcelian for Optimal Option Profits – An Excel Algo

Note: The CXQ Model has been in practiced for three years.  The validation of its robust risk defined outcomes is backed by an archived of hundreds of spreadsheets in MSN Excel, Apache Open Source and Google.  

This model is plugged into the TOS platform for best price at minimal latency.  It is solely the creation of R. Kambak and available upon request.  Users are required to be knowledgeable with Excel formulas and manual inputs.  The CXQ (Codecelian) Model can be programmed into an algorithmic platform.

Contact: grtsmarket@gmail.com  Subject: CXQ Request

Posted below is the CODEX Model formulary in Excel for calculating option trades – entry with reduced cost basis and Decay Time Expiration profit or loss.

This bin inputs for the CXQ matrixes are formulated to provide the most relevant data in calculating the “best practices” criteria.

All pertinent data is posted for risk defined trading – and there is versatility in re-constructing the spreadsheet layout for more complex option spreads.

Accuracy is robust.  The asset listed here for our example is Chevron (NYSE:CVX).

The CXQ and Covered Return Sign

CXQ C-RTN
0.49681 3.21240

CXQ signifies the overall volatility to intraday price move (not Net Change) to determine if entering (and/or exiting) the equity/option trade optimal.  Based on the Pearson formula CXQ rule is if over 0.5000 than it is a “buy” and if below 0.5000 it is a “sell”.  Moreover, CXQ will guide the trader toward understanding the asset’s particular characteristics in determining it’s investment value.

The Covered Return is comparable to the CXQ, based on monetization of the asset to the number of cycles in the year (1month equals 1 cycle).

In using CVX as our example – you can see that it reflects an undecided market regarding crude oil and WTI.  So entry either way will be a lack luster move at this point.  You’ll want a higher and/or lower (minus) to determine which side (Call or Put) you want to lean into for the duration.

Moveover, when the asset/option is reading around 0.5000 it is a “flat” consolidation of price – thus inventory isn’t being moved by the market makers.

Confirming CXQ & Covered Return Signal

WE take the asset volatility in comparison to the aggregate volatility of the DOW, S&P 500, NASDAQ and Russel 2000 volatility (based on price move – not Net Change)

VOL Mrkt VOL PROBABILITY
0.322% 0.17% 16.8655%

To determine Probability – Optimal for Long Call is 68%.  Here Probability is lower so one would lean into a Long Put and Short Call.  Correlated to this is the low volatility with boty asset and market indexes, so the numbers collectively validate a “hold” signal for long term.

PROBABILITY
16.6536%

Time Decay Entry -Reduced Cost Basis

Option Entry 15 0
Call 5.566 1.850 1.586
Put 3.792 1.267 1.086

The Alpha Beta Sigma and Information Matrix

ALPHA BETA
0.012 0.077
SIGMA IF
0.161 1.2011

As you can see the Alpha and Beta (intraday) calculations show a lackluster volatility in regards to the asset’s price moves and volatility.  The Sigma and Informational statistics are comparable to our risk defined “hold” position for now.   Still interest is solid based on the 1+ Information stat.  Please refer to the Macroaxis Financial Services website for explanation of these inputs and/or Investopedia.

 

CALL PUT MATRIX

Finally, we have the grist for the mill – the overall composite of necessary tracking data input on both a Call and Put entry.  Please note that we have calculated the DTE loss at expiration of the option chain – July.

The DTE prediction provides the investor with an uncanny insight to see if the option time decay will minimize their losses and maximize profits.  The EXP Premium (expiration option premium) shows a negative that is in alignment with the time decay.

With CVX we stand to lose on our investment we hold the trade to expiration in both Call and Put Longs.  However, with other asset/option scenarios we have seen positive profits.

Rule of Thumb: Entry for either a short of long option position is best made in the first 15 days of the chosen option chain. One can stagger their Call and Put by utilizing a Front/Back month strategy.

SPREAD-Long Strangle-OTM OPTIONS
Month 21 JUL 17  (25)  100
Entry Date 26-Jun 26-Jun
Strangle-Long CALL PUT
Strike 105 103
DTE 0.65154 0.12614
EXP Premium (0.9285) 0.1261
Limit Entry 1.58 1.19
Bid 1.65 1.11
Ask 1.68 1.14
Implied Vol 17.36% 15.83%
Delta 0.46 (0.36)
Volume 46 11
Prob OTM 55.62% 61.97%
Contracts 200 200
Cost $316.00 $238.00
P/L $14.00 ($16.00)
DTE ($185.69) ($212.77)

ZERO HEDGE – CLICK BAIT THE TRUTH

 

COMPETITORS CONTEMPT – A CALCULATED TACTIC OF SCARE MONGERING

Monetary permahawkery, is what New York Times columnist Paul Krugman calls ZERO HEDGE.  The fictitious author of Zero Hedge, Tyler Durden, is a pseudonym; used by Zero Hedge founder (2009) Daniel Ivandjiiski has provided permission to over 40 editorial financial news writers.   The tactic of using Durden as a non-de plume provides a firewall for whistle blowing on mainstream financial media and moreover, protection from malicious hacking – a well-known tactic used to silence outspoken journalists.

Ivandjiiski is accused of being “anti-establishment” by CNNMoney, a televised program that have a $6 billion a year revenue and yet, I for one, have never seen the hosts interview a viewer who became a millionaire investor by watching their program. Accredited for being conspiratorial, Ivandjiiski did earn high-brow recognition for his successful exposure of  “…persistent investigator report,” turned the infamously unregulated high-frequency trading “into a big political issue.”  Even more so, a negative report regarding Bank of America’s business practices in December 2012, brought about threats of termination of BOA employees, or more simply just “blocked” the site on the bank’s computer system.

Zero Hedge is a globally read blog; depicting editorial opinions that confront the authenticity of mainstream financial reportage.  “

Bloomberg Markets noted in 2016 that since its founding in the middle of the financial crisis, “Zero Hedge has grown from a blog to an Internet powerhouse.  

It was noted that in less than a year, Quantcast reported that Zero Hedge had attracted over 333,000 visitors to the site.

Often distrustful of the ‘establishment’ and almost always bearish, it’s known for a pessimistic worldview. Posts entitled ‘Stocks Are In a Far More Precarious State Than Was Ever Truly Believed Possible’ and ‘America’s Entitled (And Doomed) Upper Middle Class’ are not uncommon.” (Wikipedia: Zero Hedge)

The protagonist author, Durden, could be defined as a disgruntled editor and adversary of the financial markets; yet his pessimistic view has accredited Ivandjiiski the Durden’s portrayal is highly controversial given that the creator and founder Daniel Ivandjiiski was accused of “insider trading” – the decisive conclusion of an investigation by FINRA in 2008, based on evidence of insider trading.  In the vein of the fictitious character created by the author of Fight Club, the Zero Hedge character parallels a Wall Street hybrid. Ivandjiiski read Chuck Palahniuk’s Fight Club, where somewhere between the lines, he is determined to provide a false identity for other’s who have been put in similar situations – caught within the untrustworthy confines of the Wall Street fortress; then one day suddenly wakes up to find their true identity, labeled as an anarchist set out to bedeviled Wall Street’s dubious secrets of graff and blatant lying to client’s.  An example is exploiting “active management fund” investments, by rebalancing the fund just to charge more fees to the client.

HALF-BAKED HOOEY FULL OF BULGARIA

Obviously Wall Street’s heavy weight, Krugman along with Calculated Risk’s Bill McBride venomously attack Zero Hedge with what they believe is “appropriate contempt”.  You will not find benevolence  in the financial industry. Nor should you expect loyalty among the ranks.  Colin Lokey joined Zero Hedge in 2015.   Lokey, interviewed by Bloomberg News, claimed that he felt disingenuous, and pressured to “frame” issues as political summations that were degrading.    Lokey, upon leaving Zero Hedge said, “I can’t be a 24-hour cheerleader for Hezbollah, Moscow, Tehran, Beijing, and Trump anymore.  It’s wrong. Period” (Sourced from Wikipedia, Zero Hedge).

Lokey made a hundred thousand salary in 2015, off of what he accuses Ivandjiiski of creating a “clickbait” advertising platform. To me, Lokey sounds a little naive regarding the whole spectrum of online reportage.   And walking away with a six figure salary is rather hypocritical.

Paul Krugman, whether he had knowledge of or didn’t (hard to believe) or just wanted to protect his lush, plush lifestyle, didn’t blow the lid off the corruption within the banking industry,  Matt Taibbi cites Zero Hedge as having scooped the culprits hard at work in the cover up of the housing market foreclosures.

ZERO HEDGE – “THE MO OF A SOVIET AGITPROP OPERATION”

Dr. Craig Pirrong, a Bauer College of Business professor,  openly claims that Zero Hedge propagates its presence in the context of “agitation of propaganda” – citing credible parallels between Zero Hedge and the Russian news source, Russia Today. (RT)  Pirrong condons an innuendo of literary vulgarity that is counterposed, depicting a pettiness to diminish the inherent worth of an out spoken consciousness regarding the over-all conception of Zero Hedge.

Dr. Pirrong’s depiction tainted with a wildly insidious criticism of the program, Russia Today, is exactly why Zero Hedge needs to exist.  Pirrong is propagating a terrible and insidious dissent against free speech, for which he takes for granted.

More importantly Pirrong needs to make an apology for his shameless attack – publically posted on Internet – against RT as a Soviet propaganda platform.  I personally know, first hand, that they, who have founded RT, have taken great risks for  their own lives to bring a model of Western journalism to the reconstruction of Russia.

UNTIMELY THOUGHTS – MAXIM GORKY’S DEMISE

One of the editors and hosts of RT, has a resume that outstrips Pirrong’s credentials.  His academic and literary accomplishments include a Fulbright Research Fellowship.  His name is Peter Lavelle, one of the founders and program hosts for Russia Today.

Of the several publications he’s founded in Russia and Eastern Europe over the last few decades, as an advocate for journalistic transparency, to which he has been undaunted in propagating on his own behalf, has never been invited to any of America’s prominent financial news programs, though his prestige of economic realism could teach the Western world more about the inadequacies of their own “free market”.  His homeland, the United States, does not recognize the proletariat of truth, just as Gorky, who associated with Leo Tolstoy and Anton Chekhov, validated his place among the intellectual elite of his day.

When I was a resident in the Baltics I wrote a political commentary for Lavelle’s Moscow based eMagazine “Untimely Thoughts”, Lavelle told me that out or respect for Gorky’s literary reputation, one who rose up from the poverty of a peasant to the intellectual elite, this publication would pay homage to Gorky’s illustrious life.

Gorky, one of Russia’s most beloved literary writers, was put under house arrest in 1934, after the sudden death of his son. Gordy’s life ended shortly after, speculated that Stalin had ordered Yagoda’s NKVD (secret police) to carry out the clandestine termination.  During Gorky’s career as a writer, he changed his name several times, struggling to survive the contradictory conditions of cultural beliefs.

THE GOLDEN RULE – A FIDUCIARY DUTY

‘IF THOU ART NOT FOR THYSELF, WHO WILL BE FOR THEE? BUT IF THOU ART FOR THYSELF ALONE, WHEREFORE ART THOU’?  

HILLEL THE ELDER, A JEWISH SAGE

COMPETITORS CONTEMPT – A CALCULATED TACTIC OF SCARE MONGERING

Monetary permahawkery, is what New York Times columnist Paul Krugman calls ZERO HEDGE.  The fictitious author of Zero Hedge, Tyler Durden, is a pseudonym, used by Zero Hedge founder (2009) Daniel Ivandjiiski has provided permission to over 40  editorial financial news writers.   The tactic of using Durden as a non de plume provides a fire wall for whistleblowing on mainstream financial media and moreover, protection from malicious hacking – a well known tactic used to silence outspoken journalists.

Ivandjiiski is accused of being “anti-establishment” by CNNMoney, a televised program that have a $6 billion a year revenue and yet, I for one, have never seen the hosts interview a viewer who became a millionaire investor by watching their program. Accredited for being conspiratorial, Ivandjiiski did earn high-brow recognition for his successful exposure of  “…persistent investigator report” turned the infamously unregulated high-frequency trading “into a big political issue.”  Even more so, a negative report regarding Bank of America’s business practices in December 2012, brought about threats of termination of BOA employees, or more simply just “blocked” the site on the bank’s computer system.

Zero Hedge is a globally read blog; depicting editorial opinions that confront the authenticity of mainstream financial reportage.  “

Bloomberg Markets noted in 2016 that since its founding in the middle of the financial crisis, “Zero Hedge has grown from a blog to an Internet powerhouse.  

It was noted that in less than a year , Quantcast reported that Zero Hedge had attracted over 333,000 visitors to the site.

Often distrustful of the ‘establishment’ and almost always bearish, it’s known for a pessimistic world view. Posts entitled ‘Stocks Are In a Far More Precarious State Than Was Ever Truly Believed Possible’ and ‘America’s Entitled (And Doomed) Upper Middle Class’ are not uncommon.” (Wikipedia: Zero Hedge)

The protagonist author, Durden, could be defined as a disgruntled editor and adversary of the financial markets; yet his pessimistic view has accredited Ivandjiiski  the Durden’s portrayal is highly controversial given that the creator and founder Daniel Ivandjiiski was accused of “insider trading” – the decisive conclusion of an investigation by FINRA in 2008, based on evidence of insider trading .

In the vein of the fictitious character created by the author of Fight Club, the Zero Hedge character parallels a Wall Street hybrid. Ivandjiiski read Chuck Palahniuk’s Fight Club, where somewhere between the lines, he is determined to provide a false identity for other’s who have been put in similar situations – caught within the untrustworthy confines of the Wall Street fortress; then one day suddenly wakes up to find their true identity, labeled as an anarchist set out to bedeviled Wall Street’s dubious secrets of graff and blatant lying to client’s.  An example is exploiting “active management fund” investments, by rebalancing the fund just to charge more fees to the client.

HALF-BAKED HOOEY FULL OF BULGARIA

Obviously Wall Street’s heavy weight, Krugman along with Calculated Risk’s Bill McBride venomously attack Zero Hedge with what they believe is “appropriate contempt”.  You will not find benevolence  in the financial industry. Nor should you expect loyalty among the ranks.  Colin Lokey joined Zero Hedge in 2015.   Lokey, interviewed by Bloomberg News, claimed that he felt disingenuous, and pressured to “frame” issues as political summations that were degrading.    Lokey, upon leaving Zero Hedge said, “I can’t be a 24-hour cheerleader for Hezbollah, Moscow, Tehran, Beijing, and Trump anymore.  It’s wrong. Period” (Sourced from Wikipedia, Zero Hedge).

Lokey made a hundred thousand dollar salary in 2015, off of what he accuses Ivandjiiski of creating a “clickbait” advertising platform. To me, Lokey sounds a little naive regarding the whole spectrum of online reportage.   And walking away with a six figure salary is rather hypocritical.

Paul Krugman, whether he had knowledge of or didn’t (hard to believe) or just wanted to protect his lush, plush lifestyle, didn’t blow the lid off the corruption within the banking industry,  Matt Taibbi cites Zero Hedge as having scooped the culprits hard at work in the cover up of the housing market foreclosures.

ZERO HEDGE – “THE MO OF A SOVIET AGITPROP OPERATION”

Dr. Craig Pirrong, a Bauer College of Business professor,  openly claims that Zero Hedge propagates its presence in the context of “agitation of propaganda” – citing credible parallels between Zero Hedge and the Russian news source, Russia Today. (RT)  Pirrong condons an innuendo of literary vulgarity that is counterposed, depicting a pettiness to diminish the inherent worth of an out spoken consciousness regarding the over-all conception of Zero Hedge.

Dr. Pirrong’s depiction tainted with a wildly insidious criticism of the program, Russia Today, is exactly why Zero Hedge needs to exist.  Pirrong is propagating a terrible and insidious dissent against free speech, for which he takes for granted.

More importantly Pirrong needs to make an apology for his shameless attack – publically posted on Internet – against RT as a Soviet propaganda platform.  I personally know, first hand, that they, who have founded RT, have taken great risks for  their own lives to bring a model of Western journalism to the reconstruction of Russia.

UNTIMELY THOUGHTS – MAXIM GORKY’S DEMISE

One of the editors and hosts of RT, has a resume that outstrips Pirrong’s credentials.  His academic and literary accomplishments include a Fulbright Research Fellowship.  His name is Peter Lavelle, one of the founders and program hosts for Russia Today.

Of the several publications he’s founded in Russia and Eastern Europe over the last few decades, as an advocate for journalistic transparency, to which he has been undaunted in propagating on his own behalf, has never been invited to any of America’s prominent financial news programs, though his prestige of economic realism could teach the Western world more about the inadequacies of their own “free market”.  His homeland, the United States, does not recognize the proletariat of truth, just as Gorky, who associated with Leo Tolstoy and Anton Chekhov, validated his place among the intellectual elite of his day.

When I was a resident in the Baltics I wrote a political commentary for Lavelle’s Moscow based eMagazine “Untimely Thoughts”,    Lavelle told me that out or respect for Gorky’s literary reputation, one who rose up from the poverty of a peasant to the intellectual elite, this publication would pay homage to Gorky’s illustrious life.

Gorky, one of Russia’s most beloved literary writers, was put under house arrest in 1934, after the sudden death of his son. Gordy’s life ended shortly after, speculated that Stalin had  ordered Yagoda’s NKVD (secret police) to carry out the clandestine termination.  During Gorky’s career as a writer, he changed his name several times, struggling to survive the contradictory conditions of cultural beliefs.

THE GOLDEN RULE – A FIDUCIARY DUTY

‘If thou art not for thyself, who will be for thee? But if thou art for thyself alone, wherefore art thou’?  

hILLEL THE ELDER, A JEWISH SAGE

NORSE – 80,000,000 SENSORS TRACKING HACKERS

Since the time I submitted articles to Untimely Thoughts several years ago, my computer was hacked on several occasions. The reality of computer hacking globally is explicitly shown on Norse. Google “Norse”.   You’ll be shocked.

Now think of the multitude of traders in the world using computers to execute their trades.   Take into account the influence of High Frequency Trading and what it is doing to our global markets.

I received a Tweet today asking how could the DOW break a new high, yet the volatility in price moves with market driving assets aren’t showing a relative correlation of movement. You’d think a majority of assets would be make new highs, yet what I see are aberrations of “spikes” that reflect Bid/Ask spread manipulations by electronic “machine to machine” algorithm trade executions from high frequency executions that are non-transparent.

We need to track net orders and net shares to price ranges. The means of which can be built by Excel spreadsheets, and plugged into real time day trading. Well, that’s another topic for another day.

Just keep in mind that for every second the market is open, the HFTs are transacting 2.5 trades in one second. This is enough to push the spread apart by one “unseen” penny wise pairing; enough for a $10 million dollar trade to cash in your holdings.

And that brings us to a ZERO HEDGED market.

Caveat: The comments expressed in this article are solely those of the author.

 

 

 

 

BSOD – CTRL ALT DELETE – HALT – HELLO WORLD

When I read Paul Ford’s What Is CODE  – recently published in Bloomberg, it resonated with me enough to be inspired in writing just as abstract flash fiction blogs regarding our world of a Turing Machine based binary code, the influences of Apple’s “App Stores” flooding our ultra-mobile high tech market, which amplify the threats that are infiltrating the security of our financial institutions, and the means of which, devising an alternative trading platform that is completely coded unlike anything before, stands out as the priority in my life right now.

Is the threat worse or the massive proliferation of ultra-mobile technology dominating our lives and credit cards?

IF This, Then This…

Ford claims there are an aggregate collection of coders (programmers) around 18 million and growing fast.  He makes a poignant point that you cannot disregard (and I’ve known for a long time after having my computer’s hard drive hacked to death several times) that either programmers are running the world or the programs that they are coding are running the world.

sudo apt-get upgrade

If you stumble upon my blog and read the accounts of this fictionalized – flash written story – you’ll be introduced, rather covertly to the things you NEED to know in regards to developing a vital perspective that challenges your own subconscious bias between myth and fact.  Such as that people think Apple is a superior product.  It is not.

In fact, to date, Apple/Macintosh is a wanna be Android, given that baseline syntax used for all operating systems is Unix/Linux based.

The Apple Watch is only the means of which to keep its customer base tethered to having to have their other products to find satisfaction of functionality.  Blindly spending more money on something that is inferior reeks of the irrational behavior of a “skewed” debt driven economy that make Bitcoin more attractive each day we face another economic crisis.  Have you bought a Mycelium Wallet yet?

You can Ubuntu-ize your life to make it much easier to manage the “terminal codes” of which both Microsoft and Apple are terminally ill because the collective “they” programmers, are like all writers of anything – Asemic to Linguistic Tongues – they have to put their own spin on it, plagiarizing that which was the original Basic Word.

is pal: {x -|x }

Moreover, he Proof of Concept trading model: CODEXCELIAN can give you the robust absolute critical knowledge of understanding equity mechanisms.  2 + 2 = 4.

The Turing Test 

Notable physicist Roger Penrose pays the deepest respect to Alan Turing in his white paper on living  a computer driven lifestyle.  It is without a doubt a truth of which sadly one of the greatest minds of the 20th century was destroyed by homophobic zealots.

But then there is Ada Lovelace, Linda B. (UNIX coder) and others who pioneered the course of technology to what we know of it as managing, or at the very least obstructing through complications of Blue Screens of Death in our lives today.

This is how I arrived at the title of my story:

“WRITE HIM OFF – Z EQUALS ZERO”

We live in a world economy based on the Pareto Effect.  Our very own perception and/or motivation to claim our individual right to be selfish enough that it is the way to attain our construed dreams of fulfillment, are guided and  molded into this belief system that for one to gain, another must suffer.

This title reflect it, metaphorically, because story titles are suppose to emblematic of the story’s plot, and my story embraces humanity because I am a human, at least I was mere reflection of one the last time I looked in the mirror.

“Write Him Off” is to imply that the Turing’s Model no longer works, Wolfram, et al are in danger of becoming extinct, just as millions of earthly creatures have disappeared from our wanton gluttony of devouring the earth’s cyclic equilibrium of resources, thrusting our civilization into a quick descent of obscurity.

I mean no insult to Turing, yet it does bear fruit in the manner that he was initially mistreated and then through the course of computerizing society’s history our coders are evolving his mechanism.

“Z Equals Zero” equates into the Greek letter “Zeta”, (you already know what this represents) and Zero as the numerical binary code “0” that streamed down the computer monitors in the movie the Matrix – representing a Zen mindset of “the illusion of nothingness”.

Combined together you have a story plot about the ending of one computerized mindset era and the its code.

SERGM

Then there is the nonfictional aspect of my quantitative model (hint for you coders) that is ready to be programmed for API cloud access, is going to be posted here.  Had you read my article “SERGM” last year, you’d been introduced to a manner of critical thinking that, to my surprised gained me an invitation to join Interactive Brokers “think tank” on writing trading algorithms.

I declined because of the very fact that I would have been pushed into the traditional mainstream polluting belief systems (our synapses transfer data between neurotransmitters at 2 milliseconds, much too slow for CPU programmed high frequency trading programs – clocked at 2 microseconds) of which I am trying to break away from by listening to frequency tones on a daily basis.  Pineal gland activation is a primary function of exiting the Occidental paradigm.

Your own thought process right now is getting jumbled, as the presentation of my own stream of consciousness is skewing the internal perceptions of your limited time frame experiences in life as not equating – both mathematically and psychologically coherent.

We, as humans, can only evolve as fast as our minds can assimilate what we experience – and that comes in holographic fragmented fractal tiles of embedded memory – stored in at least three areas of our cranial machine.

Artificial Intelligence is seriously hampered by this fact as our own mental latency is transferred into the construction of a machine that is mathematically programmed to our cognitive means of critical thinking – running wildly through mega calculations that spin terabite hard drives out of control.

When the algo hits a snag, it halts and goes into the BSOD.   There more inefficiencies within our computer industry than there are common nonsensical approaches to solving the issues that we have already created with due course of conflict resolution.

This opacity causes risks. One study by a researcher at the University of Hawaii found that 88 percent of spreadsheets contain errors.  Paul Ford, What Is Coding?

I’m taking  you into “no man’s land” per se – and this part of it will take a quantum leap of faith on your part to try and remain connected, and focused with impeccable intention – the journey of Don Juan in Carlos Castaneda, and beyond the mouse pointing cursory browsing attention span of three seconds.

In conjunction to this blog site – I’ll be developing a website and YouTube videos that hopefully, once I get the “bugs” fixed will be live Excel streaming (making sure I’ve removed the 88 errors) so you can follow my gleamed equity and option trading signals.

Entropy and Inert Code

It is my intent to introduce you to the future of trading platforms – both through fictional story telling and the actual reality of Lilliputian mechanisms based on abstract constructs, i.e. quasicrystal polyhedral geometrical strategic complex systems embedded with adaptive agent subroutine calibrations that reveal the “pings” of HFT’s shark bait offers.

Be aware that things will be getting “thick” to make you “think” in solving what I will be making more puzzling by not filling in all tilling along the way  That’s your job to exercise your gray matter between your ears.

Finally, I am NOT the guy in the khaki jacket.

Stay tuned, the best is yet to come.  I might even get a Noble Prize.