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.

THE CODEXCELIAN MODEL

THE TALE OF TWO SPREADSHEETS – PART ONE

RAG PICKER TRADE STATION AT THE CODEXCELIAN EXCHANGE

SYNOPSIS: The Codexcelian Exchange crosses at the intersection of “CODE” and “EXCEL”.  The Euclidean coordinates initially written down on “patches” eventually morphed when the patch manifolds were plugged into the Darwinian BLACK BOX.  The FOREX defined a new procedure for us to capture the equation of the true self, thus freeing our lives from the Indiscernible Matrix.

THE REMAINS OF DEF TARCIAN’S CODEXCELIAN MANIFESTO 

TRANSLATED BY

SKOKIE SPIKE

2017

The following summation is all that is left from the extraordinarily eye opening awareness in regards to the advancement of technological micro-device development, based on what is known as the “SPREADSHEET”.

DEF TARCIAN advanced the evolution of the Excel Spreadsheet with what he termed the Codexcelian Model.

The manifesto explaining the Codexcelian Model was banned for distribution by the newly formed CARNELIAN SURVEILLANCE OF THE INTERNET OF THINGS in 2016,  government sub-group to the Central Intelligence Agency, that wasn’t required to be disclosed of its existence to Congress or the American people.

Def Tarcian was a leader in “outsourcing” and “open sourcing” code at the end of the 20th century, up until his disappearance two years ago.  A genius of technology, in his own right, a Nobel Prize recipient was one of the first programmers of Unix in the mid 1980s.

At the time of his disappearance he had been aggressively distributing Raspberry Pi motherboard “packets” that had been programmed with the Codexcelian Model. The Essential USB Encrypted Turing Lock came with the unit.

TARCIAN’S DISAPPEARANCE

 Def Tarcian mysteriously disappeared when visiting his remote lodgings in the Cascade Mountains this past year, 2016. The local Marblemount sheriff’s report stated that
Tarcian, a loner, who lived like a hermit,  must have gotten lost while hiking along one of the treacherous mountain trails.  It was known that at the time of year, extremely fierce storms could materialize within minutes – bringing a torrential rain or snow storm.  His body has never been found.

His cabin has since been raided by local youth, having broken in, obviously trashing the cabin’s spartan furnishings and burning most of Tarcian’s research papers in the wood stove.  The local sheriff closed the case after two months of investigating and searching for Tarcian.  The Federal Bureau of Investigation and Homeland Security were reported to have visited the area during the search.

THE X-INACTIVATION OF THE X-LINKED RECESSIVE GENOTYPE

LYONIZATION: The phenomenon in which heterozygous females do not phenotypically express their X-linked recessive genotype or do so only randomly. Also called X-inactivation .

But if there is X-Activation, it would be extremely important to humanity at this space-time continuum, dissipating any resemblance of global maximum inalienability of the true self.  Def called it the Lionization Factor; a breakthrough for us to access the Worm Hole: activated by the Planck spreadsheet equated code – when plugged into any PC or tablet: where upon the molecular structure of human form would be cosmically transported one bit per qubit;  freedom to access teleportation into the universe.

IN MEMORY OF IT’S AUTHOR: THE LATE DEF TARCIAN

This revolutionary leap needed to be distributed globally, so a digital algorithm syntax was devised by Def Tarcian.  Tarcian, one or our greatest astrophysicists, found the equation sequence between the Fibonacci Ratio and the “prime number sequence” which was encrypted into the CPU of anyone’s computer.

“Here lies the ambitious juncture – in harmonic resonance with human perception and universal reality” imprinted on each of our DNA.  

Mutation of our species with each off spring is the chance we take, Tarcian wrote, where the measure of certainty collides with irrationality of human generated thought forms and/or deformed.

Thus how would we identify the lower operative “randomizer”?  All human behavior, Tarcian stated, is simply built upon Four Manifolds; which brings equilibrium to our global infrastructure of “economic free will”.

Evolution rejects any life form that is not in harmony with the Four Manifold Frequencies. There is cognitive dissonance at levels far below the individual awareness to see their “in play” interaction as an “Agent” of eliminating the connection between the conscious and subconscious holistic value.

“We are all connected telepathically on the same earth frequency; collective neurological transceiver at birth.  By age 5, our Limbic System has matured to the point where it will use hormones and neurotransmitters to evolve into a transmitting receiver. transmitted constantly by our DNA coding in conjunction to cellular mitochondria. Neural entropy prevails as the law of nature:  time decay is our mental Black Hole.

The necessity of survival isn’t about survival, for we’ve been given the gift of immortality if we so choose to live with its coordinates as real ownership of our lives.  But time evolution mimics, with fairly good accuracy, the accumulation of our past memories, stored within our cerebral lobes; activated or triggered to be recalled and projected upon our present moment, just like a movie projector does on a movie screen. Television is a rerun of our past.

THE FOUR PI^ MANIFOLDS

There exists four heterozygous forms that have been built into the computers CPU.   These are sociological, teleological, ethological, speleological.  The section explaining Tarcian’s thesis in regards to the Four Pi^ Manifolds have not been found.

THE MANIFESTING HETEROZYGOTE

While the “Elite” continue to survey us, making sure the “media” optic matrix keeps out attention distracted; imprisoned by short circuiting our cerebral neurological pathways to discern our true identify from the false one.

The phenomenon in which heterozygous females do not phenotypically express their X-linked recessive genotype or do so only randomly. Also called X-inactivation .

We prefer to loop through life; habitual repetition of our species is not that of the strongest, Conners argued, but that who allows themselves to become a conduit of the higher enlightened True Self.

We essentially mastered impeccable intuitive intentions  as the necessity for indeterminate future violations propagated by “Black Holes”.intelligent among us as natural selection for procreation.

Mathematics, Tarcian claimed, is the cosmic joke: The means of playing with a layperson’s ignorance – one who has not found their inner true self.

This section was the only sequential part of Tarcian’s manifesto.

USER FRIENDLY FOR  MSN EXCEL, OPEN SOURCE APACHE, GOOGLE FINANCE SPREADSHEET DOCUMENTS, AND UBUNTU DEBIAN LIBRE

Gamification is the person perceiving an object in which they the viewer becomes the object in their mind, such as in Mendelian genetics?  Abbreviated without further comments.

By picking an essentially biometric using the Plank C=h/f the existing computation languages fall into a meaningful explanation; applicable to be used in statistical physics – the ontological and logical are globalized.

EXCH-RTE FILE FORMAT: 

THE NEXT GENERATION OF GLOBAL MARKET EXCHANGE FILES

The junction scatological is initiated by Bid/Ask ticket stamping INKY JOBBERS (Aberration of the British term for market makers) when a Turing binary input is sent from a PC/Mac/Ubuntu GAMESTOR (Retail Trader) who has deposited the required capital for Elite membership to access the EXCH-RTE PLATFORM.  This Platform captures all market transactions including Dark Pool and High Frequency “nano-ping” transactions – tracking the trend of any notable (Implied Volatility Default Parameter) Bid/Ask Spreads. (Arbitrage)

EUCLIDEAN INTERSECTION OF CODE – X AND EXCEL

This Euclidean coordinate challenged us to find the means of producing a highly efficient platform adaptive to a newly devised finite procedure – simplification is conceptional utilizing  Candlestick or Monkey Charts – respectively on a three dimensional holographic platform similar to three dimensional chess boards.

Navigational Charts of economic assets – uses only the overlay of Fibonacci Ratios.  All equations to date are globally in-sync with the “Fib”  domain but no one has been able to pinpoint the origin of  my “Lodestone Matrix” – core value to the universe’s mathematical sequence that drives the adaptive agent – hidden within the Codexcelian Model.

THE CODE-X ACTIVATION TO HIGHER CONSCIOUSNESS BURIED WITHIN THE SPREADSHEET’S EQUATED MEASURE OF CERTAINTY  

Score based on the Lambda Quadratic  Net Share/Net Order triggers the algorithm to either Buy, Sell, Neutral signal.

“As all scientific myths are known to be born out of oral metaphoric storytelling, Tarcian was venturing into a never to be used before formulary equated within the efficient frontier horizon paradigm.  

THE GAMESTOR STRATEGY: With the asset (underlying) and option (derivative) being the profiteering mechanism; compilation of the Codexcelian Model criterion for both “entities” will merge the FOUR MANIFOLDS in a coordinate adaptive computational system.”

This is the last of piece of computer print out that was found on Tarcian’s cabin floor.

PART II: THE CODEXCELIAN MODEL IN REAL TIME TRADING

Caveat:  GRTS PORTFOLIO ANALYSIS and Rich Kambak (AKA Skokie Spikes) present this material purely for education and entertainment purposes.  We neither recommend or provide investment advice. The Stock/Options Market is highly volatile.  One needs to Learn to Earn, thus putting the time with demo platforms to develop their own strategy. Our purpose here is to assist those who are interested in knowing what changes are taking place regarding asset analytics i.e. Dark Pools and High Frequency Trading.

For further input, information, and or inquiry regarding the Codex Templates access, please write an email to grtsmarket@gmail.com

Please allow two weeks for a response.

THE CODEXCELIAN MATRIX

THE TALE OF TWO SPREADSHEETS

RAG PICKER TRADE STATION – THE CODEXCELIAN EXCHANGE

SYNOPSIS: The Codexcelian Exchange crosses at the intersection of “CODE” and “EXCEL”.  The Euclidean coordinates initially written down on “patches” eventually morphed when the patch manifolds were plugged into the Darwinian Blackbox.  The FORX defined a new procedure for us to capture the equation of the true self, thus freeing our lives from the Indiscernible Matrix.

THE REMAINS OF DEF TARCIAN’S CODEXCELIAN MANIFESTO 

TRANSLATED BY

SKOKIE SPIKE

2017

The following summation is all that is left from the extraordinarily eye opening awareness in regards to the advancement of technological micro-device development, based on what is known as the “SPREADSHEET”.

DEF TARCIAN advanced the evolution of the Excel Spreadsheet with what he termed the Codexcelian Model.

The manifesto explaining the Codexcelian Model was banned for distribution by the newly formed CARNELIAN SURVEILLANCE OF THE INTERNET OF THINGS in 2016,  government sub-group to the Central Intelligence Agency, that wasn’t required to be disclosed of its existence to Congress or the American people.

Def Tarcian was a leader in “outsourcing” and “open sourcing” code at the end of the 20th century, up until his disappearance two years ago.  A genius of technology, in his own right, a Nobel Prize recipient was one of the first programmers of Unix in the mid 1980s.

At the time of his disappearance he had been aggressively distributing Raspberry Pi motherboard “packets” that had been programmed with the Codexcelian Model. The Essential USB Encrypted Turing Lock came with the unit.

TARCIAN’S DISAPPEARANCE

 Def Tarcian mysteriously disappeared when visiting his remote lodgings in the Cascade Mountains this past year, 2016. The local Marblemount sheriff’s report stated that
Tarcian, a loner, who lived like a hermit,  must have gotten lost while hiking along one of the treacherous mountain trails.  It was known that at the time of year, extremely fierce storms could materialize within minutes – bringing a torrential rain or snow storm.  His body has never been found.

His cabin has since been raided by local youth, having broken in, obviously trashing the cabin’s spartan furnishings and burning most of Tarcian’s research papers in the wood stove.  The local sheriff closed the case after two months of investigating and searching for Tarcian.  The Federal Bureau of Investigation and Homeland Security were reported to have visited the area during the search.

THE X-INACTIVATION OF THE X-LINKED RECESSIVE GENOTYPE

LYONIZATION: The phenomenon in which heterozygous females do not phenotypically express their X-linked recessive genotype or do so only randomly. Also called X-inactivation .

But if there is X-Activation, it would be extremely important to humanity at this space-time continuum, dissipating any resemblance of global maximum indecernability of the true self.  Def called it the Lyonization Factor; a breakthrough for us to access the Worm Hole: activated by the Planck spreadsheet equated code – when plugged into any PC or tablet: where upon the molecular structure of human form would be cosmically transported one bit per qubit;  freedom to access teleportation into the universe.

IN MEMORY OF IT’S AUTHOR: THE LATE DEF TARCIAN

This revolutionary leap needed to be distributed globally, so a digital algorithm syntax was devised by Def Tarcian.  Tarcian, one or our greatest astrophysicists, found the equation sequence between the Fibonacci Ratio and the “prime number sequence” which was encrypted into the CPU of anyone’s computer.

“Here lies the ambitious juncture – in harmonic resonance with human perception and universal reality” imprinted on each of our DNA.  

Mutation of our species with each off spring is the chance we take, Tarcian wrote, where the measure of certainty collides with irrationality of human generated thought forms and/or deformed.

Thus how would we identify the lower operative “randomizer”?  All human behavior, Tarcian stated, is simply built upon Four Manifolds; which brings equilibrium to our global infrastructure of “economic free will”.

Evolution rejects any life form that is not in harmony with the Four Manifold Frequencies. There is cognitive dissonance at levels far below the individual awareness to see their “in play” interaction as an “Agent” of eliminating the connection between the conscious and subconscious holistic value.

“We are all connected telepathically on the same earth frequency; collective neurological transceiver at birth.  By age 5, our Limbic System has matured to the point where it will use hormones and neurotransmitters to evolve into a transmitting receiver. ransmitted constantly by our DNA coding in conjunction to cellular mitochondria. Neural entrophy prevails as the law of nature:  time decay is our mental Black Hole.

The necessity of survival isn’t about survival, for we’ve been given the gift of immortality if we so choose to live with its coordinates as real ownership of our lives.  But time evolution mimics, with fairly good accuracy, the accumulation of our past memories, stored within our cerebral lobes; activated or triggered to be recalled and projected upon our present moment, just like a movie projector does on a movie screen. Television is a rerun of our past.

THE FOUR PI^ MANIFOLDS

There exists four heterozygous forms that have been built into the computers CPU.   These are sociological, teleological, ethological, speleological. 

THE MANIFESTING HETEROZYGOTE

While the “Elite” continue to survey us, making sure the “media” optic matrix keeps us imprisoned by short circuiting our ability to discern our true identify from the false one.

The phenomenon in which heterozygous females do not phenotypically express their X-linked recessive genotype or do so only randomly. Also called X-inactivation .

We prefer to loop through life; habitual repetition of our species is not that of the strongest, Conners argued, but that who allows themselves to become a conduit of the higher enlightened True Self.

We essentially mastered impeccable intuitive intentions  as the necessity for indeterminate future violations propagated by “Black Holes”.intelligent among us as natural selection for procreation.

Mathematics, Tarcian. claimed is the universes means of playing with a layperson’s ignorance – one who has not found their inner true self. USER FRIENDLY FOR  MSN EXCEL, OPEN SOURCE APACHE, GOOGLE FINANCE SPREADSHEET DOCUMENTS, AND UBUNTU DEBIAN LIBRE Gamification the person seeing an object becomes the object in their mind, such as in Mendelian genetics,

By picking an essentially biometric using the Plank length of 10-33 cm.

existing computation languages in a meaningful explanation used in statistical physics – the ontological and logical

The junction topologies are initiated by Bid/Ask ticket stamping Jobbers when a Turing binary input is sent from a PC/Mac/Ubuntu Retailer who has capitalized their membership with in one of 13 Exchange routes (EXCH-RTE).

This Euclidean coordinate challenged us to find the means of producing a highly efficient platform adaptive finite procedure – the navigational charts of economic assets – uses the overlay of Fibonacci Ratios. All equations to date globally in-sync with the “Fib” the domain of which no one has been able to pinpoint the origin of the universe’s mathematical sequence that leads us into infinity.

Spikes, as oral myths are known to be born, was venturing into formulary equations; efficient frontier horizon  with the asset (underlying) and option (derivative) in which the criterion of both “entities” merge four manifolds in a coordinate adaptive computational system.

We speak in terms of using the computer to carry the heavy load of calculating complex formulas, almost instantaneously, that meet the four manifolds of which are logically determinism.

Tale of VisiCalc to Lotus 1-2-3; HELLO WORLD development is quickly demanding statistical quantitative logic configurations when it comes to using signal based scoring for Bid/Ask entry and exit – achieving 80% profitability.

https://www.cs.umd.edu/class/spring2002/cmsc434-0101/MUIseum/applications/spreadsheethistory1.html

Codexcelian comprises of the archetypal calibrations, formulas, workbooks, spreadsheets, templates; the overall DNA origin that is an adaptive complex computational software.

VisiCalc calibrated into the encoded, syntax formulations masterfully programmed into Excel.  From Lotus extraordinaire cellular adaptive computative model, makes for a robust Options tactical risk averse investment. Lotus 1-2-3 still holds the largest market share in calculating spreadsheet software.

In a “zero-sum” gamification model, the flip of the coin prevails: a 50/50 change that makes your investment transaction of marginal 40% winner.  Professional market traders are consistently hitting 80% or more.  Why?

https://www.google.com/search?q=80%2F20+PERCENT+RULE&oq=80%2F20+PERCENT+RULE&aqs=chrome..69i57.6683j0j4&sourceid=chrome&ie=UTF-8

YOU ABSOLUTELY NEED TO HAVE ACCESS TO THE DATA FLOW OF NET ORDERS/NET SHARES IN THESE FOUR CATEGORIES:

  • BUY – NET FLOW ORDERS (MARKET, LIMIT)
  • SELL – NET FLOW ORDERS (CLOSE OUTS; TAKE PROFITS)
  • SELL-SHORT – MARKET/LIMIT ORDER ENTRY
  • BUY-COVER – THE COVERED RETURN SPREAD

We will get back to those in more detail later, however, it is a matter of introducing you gradually so as not to deter your memory bias reactions – that show up after you’ve lost money.  Solution?  There are many approaches to describing the Elephant in the Room. So we must introduce an “impartial judge”, just as with cinema acting – the camera never lies (unless you’re fidgeting with your Smart-iPhone editing app).

Codexcelian is a term used that defines our incorporation of Excel to the Ancient Archetypes that knew the Secrets of the Source through the five basic geometrical polygons.

Cut to the chase:  Presented is an Excel template that provides you with the asset snapshot’s relationship with the market indexes, the asset price range, and the ultimate signal based scoring metaphor, according to Einstein. Models are metaphors.  Metaphors are our catalyst to inform morphing expansion into the Quantum Realm of our Natural Existence. Mathematics is our universal language.  All life is based on economics; production, distribution and consumption of goods and services. Our behavior,collectively is irrational.   Why? Because we fudge, lie, cheat, as the means to maintain the “falsity” of a recreational rational mainstream of “what ought to be”in the marketplace environment.

We are linguistically oriented in our Blackbox subconsciousness – “rules of the house”.

Economics revolves around Lambda Calculus.

Fundamentally the “derivative” is a value dependent variable determined by the quantity of an independent variable.  When trading options you enter into a time dependent  velocity that is in constant decay.  That “decay” exists as a slope; a linear approximation of the input values.

We evolved from a holistic perception of life to a dualistic void.  We misunderstand the necessity of Yin and Yang, unaware of the missing input value:  The Lost Zooma.

Morphing our brainwave entrainment intelligence through technological devices that connect the invisible hand of commerce links more of our biometrix awareness within our ethos- psyche to others, to which we have yet to realize.

WHY ALL THIS MUMBLE JUMBLE?

Trading Options, whether you agree or not, is a Defeasible Function dependent on one quantify function determined by an independent variable. he Derivative Abstractions: Asset Allocation.

Fancy high brow terms cause conjunction within our individual separation of 6%;  these categorical distinctions depicting the diversification of the Fibonacci Ratio Overlays on the Japanese Rice Counting Market Exchange Candlestick Chart, respectively.

Spank the Monkey with Monkey Charts. , Combine Monkey Charts with Volume/Velocity Butterflies, flittering about the space-time continuum.

Asset Allocation Fails Us.  Don’t fool yourself into believing otherwise.  What was is reality in the molecular, photon clustering ion atomic clouds of dispersing elements, struggling against the gravitational pull of the Black Hole; causes

pxd-web-page-2017-02-15-14-23-25THE CODEXCELIAN OPTION MATRIX

Matrix Explained:  From the top we input the major indexes to track overall market performance. (Dark Blue Banner)  Then we input the asset price range, using these specific array inputs for part of the CODEX trade signal, just below the price range on the left side.

The C-RTN is our covered return reduced cost basis calculation that of which the meat of it is not shown here and will take another session to explain it’s father unique adaptive features.

For Options we’ve decided to focus on Strangles, solely, after gathering a years worth of empirical data comparing Strangles, Straddles and Verticals, though the Excelian Option Template has the flexibility for user preference.

The standard formula is to buy a Call and buy a Put – one to two legs out from the current correlative strike price to asset transaction price.  We whittled down the most pertinent inputs for this matrix that gives us the most robust outcome.

These are in the order of Strike Price, Bid/Ask Premium, Delta, Implied Volatility, Probability of OTM, and Volume.  We are using “Thinkorswim” to obtain our real-time streaming data.  To set up our Options spreadsheet, we have a second workbook where we paste in the Option chain we have chosen, from the Trade Tab, using 8 Strikes.

Our inputs are correlated to the above inputs, of which we cut and paste into the respective cells.  This can be set up automatically, but the Option chain layouts aren’t all the same so having a single template can skew your numbers for another asset class.

Contracts are listed in the hundredths  and then you’ll see the final calculations for cost per CALL/PUT capitalization, sum total, and then Profit/Loss individually and then consummated – at the bottom in Red.

The Codexcelian also calculates the limit and/or best price for market entry for both CALL and PUT entries, based on Time Decay.  We have broken this down into three periods – using a 30 day time frame. As you can see, the CALL and PUT “Limit Entry” correlates to the Entry input in the Option Matrix spreadsheet.  This is automatically calculated, so one can automate this spreadsheet into an algorithmic trading program.  Note that the 30 days and 60 days are configured in this particular instance given the March option chain.

You can see what your entry price will be going out 30 days and 60 days, or at time of expiration.  However, this will change dramatically during the time that you hold your position, specifically when committing to earnings transactions.

We use a 1/16th divisor formula to find best price entry.  You can see that from the time we entered this trade, the Long Call profited more than the Long Put.

.pxd-dte-2017-02-15-14-44-52

So, what everyone really wants to know is if they are going to lose money or make a profit by transacting a Strangle.  The answer is either way – as the time frame selected will give you either a “squeezed” play of volatility with less than 7 days left to expiration, or 60+ days on the “back month” for more flexibility to “roll out” either the Call or Put if there is a significant deficit.

We call this a “non-zero sum” gamification model, because the premise is for the investor to have the greatest edge, or probability of profit, in a win/win (Call/Put) set up.  Absolutely brilliant.

There is so much more to show you, especially our model that tackles the Dark Pool/High Frequency Trade “gap” ups/downs.

The caveat for retail traders is to accept the fact that the traditional indicators don’t work in an 80% dominated automated, computerized algorithmic trading market.  Even if you think it’s a “machine to machine” solution, it’s not and I can back this up with another thesis at another time.

I do encourage you to build this layout and/or contact me directly for obtaining a template.

Full disclosure is that this presentation is for educational purposes and for the advancement of retail trading  modeling.  Total transparency.  The key is that the Codexcelian spreadsheets will entrain your bias cognitive means of decision making that is predominately unconscious habits.

We all need a little reassurance in the beginning to know our hypothesis is right.  The CODEX Logic Score attains just that.  For your assistance, all cells with complex formulas have call outs that will explain, teach and remind you of it’s robust use with in the network of nodal inputs.

I encourage developers and programmers to consider taking this to the next step in building an algorithmic software. We would love to put it on a Raspberry Pi or similar micro MOBO, pre-programed to minimize latency for retail traders and have an integrated cloud updating link.

CODEXCELIAN QUALIFIES WITH THE HIGHEST MEASURE OF CERTAINTY FOR THE FOUR MANIFOLD ALGORITHMS: 1) MSN EXCEL, 2) APACHE OPEN OFFICE, 3) GOOGLE FINANCE SPREADSHEET AND 4) UBUNTU DEBIAN LIBRE CALC.

Contact me: grtsmarket@gmail.com or tecktomaket@gmail.com

CODEXQUANT – ENERGY FUND RECAP

Statistical
Ticker STDEV IV RANK CODEX IV Ratio
AAPL 0.8651 0.93 0.64652 4.49109
VXX 0.4287 0.65 0.94351 0.44134
XOM 0.6708 0.82 0.55524 1.41690
SLB 0.4357 0.66 0.11068 0.67879
WMT 0.6211 0.79 0.21086 2.90962
BABA 0.8401 0.92 0.66751 0.22219

The Energy Fund Matrix posted above contains three outliers of the Energy Fund. Descending from top to bottom: Apple, VXX Index, Exxon, Schlumberger Limited Profile, Wal Mart and Alibaba.  The formula for calculating the Standard Deviation is an aggregate of each asset individually.  Than, to find the daily Implied Volatility Rank, the Standard Deviation value is SQUARED.  The Codex Score is the final calculation that determines the directional move of the asset’s price: A time frame from 15 minutes to 2 hours.

The Energy Fund Matrix values are inputed to the gauges below.

screenshot-docs-google-com-2016-12-05-19-39-21

The above gauged dashboard is calibrated to the Energy Fund’s calculated Implied Volatility Rank and the Codex Valuation.  The last two gauges at the bottom far right is the aggregated value.  The gauges show a favorable correlation meaning the price of the assets have been moving in tandem.

Validation of the Energy Fund is shown on the Macroaxis Financial Services website.

screenshot-www-macroaxis-com-2016-12-05-19-44-17
The above graph shows the Energy Fund’s profit since inception in February 2016.  Macroaxis is the platform we use to build and track our portfolios. The initial capital invested was $20,000. There was a dip in July so we rebalanced the portfolio at that time.  The time frame for the above chart is one month or  30 days.  The Total Value is calibrated to the last 20 days.   Dividend payout has totaled $871.47.  The Energy Fund earned $6,064 to date.   

Forecast for 2017.  It is questionable what will happen to Wall Street’s Bullish Trend, after breaking 19,000 on the DOW.   It is unusual for a portfolio to carry a consistency as we’ve seen with the Energy Fund.  Our strategy for 2017 is to have “mixed” holdings – and not be tied into just one sector as we did this past year.

ADOBE SNAPSHOT -CALLS AND PUTS OUTCOMES

adbe-screenshot-domain-date-time

In the moment of time we have during execution of market performance – data flowing endlessly from all nodal points perscribed by our algorithms; here is ADOBE (NASDAQ:ADBE) – artistically designed and/or engineered using our CXQ Excel model to be calibrated with Marcoaxis – the Buy or Sell graphics.

Sharpening the data’s focus in this case causes a slight distraction – to the viewer’s inner eye – But the essential kernel of information to which we direct your attention is the Call linear/logistic tracking blue line that rose away from the Put – up above it’s placement, simply implemented by the spreadsheet’s functionality.

The pivotal inputs are Entry Price, Ask and Bid.

We earned about $372 (not including commissions) on the Long Call (OCT Strike 105; Premium Limit Order Entry $2.14. (Put Strike was 94 with a Limit Entry at $1.10.)

Volatility – DTE:  Call Delta rose to 0.724; Put -0.036.  Prob OTM for the Call dropped to 0.2929 while the Put Prob OTM rose to 0.9573.

Trade date was 9/8/2016.

Next up – COSTCO September 28th.

We have a Limit Order for a Long Call on COST OCT (hoping for more volatility given the drop in price over the past few months. Limit Order Entry $152.80 with a target to $157.34 before the earnings report in six days. (Just within the 7 day cycle.)

As with all our posts they are strictly educational. We are grateful for Macroaxis’ assistance in providing their robust Financial Analytics. (The graph posted on the right.

YIN/YANG – DHARMA – TAO: TRADING IN THE NOOSPHERE

TAO
TRADING IS DUALITY – THE BALANCE OF YIN & YANG

I want to express gratitude to the person who was critical in a harsh response to my posting this sacred symbol in a post related to Forex trading.  This graphic is one of my own modifications.  Did you notice there are two separate circles with the “S” shape inside, separating the white from black, and in the center the “seed” as it is called?

“What in the hell does that have to do with trading,” the irritated person remarked in a forum.

Well, let’s explore this a little further, in simple terms and use a metaphor to help your mind’s resistance with another example.

Correct perception of the market analytics will pay off.  More likely biased thinking will not.  In part, this is because, quite simply we have two parties seeking to profit from the other in an investment transaction.  Understanding above all, that there is a duality in play when you are trading the market – one is seeking to dominate the other into a subordinate position so as to take the profit.

The “Bid and Ask” logistics is driven by the level of net shares/orders that flow into either side, thus setting a new price that tends to project a trend, either Bullish or Bearish.  Whether one trades only assets and/or combines this with options (Call and Puts) the “duality” exists over the price move.  However, there is a dynamic phenomenon in play that becomes the Quantum Field.

Or in another way, it reflects the “nooshpere” taken from the writings of  Pierre Teilhard de Chardin from Cosmogenesis.  Along with Vladimir Vernadsky (Paris, 1926) they foresaw that  “..at the root of the primary definition of noosphere is a dual perception: that life on Earth is a unity constituting a whole system.

Okay, the reason I commented on this, is the importance of the last comment: “…a unity constituting a whole system.”

One may not see a metaphysical aspect to Wall Street, yet it is quite embedded during the trading session, because it is based on human  behavior (including the algorithmic machines that are programmed by humans).  This “behavior” is the influence from many schools of thought, traditional to Quantum psychics.   Still, the fundamentals remain: volatility and equilibrium.

So, during intraday trading we have at least two parties, taking the opposite side of the “bet”, in hopes of taking the profit.  During this stage, the market is not balanced, and can become more so if there is a sell off or an “All In” market.  Yet, given the laws of physics, the volatility eventually creates an equilibrium between the two prices – such as a Delta equilateral outcome between a Call and Put spread when Implied Volatility drives both side’s premiums up.

This is the juncture of Yin/Yang – the balance.

Yin: represents the negative, the passive feminine principle in nature.

Yang: is positive, representing the active, masculine principle in nature.

Yin/Yang: presented together divides the creative fusion of the two cosmic forces; the “S”-line.  Within each contain a “seed” of the other.

Dichotomous judgments are perceptual, they are not real.  Duality equates to “profit” when you can grasp the conceptual aspects of its empowerment in all things.

Foreign Currency trading involves a dominate and subordinate currency; with respect to derivatives we consider the Put-Call Parity that exemplifies the dynamic system that two aspects empower the equilibrium of Oneness.

My critic said, “That’s stupid,” signing off with the punctuation  of pontifically profound pointlessness.

Really?  Once we reach the balance between Yin and Yang, we have entered into market’s dharma (noosphere).  That translates into a trader being “in the zone” and using their intuitiveness as a natural means of analytical assessment, just as if they were making a peanut butter and jelly sandwich.

It’s about “evolving” one’s self into someone they want to be:  A wealth builder.

Dharma has multiple interpretations and symbolic representations.  For example, the ubiquitous weight scale that symbolizes “equal justice for all” (really?) or the New York City Ornamental Iron Workers logo; I can get behind that one.

Then why not the Bull and Bear?  Dharma conveys  a conceptual scope “to hold, maintain, keep”.   It is ironic that Yin and Yang merge with the dharma “that remains constant” is the equilibrium of our market exchanges striving to maintain throughout a trading session, and more over in the macro scale of global economics.   The complex influx of trader’s orders, institutional orders, market maker’s price setting (there’s another story regarding that” and High Frequency Trading.

The summation of Yin/Yang and Dharma brings us to the Tao;   that contains 10,000 things. This surpasses the Internet of Things and only though the Quantum Frontier can realization be attained.  Hmmm, is there an app for this?

In conclusion; my mapping optically with symbolic meaning of our consciousness, the way we think, the duality of negative versus positive, that translates into our individual dharma, eventually leads us to the Tao:  The Profit of 10,000 to the tenth power of prosperity.

Be humble.  And know that no one is any better anyone else. It’s just a matter of getting all the “noise” and “hype” out of the way so that you can really, really tune into what the market’s telling you – and I guarantee you, you’ll find that gem for the Universe wants you to prosper.

Understanding the human dynamics makes attaining profits with effortless effort.

Peace.

Skokie

 

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Codexquant

Graphics designs are the sole property of Richard Kambak. The second graphic (Earth’s Noosphere) was created by using “Alive” app (Logo appears in right lower corner).  To post, attribution is required.  Any contextual use  that is posted on the Internet with the intent to be malicious or defamatory towards the author is strictly prohibited.