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The "up-to-the-minute Market Data" thread

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posted on Aug, 29 2009 @ 04:57 PM
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More good news!!!


Cerberus clients overwhelmingly want out: report
www.reuters.com...

Guaranty Financial files Chapter 11
www.reuters.com...




posted on Aug, 29 2009 @ 05:23 PM
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reply to post by fromunclexcommunicate
 

I'm not sure what you mean. Here are three basic hyperbolic functions.



I forgot to answer the GBM's question if those features he asked about can be used in forecasting. The answer is that they are not designed for that purpose. But the correlation coefficient is a parameter that comes with the regression analysis, which is designed specifically for forecasting.



posted on Aug, 29 2009 @ 05:40 PM
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Yep...sound like the Lift Rafts have been paid for and they're getting ready to board them...


Insider Trading and Investor Sentiment Signaling U.S. Stock Market Top
news.prnewswire.com

Insider Selling in August Soars to 30.6 Times Insider Buying, Highest Level Since TrimTabs Began Tracking in 2004. NYSE Short Interest Plunges 10.3%, While Margin Debt Spikes 5.9%

SAUSALITO, Calif., Aug. 28 /PRNewswire/ -- TrimTabs Investment Research reported that selling by corporate insiders in August has surged to $6.1 billion, the highest amount since May 2008. The ratio of insider selling to insider buying hit 30.6, the highest level since TrimTabs began tracking the data in 2004.

"The best-informed market participants are sending a clear signal that the party on Wall Street is going to end soon," said Charles Biderman, CEO of TrimTabs.

St. Louis Fed Charts – Banks Not Looking that Healthy at ALLL…
economicedge.blogspot.com...

[edit on 8/29/2009 by Hx3_1963]



posted on Aug, 29 2009 @ 06:01 PM
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More on the saga in Wall Street soap opera.

Questions Abound about AIG's Rise


On Thursday shares of the company rose to $50 at one point before closing slightly lower at $47.84 - an improvement of 27 percent from the previous day's close. In fact, the company's stock price has rose almost steadily since July.

This comes as a surprise to most given the perilous situation of the company. AIG is currently 80 percent owned by the federal government after the Federal Reserve and the Treasury Department injected $180 billion into the insurance giant to prevent its failure.

“Who would want to buy a stock that’s still 80 percent owned by the government?” William T. Fitzpatrick asked, according to The New York Times


I guess some no so quiet inside consultation going on or they has used the bail out money to do some black market deals.



The Times and other media outlets are speculating that the sudden rise in the stock price of AIG may be due to the fact that CEO Robert Benmosche has made it known that he is consulting with former CEO Hank Greenberg.


www.economyincrisis.org...



posted on Aug, 29 2009 @ 06:05 PM
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Oil Futures Up, Unprecedented Federal Deficits


The Commodities Futures Trading Commission has encouraged new regulations which will keep oil prices from stampeding up to $147 per barrel – as was the case last year. The CFTC must find balance between protecting against speculation and unnecessarily dampening a strong market.

Finally, a column written by CNNMoney.com senior writer Jeanne Sahadi details an unavoidable future of tax increases faced by the U.S. As a direct result of increasing federal deficits the U.S. faces a fiscal shortfall of unprecedented proportions.


www.economyincrisis.org...



posted on Aug, 29 2009 @ 06:10 PM
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Cool...4x better...BUY!!!


S&P: Corporate defaults on pace to quadruple in 2009 compared with '08 finance.yahoo.com...

NEW YORK (AP) -- The number of global corporations defaulting on debt obligations is running nearly four times the pace of last year, Standard & Poor's said Friday.

The ratings agency said the year-to-date tally of defaults this week reached 211 after Tishman Speyer Real Estate and TLC Vision Corp. missed interest payments. That compares with 55 defaults at the same point in 2008.

With both of this week's defaults involving U.S. companies, the U.S. accounts for 151 of this year's defaults, compared with 34 in emerging markets, 13 in Europe and 13 in other developed regions. Those include Australia, Canada, Japan and New Zealand.

Missed interest payments are the leading reason for defaults this year, with 73 such instances, S&P said. Distressed exchanges -- in which the debt issuer typically offers bondholders a new security such as stock that diminishes the issuer's obligation -- were a close second at 72. Bankruptcy-related defaults totaled 54.



posted on Aug, 29 2009 @ 06:17 PM
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gold is looking pretty good right now...but it's so hard to sleep on it under my mattress...must get used to the lumps. well, there are alot of people calling for a fall this fall, so it shouldn't be a surprise when it happens.



posted on Aug, 29 2009 @ 06:22 PM
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More on the news that you don't get to see on regular TV.

What happen with all the talks about Bio fuels when the oil was over 100 dollars?

Remember everybody when it was promises of how we were going to be oil free?

Well because the oil "went down" it seems that the bio fuels promises has gone into the back burner just like it happen back in the 90s.

All the money that was to be allocated to bio fuels was never allocated.

Its happening again.


U.S. Biofuel Boom Running on Empty

The bio fuels revolution that promised to reduce America's dependence on foreign oil is fizzling out.

Two-thirds of U.S. bio diesel production capacity now sits unused, reports the National Biodiesel Board. Biodiesel, a crucial part of government efforts to develop alternative fuels for trucks and factories, has been hit hard by the recession and falling oil prices.

What was once thought to be at worst a bridge to the next generation of alternative energies or at best the answer to America’s oil addiction, U.S. biofuels are in danger of going the way of the telegraph, according to The Wall Street Journal.

Due to lower oil prices, slumping demand for oil and blending mandate being delayed, the nation’s biofuel industry is at a virtual standstill currently. According to The Journal, two-thirds of the nation’s biofuel production capacity is not in use.


All the people that invested in the biofuel futures will be very reluctant to invest again of they lose the money allocated to the programs.

www.economyincrisis.org...



posted on Aug, 29 2009 @ 06:49 PM
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Hmmm...cause...and effect...nice... :shk:

China Investment Investing Billions in Hedge Funds (Update2)
www.bloomberg.com...

~
Buying Shares

The fund has also been buying shares in the property and resources sectors in recent months. It plans to buy shares of Songbird Estates Plc, a London-listed company that controls the owner of more than half the buildings in the city’s Canary Wharf financial district, Songbird Chairman David Pritchard said on a conference call yesterday. Songbird, which is selling shares to institutions to repay 880 million pounds ($1.4 billion) of bank loans, said CIC will buy a significant stake.


London’s Luxury Homes Sell at the Fastest Pace Since July 2007
www.bloomberg.com...

Aug. 29 (Bloomberg) -- London’s luxury homes this month sold at the fastest pace since the market started to slide more than two years ago as overseas buyers took advantage of a weakening pound, Knight Frank LLP said.

About 250 homes and apartments costing more than 1 million pounds ($1.6 million) were sold during August, compared with about 75 a year earlier, said Liam Bailey, head of residential research at the London-based broker. Prices increased in August for a fifth straight month, reducing the annualized decline to the lowest since October.

“The combination of rising prices and increasing confidence in the central London market has had a dramatic impact on the number of sales which have taken place,” Bailey said in an e-mailed statement today.

Righttt... :shk: ...just another way for China to get more bang for our buck on the way out...

[edit on 8/29/2009 by Hx3_1963]



posted on Aug, 29 2009 @ 06:59 PM
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reply to post by stander
 



I found a nice short PDF that explains Fisher Z-transformation.

faculty.tcu.edu...

The calculated areas are useful for statistical work.



posted on Aug, 29 2009 @ 07:14 PM
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Hmmm...add a couple of more sellers heading to the door... :shk:

Canada Government Plans to Sell as Much as $3 Billion of U.S.-Dollar Bonds
www.bloomberg.com...

Philippines Is Considering Dollar, Samurai Bonds for Deficit, Teves Says
www.bloomberg.com...

And what's this???

Billionaire Ross Acquires Stake in Satyam After Losing Bid for its Control
www.bloomberg.com...

Billionaire investor Wilbur Ross has acquired the second-largest stake in Satyam Computer Services Ltd.’s U.S. securities, after missing out in an April auction for control of the Indian software developer.


[edit on 8/29/2009 by Hx3_1963]



posted on Aug, 29 2009 @ 07:21 PM
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Today, there's elections in Japan and the opposition will probably win.

Opposition winning means less being a lapdog to the US...might mean at the very least IMO slowing of US bonds purchasing towards mid-term stopping buying them and buying China bonds instead...

We'll see...



posted on Aug, 29 2009 @ 07:29 PM
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And this looks encouraging... :shk:

Intesa Posts Second-Quarter Net of $737 Million, Beating Analyst Estimates
www.bloomberg.com...

Intesa Sanpaolo SpA, Italy’s second-biggest bank, said second-quarter profit fell 62 percent, beating analysts’ estimates, as it put aside more money to cover bad loans.


Monte Paschi Second-Quarter Profit Tumbles on Bad-Debt Provisions, Costs
www.bloomberg.com...

Banca Monte dei Paschi di Siena SpA, Italy’s third-biggest bank, said second-quarter profit tumbled 92 percent on higher provisions for bad debt and costs associated with integrating an acquisition.


UBI Quarterly Net Income Drops 66% on Increase in Provisions for Bad Loans
www.bloomberg.com...

Unione di Banche Italiane SCPA, Italy’s fourth-largest bank, said second-quarter profit fell 66 percent because of an increase in provisions for bad loans.

But...I bet this is on the Front Pages...



Berlusconi to Sue Nouvel Observateur, El Pais Over Coverage, Lawyer Says
www.bloomberg.com...

Italian Prime Minister Silvio Berlusconi plans to sue the French weekly magazine Le Nouvel Observateur and Promotora de Informaciones SA’s El Pais newspaper in Spain over coverage of his private life.


[edit on 8/29/2009 by Hx3_1963]



posted on Aug, 29 2009 @ 07:35 PM
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reply to post by stander
 


I can get you EXCEL - pm me



posted on Aug, 29 2009 @ 08:18 PM
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Originally posted by stander

Originally posted by GreenBicMan


I need your help for a second, should be easy for you.

I am guessing you are familiar with math and such very well dealing with angles.

I am attempting to program a new "super" program, one that is so accurate I will not be stopped (hopefully haha lol!!)

But seriously, I need help with the

1. COSH Function in Excel

- Basically I have no idea what anything means when it comes to this and if you could outline or send me excel data with an example of a formula etc.. and what it all actually means - Remember, I am really not that bright, I am just good at pattern recognition really IMO and that is all.. takes me forever to really understand stuff like this


2. INVERSE FISHER TRANSFORMATION

- What is this exactly? Would it be useful as a trend predictor? Same as above, have no idea what its about, like 0 knowledge


3. CORRELATION COFFICIENT (excel code "CORREL")

- If I am understanding this properly, it gives me a relationship between two properties.. ok, but what does this really mean lol?

- In the Excel example it says:
- CORREL ([3,2,4,5,6] , [9,7,12,15,17])
- And in the example the answer to this is .997054

- What does this mean, and what is it exactly analyzing?


I can only give you a brief overview of what that stuff is good for. Starting from the bottom . . .

"Correlation coefficient" is a measurement that tells you how close two sets of data resemble each other. When R = 1, both sets are identical to each other; when R approaches 0, there is almost no resemblance between both sets. So the R takes on values from 0 to 1. In a practical example, you see that the Dow, S&P 500 and NASDAQ indexes resemble each other.



But if you want to figure out which two indexes resemble each other the most, the correlation coefficient can tell this apart, coz it's a number. So you enter the data (the more of them, the better) for each index to the application you are using, and then you match the Dow with S&P 500, the Dow with NASDAQ, and then S&P 500 with NASDAQ. The higher correlation coefficient decides the matter.

BUT...! The correlation coefficient doesn't tell you whether the close resemblance is likely due to a mere chance or whether there is likely a mechanism involved. It's like when you attend a party and notice two women wearing almost the same looking evening dress. So you examine both dresses, enter the data into your Excel, and it tells you that the correlation coefficient is R=0.9978, for example. You can say that both dresses are 99.78% similar. But the correlation coefficient doesn't tell you whether both women agreed to wear the same dress to the party, or whether the occurrence was due to a mere coincidence. For that purpose, you need to transform the correlation coefficient into another number called "z-value," which is used with statistical tables.
www.statsoft.com...


The table informs you about the chances that the resemblance between the two sets of data is due to a coincidence or not. The best tool to do so is the Fisher Transformation. If certain conditions apply, it transforms R into z.

Regarding the COSH (hyperbolic cosine) function . . .
The name is a misnomer, coz it got nothing to do with trigonometry. Hyperbolic functions are essentially exponential functions, as you can see bellow.



They are not periodical, like y = sin x, or y = cos x. Hyperbolic functions have many applications, also in statistics. The function ARCTANH (hyperbolic arcus tangent) in particular is the single tool in the Fisher Transformation, which transforms the correlation coefficient 'r' into the z-value: z = arctanh(r).

Note: The road to the riches via MIT, Harvard, or other institutions of mental torture is a waste of time. Mr. Goldman quit high school, signed up with the devil, and that was it.





Thanks - let me look this over when I can really examine it.. a lot for my brain to handle at one time with shards of x-citing times still lingering in my bloodstream haha

I appreciate it btw, I am sure I will have more questions.. I am very interested in the correlation though - am also looking into linear forecasting model in excel - but that is a lot to chew on for someone like me

I think I am also going to enroll in a programming class here at the C.C. - Im sure I can make it to class if I actually want to be there this time lol



posted on Aug, 29 2009 @ 09:36 PM
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Originally posted by fromunclexcommunicate
reply to post by stander
 



I found a nice short PDF that explains Fisher Z-transformation.

faculty.tcu.edu...

The calculated areas are useful for statistical work.



If that is an explanation, I really am slow hahaha

I guess you need the background in the basics first of course before you jump into that pool -

If you are very intelligent in these matters and excel functions give me an example of how you would use it and if I can program that into code (which i should be able to with excel functions) and it is profitable, I will send the code to you no questions asked

let me know maine'



posted on Aug, 29 2009 @ 09:57 PM
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reply to post by GreenBicMan
 

They teach Excel, coz it can make money for those who know how to use it -- accounting and other business applications.

Speaking of linear forecasting . . . CNBC has LR indicator available for its charts, so here is a daring forecast regarding the climb out of trouble. If history somewhat repeats itself, then the Dow could say hi to 11k as early as April 2010. That would be the time when the recession is really over. But there are mounting problems concerning the cost of getting out of this severe recession that could re-arrange the history pattern pretty quickly.




posted on Aug, 29 2009 @ 10:12 PM
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Originally posted by GreenBicMan

Originally posted by fromunclexcommunicate
reply to post by stander
 



I found a nice short PDF that explains Fisher Z-transformation.

faculty.tcu.edu...

The calculated areas are useful for statistical work.



If that is an explanation, I really am slow hahaha

I guess you need the background in the basics first of course before you jump into that pool -

If you are very intelligent in these matters and excel functions give me an example of how you would use it and if I can program that into code (which i should be able to with excel functions) and it is profitable, I will send the code to you no questions asked

let me know maine'

Just enter the correlation coefficient as x into the spreadsheet like this:
office.microsoft.com...

But I think that you need a table of z values to interpret the result.

[edit on 8/29/2009 by stander]



posted on Aug, 29 2009 @ 10:34 PM
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reply to post by stander
 


Ok, so I am going to dumb this down about 100 notches



1. Calculate the slope of a given EMA

2. Calculate the future of the slope of the given EMA

5. If current price violates the projected path of the EMA to the upside BUY

6. If current price violates the projected path of the EMA to the downside SELL



_____________________________________


Now this is very generic and I would have pre-req's as well in making a buy or sell such as price must be above or below 200 EMA by "x" before this takes place etc..

______________________________________



So, in essence we have only really 2 major parts


1. Figuring out how to determine the slope of the EMA

2. Figuring out how to determine the projected path or projected slope of the EMA


________________________________________________________



Lets say in my excel spreadsheet (crude example)


1) Last price = E3

2) Last EMA = AA3


- example

On a 233 Tick Chart we have last closing ticks of

E10 = 9
E9 = 8
E8 = 10
E7 = 10
E6 = 10
E5 = 11 (Third to last closing tick price)
E4 = 12 (Second to last closing tick price)
E3 = 13 (Last closing tick price)

And we have for the EMA

AA10 = 8
AA9 = 8.5
AA8 = 9
AA7 = 9.5
and so on and so on etc...



Now how would we from this data figure out the projected path and slope of the EMA and how would we find out if the price actually violates this curb one way or another using these types of analysis?


Hope this makes sense.. I can take screenshots of my automated excel sheet if needed for more clarity



posted on Aug, 29 2009 @ 11:16 PM
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reply to post by stander
 


Thats where I am about at too, although I didnt use that model to come up with that..

What I would like to do is take that "model" and turn it into something I can program for high frequency trading (for retail that is) about 100-200 trades a day on avg.

I have made one that made oodles of cash, but always seemed to have a day where it would lose it all in like 10 mins... so there has to be something I am not taking into effect.. and this is what I am looking to accomplish now



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