so limit up, no breaker, got it, seems a little asymmetrical, but either way the limits hold in the overnight

the issue sort of makes the profile artificial, more time spent on limit ups than down triggers, volume negligible overnight

since the VX resolved the out of bounds condition, can move either way still

every VX drop still excuse to re-ramp, lot of ST buy-holders increasingly on edge

LT probably still SOH, waiting for lower VX, rips still become dips LH, LL

there are nimble entries, but the conditions shift on a dime

ZN, CL, HG remain unbid, unlike DXY

//

Asia is ahead of the curve here with recovery, SARS preparedness, there is a pivotal economic shift in play here, HSI may come out relatively unscathed.. would be a test of economic dependence on domestically produced goods however.. Patchwork impromptu drug mining there may aid slowdown in COVID, another sector of interest

//

they actually tried to pull this comparison, by points, but % it's -33 vs -20, could portend to go from 1/5 to 1/3 though

but does bring up a valid point, that points/% move is bigger now than before

//

interesting, VX seems to have gone to the other side, or something, maybe not quite

limit down, this selloff comparison is better

CV19 on surfaces and air

ppl yolo'ing puts on wsb/rh

fda presser around noon, watching CL, $TICK pretty low, vs last 5 days, VX rolled still in uppers

volume seems lower, not aggregating H0+M0 though, steady churning

rn, should have been fomc where they lower some basis but panic meeting undid this all

CL still falling, VX is actually coiling, watching DXY drop foreign money

maybe crude pit close will stop the bleeding

this is neat on the dollar rise

some kinda DB summary of COV impact

6A recovered, along with HG, energy digesting drop, VX pause, BTC bounce, but 6E lower on DXY strength, GC?

going below yday close, feels more controlled at least with QE titration, margins, maybe italy CV cases will decay, cure found possibly via chloroquine + azithromycin

jittery, 4x witching, SPX OEX derivs ending, etc., see how things resolve after this 2 week rout

HYG off, squeeze covering, felt drippy, interesting relative perspective on magnitude through the years, bond-index running together, maybe for QE linkage

VX has been reluctant to move, more of a pause or hovering in the overall

looking for a symphony of correlated moves, still readjusting, A/J, NKD, GC, ZN, CL, even DXY

looks more like deleveraging from overexposure, interesting index-vx comparison

just saw VX move +/- 5, ZN did not PB, neither did CL, VX had LOD (div), but CL pulling, hard to hold, but feeling the struggle in price lower, another VX whip in less than 1 second, hmm

not sure if this is to tame index vol or more to reduce option IV, hard to hedge with high prem via puts unless selling calls, overall the feeling is crappy around ongoing events

if 2008 was a bank crisis, the focus was easier to contain, this is more widespread and the resolution has more parts, before you could inject directly to banks, but this time, the easing is a few steps further out, the effect of QE is much more diminished here, T_T

sized bids get run through and then offers appear, the flows try to stay positive, though initially negative, at least $TICK is LOD and above pivot, but there is room to lower range from yday close

one plus is that real estate, a very large personal asset is not as affected, so there might be more resilience, the bank crisis wave eventually spread downstream, so the core is not so damaged

there is also a strange uptrend in $TRIN through the week accompanied by opening spikes, containment? does the feedback turn the other way and try to resolve properly, hovering, still needs resolution, concerted, save DXY, 6J, ZN bid, flows keep going positive, oh yeah, VWAP expiry concerns

//

interesting, so Maduro/VZ oil is much lower, supplied to RU/rosneft, the exchanged rubles used to buy russian weaponry, the dealings still allow for low global oil prices, the Maduro/Guaido issue extends to the semi-socialist alliance of CN, IR, RU, VZ, if this were a game of risk, these are the nearest choke points for expansion =/ CN african interest is also in the background, NK, also brent/north sea oil, weak nordic currency a side effect, break of UK from EU, nationalism in DE, getting side tracked reading about soros and black weds, now wondering about vol of currencies vs DXY, lots of buzzing, destabilizing forces, entropy

//

initial covid strain, expanded within wuhan and the different strain exported later, france rushed to discover a patch for international strain, what was the patient zero strain, earlier recovery in CN

//

when silver eagles sell out day 1 of SI low, goto BTC? but DT so then what, DXY, no ZN, but yield so low? CTAs don't care.. if everything bubble, then save bonds? treasurydirect? so now the comparable default investment rate is 0%, if you don't lose anything you win? what? so then must be negative on other instruments? who takes the other side? oh.. zero sum, there's a reason BOE gave Soros the evil eye

//

heat-seeking low range finding DT, but VX is not HOD, ZN is, does it VWAP, no S1 is still further down, MOC -1 B, dare to hold over weekend?

this last one is interesting, trying to think that the fall-winter holiday pump was meant to diminish the overall loss%

Another view of fed money

And some value prediction

the new cov mobile detector sytem

man some real tabloidy stuff is coming out on CV

imma write my own, in the past decade, upon observing the flood of electronic currency floating about sending unintentional wave signals to unknown outer life, aliens arrived to live among us to observe the noise that initially attracted them, the effect and resolution of this was the observation that the root of human suffering was an asset imbalance and sought to create a chaotic event, supplanting the current order, this is their resolution their seeds had actually been sown much earlier in the form of cannabis, realizing that humans have started accepting the substance, the triggers were now in place to reconfigure via CV

//

looking back at my history, the vol hit my limits 3x more in feb. than in previous months where limits would hit only several times, dialing up the ranges due to the larger amplitude helped to reduce the failure frequency, so having such an event is fortunate in retrospect, subconsciously one would wonder what would happen in events such like these and we are now witnessing these conditions. a swap to micros helped a bit as well, as attempts at other risk controls, in the face of large waves, exactly when not to get crushed was more obvious, many such events put together makes for a slew of experiences in a very compact timeline

adjustment to unique vol, observing correlates and their effect on the main instrument, esp. VX, CL and DXY maybe some ZN, something was off about feb, because as vol rose past 20s, then 30s, there was still an anti-trend in place that caused very wide range-like moves, after VX blasted higher into 40s and 50s, liquidity risks started showing, even ES became thin, option IV being high, and now, with electronic floors in control TBC

//

another spin on gravity of CV

at least bonds are moving up

this is also a push for a virtual vs, physical presence

automation, delivery earlier than expected

FANG actually survives in this scenario

Enterprise might be lagging behind due to security

Communications, etc. The next wave of dot Com

Tele med in the mix, more out sourcing maybe to less affected areas

//

concerted QE moves, GC, 6E, A/J, not really CL, maybe VX, -VX and a pos flow PM

just a jitter fest, uphill push on the minor wave, almost feels like H2 2019, but over-leveraging selection, de-leveraging

RB still lower, GC off highs, VX cut in twain but off lows

a you are here cv chart, trying to lower the peak with prevention and new methods

maybe we pick up, hover so might ok, but just filling might give better ops

Lots of delay, accum. Whale deposits in BTC might lessen float
VX watch still, overall profile has many ceilings but could be just bumper buys or covers, lots of side lining until conviction returns, VX stuck after initial rout

CL losing it a bit, though 6C has been pushing, currently doing the micro bit in this scene, while stuck with indecision

initial bump resolves melt down from last week, the thought is main st participants would funnel in at some point

quarantined, unable to deploy discretionary spending elsewhere, could end up taking on stock, disabled buybacks

slow down and reduce the exposure and mitigate risk from the corporate side, overall attempt to increase participants

distribute shares from a smaller to larger slice, pensions have to continually exit, so other funds take up extra space

bootstrap confidence, increase the base of holders to initiate efficient stimulus, positive feedback

//

unless you have access to micros the room for error is too small, seeking out alternatives, some already in development

this was not an issue prior to the volatility but other providers are looking much better due to access to micros alongside regular instruments

wierd read from 1999, p25, p51, 146, p146, p179, p195

ran a leeloo trial and was able to hit target, here the micros scale and commissions are adjusted, very similar to oneup, perhaps cheaper, fewer days required (10 vs 15), can hold longer, through news, etc. for funded, recently they have started charging monthly data fees 80-ish usd funded, and limit cash out during the initial period (few months) but they allow full scaling from the start, for one option, the other option is not limited and scales with a pause at the eval limit.. this is what billicare was doing

looking through some charts, bonds are the ongoing long for now, a lot of deflationary pressures otherwise

kinda weird too that indexes are on pause, though VX is adjusting, the advent of a new VX era (RIP 2010-19)

on high TF, aud/jpy just falls and CB intervention are attempts to stave the runoff, further deleveraging

the plus side, with risk lowered further, the rout has a chance to flip, maybe with yields