[ExI] Odd Market Moves

Giovanni Santostasi gsantostasi at gmail.com
Sat Mar 14 01:15:58 UTC 2020

I own a trading company and we are actually doing fine.
My algos take advantage of the volatility. Algos decide to put more weights
on longs or shorts. Right now a lot of shorts.
But in general we have pretty stable returns and very good sharpe.
Algo below trades 3 stocks every day using the stocks picked from NASDAQ

On Fri, Mar 13, 2020 at 5:01 PM Dan TheBookMan via extropy-chat <
extropy-chat at lists.extropy.org> wrote:

> This is defining deflation and inflation as some sort of price level or
> aggregate of prices. Another way of looking at this is to define deflation
> and inflation in terms of changes in the amount of money in a system.
> (Then, of course, one has to be careful to figure out what exactly ‘money’
> means to make this definition work. While that introduces problems, I don’t
> think they’re any worse than those involved with price indices and the
> like.)
> A problem with identifying deflation/inflation in terms of prices (or
> price aggregates) is selecting which prices or how to aggregate them. And
> this leads to what we see where the tool measure inflation changes to avoid
> uncomfortable inflation rates (usually because both inflation is seen as
> bad and because there are often policy triggers for what to do about it). I
> believe current measures used by the Fed tend to understate inflation and
> even overstate deflation.*
> I believe it’s a little incoherent to say the price of, say, mobile phones
> has deflated while, say, healthcare costs have inflated.
> (And the general reason why inflation is bad is because it distorts the
> structure of prices rather than raising them. Of course, rising prices also
> have other effects, like menu and shoe leather costs, but the big effect is
> how an increase in money supply flows through an economy — because some
> people get the increase in supply first via things like, in a central
> banking systems, credit and this tends to have path dependency. Were this
> not so, then the price structure wouldn’t be distorted.)
> Regards,
> Dan
>    Sample my Kindle books at:
> http://author.to/DanUst
> * I don’t believe deflation is good either. It has distortion effects too,
> but these tend to be easier to self-correct. Most whinging about deflation
> in recent decades is really about slowing inflation usually by putting a
> halt on lowering central bank interest rates like the prime lending rate.
> In other words, it’s not really about deflation but about disinflation or
> even just slowing the inflation rate. And big investors tend to whine the
> most here because a higher interest rate lowers their access to credit.
> (Typically, the big investors benefit the most from central bank
> manipulators. This makes sense when you think that they’re the most
> politically connected, far more likely to access to central bankers, and
> also likely to have a bigger voice in the media — all to promote their
> projects.)
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