Börsipäev 5.-6. august

abesiki, probla ongi selles, KES selle roppu moodi töö ära teeks? Mina olen Kristjanile igatahes tänulik...
NVDA lõpetas eile ca 11 ringis, Suffiksi strangle peaks selle taseme juures korraliku kasumi tooma.
Suffiks, tasuks veel mõelda eelturul kasumi aktsiatega lukku panemise peale, kui usud, et stabiliseerub 12 juures .. 1 puti kohta 100 aktsiat ostes saab seda üsna ilusti teha.

Ardo
rick12, ei ole puhkuse jutt loll, paljud inimesed, kes käivad foorumis, ei pruugi chatti lihtsalt sisse saada, kuna kasutavad tööarvuteid ja nende firma IT-turvalisuse tase lihtsalt ei luba sellistele lehekülgedele siseneda. Seetõttu ma enam polegi pikka aega chatis käinud :-(((
öösel töötad vä, :))
Fit,

ega keegi NVDA poolt nii hullu laksu ka ei oodanud, muidu oleks putid enne sulgemist $4 ka maksnud. NVDA on lihtsalt liiga laialt jälgitav ja see teeb enne tulemusi volatiilsuse pealt teenimise väga raskeks. Seetõttu jäi ka välja.

Strangle vs. straddle - on suures osas maitseasi, strangle pakub suuremat potentsiaalset tootlust, aga samas on kaotusvõimalus oluliselt suurem. Mulle sobib straddle riski/tulu suhe paremini.

Muuseas, ma väga täpselt ei jõudnud veel arvutada, kuid ilmselt oleks augusti straddle toonud samasuguse protsentuaalse tootluse kui septembri strangle.
rick12,

miljokas olen vä, et omale koju arvutit ja internetti osta jõuan???

ei ole :-(((
Velikij,

Osta arvuti K-Arvutisalongist...:)))
Chatis võiks jah rohkem rahvast olla,et ideid genereerida
Privador vaata kunagi on lhv pakkunud välja erinevaid ruume kui ma ei eksi
Töökohti lisandus oodatust siiski veel vähem - vaid 32 000 (oodati 240 000). Turu esimene reaktsioon allapoole (Nasdaqi futuurid kukkusid minutiga protsendi).

Ootused olid väga negatiivsed, seega ma ei imestaks kui siit kosuksime.
dollar kukkus pea sekiga 150 pipsi:)
chf-ga sec ja eur-iga 15sec:)
James Altucher

Market reacting badly
8/6/04 8:40 AM ET

The market is reacting badly but that doesn't mean this isn't playable for a bounce. In every way the numbers look bad: 32K jobs added vs. 243K expected. Average workweek 33.7 vs 33.8 expected (this is particularly bad since the drop in June was mostly due to the Reagan funeral and economists had expected that to rebound this month. Hourly earnings ticked up and unemployment remained the same.
However, these are just one set of numbers, subject to the usual revisions and the market has largely been baking in these numbers during the slide of the past several weeks.

Sometimes it's best to test the waters right when people are in a panic. Right now we are opening 1.5 standard deviations below the 10-day moving average of the lows on QQQ. This has happened on 58 prior occasions. On 56 of those, QQQ moved up at least 0.8% from the open. On 38 of them, QQQ closed up higher than the open on the day. Overall, on all 58 prior occurrences, the average gain from open to close was 1.3%. Rather than buy the open, though, I'll probably wait for a further dip. Although such waiting has cost me in the past.




tuleb jälle must päev...Trader mul puha punane:(
Krt, mulle pole punane värv kunagi meeldinud. Nüüdseks on ikka kõva siiber sellest värvist.

Rev Shark:

"What greater reassurance can the weak have than that they are like anyone else?"

-- Eric Hoffer

My primary theme for quite some time now has been to avoid anticipating a turn in the market. In theory that is a very easy thing to do, but in practice it is much more difficult. The biggest problem is that traditional Wall Street constantly sends us the message that we have to stay heavily invested at all times and should be snapping up "bargains" as prices erode.

The Wall Street bias toward staying long even when the market is acting poorly is supported in a number of ways: the futility of "market timing," the "it's too late to sell" argument and "the market is stupid and will come to its senses soon" theory. There are a number of other variations of these arguments, but the one that is the most difficult for people to avoid is the attitude that "this is the way it's done."

We see fund managers on television and read their thoughts and opinions in influential financial publications. With the exception of a few perma-bears, none of them ever talk about being mostly in cash. A big cash position for most of these pros is 10% to 15%. If the folks who are managing billions of dollars approach the market in that way, shouldn't we be doing the same? After all, they are "professionals" and must know the best approach to the market.

Wrong! Big fund managers trying to beat benchmark indices know the best way to manage big funds, and that has very little to do with what is best for most individual investors. I don't think I've ever seen anyone in the general business media who has actually discussed the issue of whether individuals should manage their investments in the same way Fidelity manages theirs. It is simply assumed that we should.

The problem is that in market environments like we have now -- and like we had after the bubble burst -- that approach ensures that investors give back a huge proportion of their gains. Staying in the market is deemed to be far more important than protecting and maintaining your capital base.

I've started working on a book in which I will explore this topic in much greater depth. My working title is "Invest Like a Shark" because, like a shark, success in the market depends on staying in motion rather than wallowing like a whale when the market is difficult.

I'm sure I don't have to point out that the indices are acting very poorly. Oil prices are receiving most of the blame, but the likelihood is that the market would have found some other excuse to sell even if oil prices weren't running higher.

The technical picture is extremely poor going into the highly anticipated job's report that is due out at 8:30 a.m. EDT. There has been a lot of talk about how the number is not likely to meet the anticipated level of 250,000 new jobs. Some disappointment has already been baked into the market, but we really don't know to what degree a poor report will be tolerated.

The market mood does feel like it is finally becoming a bit too negative. It would have been more convincing if we had higher volume on the meltdown yesterday, but there is little question that last week's failed bounce has doled out some pain to the serial bottom callers.

I have no idea what is going to happen on the job's data this morning. We have priced in some disappointment, so it won't take much to produce a positive response. But the most important thing to keep in mind right now is that the trend is down and it is going to take more than a one-day bounce to turn this market.

Be prepared -- the one certainty is that we should see some decent movement when the report hits.

G. B. Smith:


Gapping Up

DOVP +28% (signs pact with Merck, to receive $35 mln upfront payment), MCIP +19% (beats handily, initiates large dividend, Lehman upgrade), NWRE +11% (beats, affirms guidance), SIPX +5.3% (reports Q2), OSUR +4.9% (receives $4 mln purchase order), SONSE +3.1% (Raymond James upgrade).

Gapping Down
NVDA -26% (misses qtr badly, Pac Growth downgrade), DTSI -27% (reports Q2, Piper lower tgt to $17), HLYW -26% (firm says financing condition to the consummation of the merger will not be satisfied), VSTA -26% (reports Q2, Wm Blair downgrade), BCSI -21% (warns for Q1), STCR -17% (reports JunQ), ESPD -12% (reports in line, but warns for Q3 and Y04), ZIXI -11% (reports Q2), CORV -7.1% (reports in-line), ATYT -6% (in sympathy with NVDA), RIMM -2.5%.
NVDA strangle +130%

Septembri 17.5 callid jäid kätte, juhuks kui juhtub ime.
Tugeva löögi turu langusest saavad eelkõige kunagised hype-aktsiad MAMA,MACE,NGEN,ASKJ
tubli 5-10% langust iga päev.Kes turu suuna ette näevad saaksid teenida kyll korralikult nende arvelt.
Tugeva löögi turu langusest saavad eelkõige kunagised hype-aktsiad MAMA,MACE,NGEN,ASKJ
tubli 5-10% langust iga päev.Kes turu suuna ette näevad saaksid teenida kyll korralikult nende arvelt.