Presenting The Natgas "Fractal" Algo

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Wed, 06/08/2011 - 20:30 | 1353086 Flakmeister
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Do a Fourier transform and run it through a low-pass filter....

Wed, 06/08/2011 - 20:31 | 1353090 Flakmeister
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almost forgot... acheter le creux putain!

Wed, 06/08/2011 - 20:46 | 1353126 flacon
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How else can pH-D students contribute to society? They are just taking their just deserts. ~ Keynes

Wed, 06/08/2011 - 21:31 | 1353277 Ahmeexnal
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Nice bifurcation tree!

Wed, 06/08/2011 - 21:36 | 1353297 Caviar Emptor
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Depends if you're a Euclidean

Wed, 06/08/2011 - 21:38 | 1353290 SumSUN
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Wed, 06/08/2011 - 22:01 | 1353364 msamour
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Indeed. (oui, en effet)

Thu, 06/09/2011 - 00:03 | 1353627 Thomas
Thomas's picture

Fourier Transform: That was funny. Looked like a free induction decay the second I looked at it.

Thu, 06/09/2011 - 05:52 | 1353909 falak pema
falak pema's picture

bravo! trilingual...english, french, and science!

Wed, 06/08/2011 - 20:43 | 1353131 Irwin Fletcher
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Done. With padding into positive time, it looks just like the downward-facing middle finger which, on the playground, used to signify the phrase 'Fuck Yo Mamma'

Wed, 06/08/2011 - 21:15 | 1353204 Frankie Carbone
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A complex analysis deserves a complex number of kudos. 

I also offer you the conjugate. That way, you may receive REAL kudos. 



Also. Remember in the mathematical domain of financial crime, non-causal systems ARE physically realizable. 



Wed, 06/08/2011 - 21:34 | 1353271 Charles Wilson
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'N they always map onto the taxpayer, especially those with lots and lots of Hamiltonians.



Wed, 06/08/2011 - 22:17 | 1353394 Flakmeister
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Nice.... \hattip


Wed, 06/08/2011 - 23:46 | 1353600 snowball777
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Hi Flak,

Gotta love that 4d humor!

Wed, 06/08/2011 - 22:22 | 1353406 BobPaulson
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I wonder what the FFT, wavelet transform or POD analysis would tell you about the structure in spectral space though - would the characteristic frequencies of these trading algos depend on internet speed or do they actually have intentional "wait" periods between trades? I haven't got a clue how they work.

Wed, 06/08/2011 - 23:48 | 1353595 snowball777
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In essence, it's generating a mathematical analog of 'flack' to confoozle any dipshit algos expecting a linear or similarly simple could be noise shaped with particular statistical properties (a declining average say)...or perhaps some twinky has a bug in his VB code and is adding the occasional NaN value in his pricing subroutine.


Thu, 06/09/2011 - 01:02 | 1353727 ml8ml8
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Internet speed is not an issue when your equipment is co-located immediately next to the stock exchanges' computer room / data farm.  Nothing stands between you and immediate trade execution except a fiber optic cable.  Once an HFT computer generates the trade, it's executed at the speed of light give or take a couple of picoseconds.

Wed, 06/08/2011 - 22:41 | 1353448 Vampyroteuthis ...
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19 year old math Ph.D.

He/she started to suck dick early. It is amazing what social conditioning can create.

Thu, 06/09/2011 - 09:45 | 1354200 Stuck on Zero
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That's the trace of the output from an unlimited feedback in a Class D amplifier.  It reached saturation and was shut down by the AGC.

Wed, 06/08/2011 - 20:31 | 1353091 JPG101
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Badly rigged casino?

Wed, 06/08/2011 - 20:45 | 1353127 Conrad Murray
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Just another reason to pick up your ball and go home. Or, at the very least, head to another court. One with some integrity. One with some referees who aren't afraid to call bullshit.

Wed, 06/08/2011 - 21:24 | 1353251 JPG101
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Proplem is: what do you do with 'your ball'? Not playing with it gets you killed by inflation. Putting it in PM gets you killed by taxation if and when your PM go up in price and you need to exchange them for fiat to buy an ice cream cone or something.

Wed, 06/08/2011 - 21:50 | 1353343 LongBalls
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Cash PM Dealers are everywhere bro'!

Wed, 06/08/2011 - 22:16 | 1353391 BobPaulson
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Yes. Buy all your physical cash and don't give the vendor your name. If you have to use a cheque, you can get a money order cash from the post office. Same protocol as if you're buying drugs or gifts for your mistress.

Wed, 06/08/2011 - 22:35 | 1353443 dracos_ghost
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Who are you, Anthony Weiner :)

Wed, 06/08/2011 - 23:29 | 1353549 JPG101
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A bit more complicated in Canada...

10000$ legal limit for crossing the US -Can border without 'financial instrument notice of declaration'

Any solutions for Canada?

Wed, 06/08/2011 - 23:41 | 1353567 GoinFawr
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Get rid of the Conservatives.

Thu, 06/09/2011 - 02:40 | 1353816 Nage42
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If you live Canada then show some patriotism!

The 1 ounce Canadian Maple Leaf has a face value as legal tender (financial instrument) of $50.

Thus, if you are subjected to a $CAD 10,000 limit, then this means you can _only_ bring across the border 200 coins...

Given that they tend to trade at a priemium above spot, you can imagine that it would equate to safely over $USD 310,000 in bullion value.

In Singapore, the limit is $S 30,000, so that is like 480 coins (close to 3/4th a million US, LOL!).


One instance where PM bullion tied to fiat is your friend!



Thu, 06/09/2011 - 03:27 | 1353847 JPG101
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Very interesting and probably completely legal.

I would have to bring a lot of cash into the US though which must be declared. These things aren't concerns for the very rich. Just the mildly rich and miggle class...

Thu, 06/09/2011 - 09:45 | 1354202 Anonymouse
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Maybe legal. Not sure. I've looked this up on line several times, and have never seen a firm opinion. Only speculation. Thing is, with asset forfeiture laws (since anyone carrying cash MUST be a drug dealer), do you want to risk it. You may think it is $10,000, but they may say it is $300,000 and take it.

But if anyone has seen a legal opinion on it, I would be very interested

Thu, 06/09/2011 - 08:08 | 1354012 BobPaulson
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I am Canadian. When I am there, I just buy the bullion there in person from a dealer for cash. Now if the 10k is a bottleneck for you (you're buying more than 10k per day - so you're accumulating a couple million in gold a year) I think you can hire people to do your bidding, then hire other people to kill the people who did your bidding, then kill the killers yourself. You'll need to buy a hog farm, of course, to dispose of everything - be sure to incinerate the manure.

Thu, 06/09/2011 - 14:36 | 1355197 Cathartes Aura
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can you forward this pitch to the Coen brothers in the hopes they can snag Jeff Bridges, et al - I can "see" it now, pure gold. . .

Thu, 06/09/2011 - 14:48 | 1355261 Let Them Eat Ipad
Let Them Eat Ipad's picture

not really help for getting PMs across the boarder (read the canadian maple tip below for that)  but you could always buy bitcoins and take a flashdrive across the boarder with as much currency as you wish.

Wed, 06/08/2011 - 20:33 | 1353095 bob_dabolina
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Fractals are soooo 60's

Wed, 06/08/2011 - 20:39 | 1353107 Korrath
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The Great Algo War of 2011 is almost upon us; prepare accordingly...


Wed, 06/08/2011 - 20:38 | 1353112 RobotTrader
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Same "Flash Crash" appeared on Finviz and

Wed, 06/08/2011 - 23:42 | 1353581 carbonmutant
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Under Blogs or News?

Wed, 06/08/2011 - 20:40 | 1353119 RobotTrader
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There have been five 50 point "flash crashes" on the DJIA futures on Finviz tonight:


Wed, 06/08/2011 - 20:50 | 1353142 Conrad Murray
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Little bit of ES funny business too?

Wed, 06/08/2011 - 22:00 | 1353362 Fidel Sarcastro
Fidel Sarcastro's picture

That chart looks f'ed up bro, the Sept ES is @ 1276.00 and there's the problem: ROLLOVER.  June is no longer "top step" tomorrow so all continuous charts are switching to the Sept contract tonight, thus the odd look to it.  Nothing special is happening here.

Wed, 06/08/2011 - 22:01 | 1353367 JohnG
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ICE put out a notice that many quotes were down but orders were still processing.  A lot of the futures I watch went dark (in thinkorswim) for about 5 minutes around these times.

Wed, 06/08/2011 - 23:16 | 1353522 Dapper Dan
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Not a problem, they just hung up the charts before the ink was dry.

Wed, 06/08/2011 - 23:44 | 1353587 carbonmutant
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More Funny Business tomorrow...

Wed, 06/08/2011 - 20:49 | 1353147 Cdad
Cdad's picture

Trying to coil the spring again, obviously, for another ridiculous algo driven BS rally....I'd suggest.  However, and since the economic writing on the wall is quite clear, as it has been written with red spray paint , it won't matter.  Until further notice, algo lifts will be met with the block selling of amazingly dumb and lazy fund managers until the magic words "money printing" are once again uttered.

The market is a flaming sell, computerized futures BS trades notwithstanding.

Wed, 06/08/2011 - 21:01 | 1353186 Conrad Murray
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Red spray paint? Reminds me of the clip of the guy who paints the V from V for Vendetta on the wall then shoots up his local council meeting.

Wed, 06/08/2011 - 20:45 | 1353124 max2205
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Natgas is a vicious market to trade. On top of it all are the NG oil pair which is about to destroy the long oil side before the next hurricane

Wed, 06/08/2011 - 20:47 | 1353141 Manthong
Manthong's picture

Some frackin' braniac should write an algo to detect feral algos to BTFD.

Wed, 06/08/2011 - 20:49 | 1353149 poor fella
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We should just consider ourselves lucky that the algo's don't completely fuck up everything, for everybody on Earth, each and every day.  8)  

Considering it's like giving a newborn a straight-razor to play with or playing volleyball on a court with broken glass scattered about - I'd say we're doing damn well.

Wed, 06/08/2011 - 20:53 | 1353152 blunderdog
blunderdog's picture

I always wondered what it would look like if ya put a flanger on that...far out.

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