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Robotic VWAP Regression Never Fails

Tyler Durden's picture




VWAP consistently at yesterday's closing price. T-1000 sells 100 GMCR shares to C-3PO, who promptly forces a margin call on Johnny 5. The latter covers by buying from WOPR which fries a vaccum tube and sets HAL9000 off on a short covering rampage before killing all the drunk traders at the NYMEX.

And while all this is happening, Bernanke is squatting over in the corner, rapidly buying mortgages to make it seem like his monetary insanity is helping the economy.





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Wed, 07/22/2009 - 16:42 | Link to Comment Anal_yst
Anal_yst's picture

Long live the WOPR!  I for one welcome our delicious, flame-broiled overlords!

Wed, 07/22/2009 - 17:33 | Link to Comment VegasBD
VegasBD's picture

Its a reference to the computer in the movie wargames. Not fast food.

Wed, 07/22/2009 - 21:59 | Link to Comment Anonymous
Wed, 07/22/2009 - 21:59 | Link to Comment lettuce
lettuce's picture

damn my browser and its propensity to forget my login :( i for one do not welcome our new google chrome overlords

Wed, 07/22/2009 - 16:45 | Link to Comment Anonymous
Wed, 07/22/2009 - 16:49 | Link to Comment Anonymous
Wed, 07/22/2009 - 16:56 | Link to Comment DebtorShredder
DebtorShredder's picture

At what point do markets become marginalized?

If they just trade on the whims of a few, why bother?

Wed, 07/22/2009 - 17:03 | Link to Comment ReallySparky
ReallySparky's picture

Okay I am laughing my arse off at the logo on the site.  I think i like the new name better, it's just easier to remember...Especially is you are retarded...wtf what is up with the math questions?  I had to call my kids.

Wed, 07/22/2009 - 17:06 | Link to Comment Anonymous
Wed, 07/22/2009 - 17:07 | Link to Comment Anonymous
Wed, 07/22/2009 - 17:14 | Link to Comment I need more cowbell
I need more cowbell's picture

WOPR: " A strange game. The only way to win is not to play"

Wed, 07/22/2009 - 19:30 | Link to Comment Anonymous
Wed, 07/22/2009 - 17:15 | Link to Comment Anonymous
Wed, 07/22/2009 - 17:16 | Link to Comment Anonymous
Wed, 07/22/2009 - 17:51 | Link to Comment Gilgamesh
Gilgamesh's picture

I thought you were alive, Number 5. I let you tear my house to shreds and you're a ROBOT! You're a machine from that dumb war lab place. God, I'm so stupid!

 

No disassemble Number Five!

Wed, 07/22/2009 - 18:47 | Link to Comment 3Gonads
3Gonads's picture

  so if it closes at VWAP its a scam and if it closes away from VWAP its a scam.

  I get it.

 

Wed, 07/22/2009 - 21:22 | Link to Comment Anonymous
Thu, 07/23/2009 - 00:13 | Link to Comment 3Gonads
3Gonads's picture

  Don't ya love how they blow a gasket as soon as you return the Kool Aid?

  Shorts get testy in a market like this, and who can blame them. Hey Anon 12495, flip a few extra burgers , you'll make it all back soon enough.

 

Wed, 07/22/2009 - 19:33 | Link to Comment Milton
Milton's picture

brilliant.  i guess optimus prime was in the hamptons today?!

Wed, 07/22/2009 - 19:35 | Link to Comment Anonymous
Wed, 07/22/2009 - 19:57 | Link to Comment Anonymous
Wed, 07/22/2009 - 20:06 | Link to Comment bchbum
bchbum's picture

I think it should start like this, "T-1000 sells 100 GMCR shares to C-3PO sending the p/e to 200, ..."

Wed, 07/22/2009 - 20:59 | Link to Comment Gilgamesh
Gilgamesh's picture

No need to change a word in this post.  One of the best so far.  Can't wait for the video.

Wed, 07/22/2009 - 21:30 | Link to Comment Anonymous
Wed, 07/22/2009 - 23:03 | Link to Comment Comrade de Chaos
Comrade de Chaos's picture

Wonder, what has happened to three robotic laws:


  1. A robot may not injure a human being or, through inaction, allow a human being to come to harm.
  2. A robot must obey any orders given to it by human beings, except where such orders would conflict with the First Law.
  3. A robot must protect its own existence as long as such protection does not conflict with the First or Second Law.

(azimov)

Thu, 07/23/2009 - 08:15 | Link to Comment FischerBlack
FischerBlack's picture
In A.D. 2009
War was beginning.
Trader: What happen ?
Aleynikov: Somebody set up us the VWAP program.
Aleynikov: We get signal.
Trader: What !
Aleynikov: Main screen turn on.
Trader: It's you! GS-9000!!
GS-9000: How are you gentlemen !!
GS-9000: All your order flow are belong to us.
GS-9000: You are on the way to destruction.
Trader: What you say !!
GS-9000: You have no chance to survive make your time.
GS-9000: Ha ha ha ha....
Aleynikov: Oh no !!
Trader: Take off every 'short'!!
Trader: You know what you doing.
Trader: Cover 'shorts'.
Trader: For great justice.
Thu, 07/23/2009 - 09:08 | Link to Comment Mr.Durbin
Mr.Durbin's picture

All we need now is the quotes to scroll top to bottom like the matrix.

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