RUNESCAPE 3 BOND PRICES WOULD SEVERELY INCREASE IF THE BLACK MARKET FOR RS3 GP GOT CORNERED, WHICH IS NOT AT ALL DIFFICULT FOR ANY HEDGE-FUND LET ALONE A BANK. + I still bet you SPX would not rally in the same way. Put your Crayolas back in your mouth ffs.

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I also did that with TSLA…. and UPST (although I sold at a price higher than now, so that makes me feel better) not making the same mistake with RKLB and PL

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Fuck it, I'm in. Buying deep OTM calls at Monday open 🫡

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Hey I have a data science background. This is good and entertaining fluff, but if you know what you're looking at, there are important things missing and some things that look good but don't make sense. I give him 4.8/5 for making it look important. For example: He has two time series (S&P500 and the bonds) and he compares them to many possible offsets. This is called cross-correlation analysis. It's a real thing, but it's also notorious for overfitting the data and showing spurious relationships if you misuse it like OP dies here. When you test many different offsets, you increase the probability of finding a high correlation *somewhere*, purely out of random chance. This is kind of like flipping a coin and getting heads 10 times in a row; it's impressive if you only flipped the coin 10 times, but much less exciting if you flipped it 10 million times. You were bound to get a 10-head steak at some point. An overfit predictor is one that performs very well on the historical data used to find it, but poorly on new, unseen data. If you select the single best lag based purely on the highest R-value from your historical test (precisely what OP did here), you risk overfitting to random noise that exists in the sample, but isn't truly predictive. And that's almost surely been done here and the validation should have been on showing that the model isn't overfit. To validate a model like that you wouldn't back-test (what OP does). Some things you could do are split the data into in and out of sample (e.g. make the model based on only the first X days in the series, and then judge it based on its ability to predict the data after day X). You should/could take steps to remove seasonality or trends within the time series first (which we already damn well know the stock market is seasonal, so him using untransformed values is most definitely increasing his calculated correlation). It would also be good to do bootstrapping to check statistical significance, instead of just p value. But it is very entertaining. OP probably also has a data background, to be knowing what to do to specifically torture the data this way.

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It broke out of like a 14 year base so gonna be less sellers at these levels + shortages + dollar is losing value its got more room to run.

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Yes, protect yourself at all times. Never tell your family and friends. They will become different person when you make to much money.

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Unlike PCT, Aduro owns the IP and doesn't need to pay royalties, can deal with contaminated plastics, can process many different plastics instead of one, and its efficiency is 80-95% rather than 60-70%. It has just graduated from the Shell Gamechanger program with the tech verified. It just happens to be not well advertised to the broad market yet, and people are wondering if it will work at bigger scales. Insider behaviour is clear that it will.

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I was in a similar situation with TSLA a few years back. The point I eventually decided to sell at was when I could sell 2/3 and stop working, and keep 1/3 in play. And by the way, there are ways to hold SpaceX more directly if you're an accredited investor.

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Those March 26 $6 calls, looks like you got those a few days ago if your cost was $2.55... if you were buying March calls at the current price would you still go for $6 calls, or would you land somewhere else on the chain? Looking for your opinion not advice ofc 😘

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Just throw a dart at a stock that sounds cool and go with that

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