The Unofficial Home of the #KillerWhale

Sincerely,

#KillerWhale

AuH20

1750.

JPM again...

The $.50 PUT for .25(25%) or $10.10 at expiration has been reached.

3rd

7.07-7 BAC Jan. 30 forecasted float
Incomplete JPM accrual to be completed at the range of v(33-28)||(35-42)buyback.
At these oversold points we can begin to observe the Bottom inflection points.
Overbought positions were observed at the Top of the inflection points.
All inflection points have been observed
JPM top 44 bottom 42.98 as forecasted on Feb. 9 2011 for Real float
BAC top 9.54 bottom 7.07-7 as forecasted on Feb. 9 2011 for Real float

Thursday, February 9, 2012 post now looks really awesome. January 30 we see BAC and JPM match their float, JPM at the base of 44 and 42.98, if there is a second derivative we can see the absolute value of that variable basis multiplied by the NAV, and carried through for a PUT of (.50-.56) -> 2.52 in a three month spread, I can't see a break away as people are actually mentioning shorting the stock as the market psychology says beat a dog, and don't trust the piper. It's too bad BAC, JPM, have more volatility people will use that multiple to break the NAV further, it is oversold past the 9.54, and 28.69 inflection points.

Hint

|[(345-365)/ax-(245-265)/ax2]|(a'a+aa')/(b-1)

Motion Formed By Curvature is controlled by

F=1=x=0

• Arrival Time
  
• Level Set Method
• Equivalence
• Second-Order Parabolic
• Thermodynamic
• F=1=F(b)=0 which you could prove the Birch and Swinnerton-Dyer conjecture with or become extremely rich from trading.

It's not always fun being smart sometimes I wish I could eat Glatt Kosher steaks every other day but I can't.

All The Kings Men Part 2

The market has responded inversely to the stress test after I had accurately stressed the Banking Sector strength with a stronger C margin which the FED picked up on and corrected. The GS convolution at the inflection point returns the 100 Ses basis, with the margin fixed, and has not tested the aforementioned oversold intervals.

Unfortunately somehow only Jim Cramer has mentioned the Parabolic PDE that I had tweeted about to my colleagues who I routinely showboat for. It seems as though there was an unwillingness to assume a corollary but he did insinuate he understood the concept that the underlying financial were to be again tested; but the point at which he made that final observation was at . Of course equities will outperform; but that is a generalization.

That is to say that I will independently tap into my Mega Society/Loser Status because financial power rules the world and not mediocre insecure teachers or unsympathetic pupils. This is purely for the benefit of myself with the aforementioned time parameter left undefined because I surely wont be compensated for a corollary; I will revisit this function when I get to enjoy writing the proof after the corollary has been proven, although the derivation is just as valid as a proof thereby self evident as in my other examples. I should also admit that the taylor polynomials are fairly discreet and their vector values are private and I am unwilling to disclose them until the day before a trade so as to ensure their trivial positions in the grand scheme of Jim Cramers unattainable Taylor Polynomial vector pool, and the parabolic effects of quality analysis that I have put forth is not again questioned but as constant as force.

The financial power is actually a triumvirate of Mathematical Physics and not an effervescent joker without the ability to prove how he could liquidate anyones said holdings anyone.

• A.K.A. Controlled Diffusion Perimeter (d" of )
• My Foretasted stress ranges and Individual Stock "Outliers" although BAC, JPM, CVX, and OGZPY.PK are as much an outlier as any stock I analyze. A.K.A. Hamiltonian-Jacobi "Pools"
• Random Walk which is what Jim Cramer refers to as an "Outlier," but when you can precisely ameliorate the pools into Stochastic Control(Hamiltonian-Jacobi Pools) and Deterministic Control of the Controlled Diffusion Perimeter
  

How is this possible? There isn't any collar or hedge to describe to a worldy financier, the point is a parabola construction is the way to factor price spreads which become positive when both buyers and sellers participate.

A hypotenuse can be triangulated from any probability space within the Controlled Diffusion Perimeter (d" of )

So when I say there is an inversion at the Ses basis I would agree with Jim Cramer that this Bulls and Bears and April and May talk doesn't apply because the price action won't allow for anything after a jounce, so it remains the level set method at chain velocity. So when I allude to Dionýz Ilkovič and Heyrovský's Polarograph and DME you can be sure you can either disprove me or agree with my train of thought. In fact I recalled as solution to the confabulation or the apparent lack of depth and applications refuting no solution for diffusion properties. http://www.bloomberg.com/news/2012-04-08/fda-for-derivatives-won-t-defuse-wall-street-s-bombs.html

Again I wish no disdain for the ilk to which Jim Cramer or William D. Cohan belong but I recalled the solution as it was directly related to not only my past solutions for the types of market problems that are shared by Mr. Cohan and Mr. Cramer. The only problem here is I have no one to say to me you are correct for I am a physicist, a Chemical Engineer, or a Mathematician. Once the connection has been made between my device and the market I would seriously consider using Vector Pools to isolate and remove any further competition.

That is the to say the inversion is now positive as it was before, and Parabolic PDE's should not be confused with exponential equations because random walks for distinct stochastic constructs measured by triangles and other geometric shapes and not cycles. Think Benoît Mandelbrot.

Taylor Gang!

http://en.wikipedia.org/wiki/Taylor_polynomial

And Citi

http://www.bloomberg.com/news/2012-03-17/fed-corrects-loss-estimates-for-citigroup-in-stress-tests.html

My preference remains to be GS.

Oh My

The forecasted BAC, JPM projections are correct.

Check

All right we've got the 37 cov today, this is a bottom.

Official Market VAR

.12-.13, (12-13%)/2 is where the correlating variables and volatility range are trading within, this is based on a long run cyclical basis stemming from the November 2011 short run equity reinvestment positions.

Variance Test One Two One Two

(100,118,0)

Double

January 30 we see BAC and JPM match their float, JPM at the base of 44 and 42.98, if there is a second derivative we can see the absolute value of that variable basis multiplied by the NAV, and carried through for a PUT of (.50-.56) -> 2.52 in a three month spread, I can't see a break away as people are actually mentioning shorting the stock as the market psychology says beat a dog, and don't trust the piper. It's too bad BAC, JPM, have more volatility people will use that multiple to break the NAV further, it is oversold past the 9.54, and 28.69 inflection points.

All the kings men

DB 1.8:4.05
SCGLY .37:6.67

Now that the market is set for a 100 Ses I have adjusted the absolute value of the probability space to |[(345-365)/ax-(245-265)/ax2]|(a'a+aa')/(b-1)

Move over Rover we have a Range Indicator

Today we saw the -108 to -18 range indicator, which tells us that a test of dollar strength which historically goes higher in this k group, I would like it to fill so that we may measure the direct limit and construct a distribution for the probability space. Historically |357-257|.

For your eyes only

If you missed the crash of 2008, 2011 at the University(message me for university contact from the research project, BAC, JPM, GOLD 1750 Feb. 21st 2011-Aug. 15th 2011), you may be reading this post unaware of what I am telling you is another indicator signal from my analysis structure. Grab your respective bad guys, or contact me for entry and bottom intervals. Or you can go out and pick up Ipad3, and make your mortgage payments, property tax funds are awesome but who can afford them?