In Looking at Markets, from Victor Niederhoffer

2014-05-26 · Victor Niederhoffer
Original source

In looking at markets with a view to what would maximize their flow, which I take to be volume, according to the constructal principle, I would believe flow would be maximized by the following:

S&P at 2000 versus 1900

vix at 10

dow at 18000

tbond at 140

bund at 150

gold at 1300

dax at 10000 versus 9764 today

spy at 200 versus 190

bac at 15

city at 50.00 versus 47.3 today

corn at 5.00 versus 4.78 today

naz 100 at 3800 versus 3675

brkshire big at 200,000 versus 190,205

copper 3.00 versus 3.16

platinum at 1500 versus 1472

silver at 20.00 versus 19.4

soybeans at 1500 versus 15.15

Let us see if these predictions are better than random.