Comentários
Jim Morrison 12 de fev. às 15:58 
⠄⠄⣿⣿⣿⣿⠘⡿⢛⣿⣿⣿⣿⣿⣧⢻⣿⣿⠃⠸⣿⣿⣿⠄⠄⠄⠄⠄
⠄⠄⣿⣿⣿⣿⢀⠼⣛⣛⣭⢭⣟⣛⣛⣛⠿⠿⢆⡠⢿⣿⣿⠄⠄⠄⠄⠄
⠄⠄⠸⣿⣿⢣⢶⣟⣿⣖⣿⣷⣻⣮⡿⣽⣿⣻⣖⣶⣤⣭⡉⠄⠄⠄⠄⠄
⠄⠄⠄⢹⠣⣛⣣⣭⣭⣭⣁⡛⠻⢽⣿⣿⣿⣿⢻⣿⣿⣿⣽⡧⡄⠄⠄⠄
⠄⠄⠄⠄⣼⣿⣿⣿⣿⣿⣿⣿⣿⣶⣌⡛⢿⣽⢘⣿⣷⣿⡻⠏⣛⣀⠄⠄
⠄⠄⠄⣼⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣦⠙⡅⣿⠚⣡⣴⣿⣿⣿⡆⠄
⠄⠄⣰⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣷⠄⣱⣾⣿⣿⣿⣿⣿⣿⠄
⠄⢀⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⢸⣿⣿⣿⣿⣿⣿⣿⣿⠄
⠄⣸⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⡿⠣⣿⣿⣿⣿⣿⣿⣿⣿⣿⠄
⠄⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⠿⠛⠑⣿⣮⣝⣛⠿⠿⣿⣿⣿⣿⠄
⢠⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣶⠄⠄⠄⠄⣿⣿⣿⣿⣿⣿⣿⣿⣿⡟⠄
Jim Morrison 10 de jan. às 5:17 
Ma n***a
Jambo! 8 de jan. às 10:11 
+rep Thanks for the deal!
Baby Lips 14/jul./2021 às 15:28 
▢ HACKER

▢ M.A.P

▢ FURRY

▣ ALL OF THE ABOVE


-REP REPORT THIS GUY
-SHNELIA- 8/set./2020 às 6:51 
Accepted me
Marc 7/set./2020 às 15:27 
I added you
bert 7/set./2020 às 10:59 
i add u
joao 3/set./2020 às 18:18 
?
Slaughta 3/set./2020 às 11:01 
autistic jerks dog whats up :=))(=)
Heatmaker 2/set./2020 às 13:56 
Sorry for the late response, but thank you for the offer! Enjoy your grenade launcher
GuardDixie⇄🔑B>TF2&CSCONVERT 24/ago./2020 às 9:21 
add from mannco store
joao 19/ago./2020 às 7:05 
It's quite obvious that the market is just about ready for it's next big downturn. As we can see in the last few days, there has been a significant increase in cash-flow to leverage long volatility funds. This is occurring right as they rolled June long ball futures into July meaning the ones selling those futures will be hedging their position with derivative short on the July SPX. However, the VIX Volatility index is calculated from options dated 23 to 37 days from today, meaning hedges for June will no longer be included in the calculations but the ones in July will. This will force the VIX up and therefore push asset prices down. This will in turn drop the NASDAQ, which I will take advantage of by shorting the TQ's ETF, a leverage long NASDAQ fund. In addition, the fund is scheduled to roll their June futures into July over the next two weeks which they'll be doing into not only low liquidity but falling asset prices.
joao 19/ago./2020 às 7:05 
This means that everyday the NASDAQ drops, they'll be forced to cough up cash to the banks due to over half their equity being held in notional swaps. Not only that, but they'll be forced to liquidate holdings as the market continues to fall, meaning that in addition to paying over-market value for July futures, they'll also get below market prices when they're forced to sell. This will cause a negative feedback loop, ultimately causing near or total collapse of the entire TQ's ETF
The Warfstache 11/ago./2020 às 20:44 
Added to trade
Goose-Poohs 15/jun./2020 às 15:46 
+rep???