I'm not touching the markets for the next 3 days, too volatile
by the way I'm out of the market for the time being and will not trade these moves.
I think we hit 4850 today and target for the end of this move 4950-5000 max in the next 5 days. 4850 will be easy to hit as a lot of stop are...
what a move in 5 minutes, stops must have been taken out
well, it tells you a lot about the way quants think. When you know what others will do, well, that's invaluable info.
yes, on daily bars. this is just a proxy for trend following signals that you can use to approximate trend followers positioning.
for a good understanding of quant trading, I suggest the Litterman book "modern investment management - an equilibrium approach". Most of the...
94 and 28 MA are a good proxy for long term CTA positioning. Good signals will capture moves over a 12/15 months timeframe. Whipsaws will occur...
now
first, it started with a piece of research saying one should buy the close/after hours and sell at the open the next day. One should have done...
866 is the number :)
the drop will start in exactly 58 minutes
this looks like pigs in space
is it GS or the US administration?
absolutely, I think short is a no brainer but one should allow for enough room in his trading to survive sucking events. I have cut the size of...
being sucked is not always a nice experience :)
ES going up 10 points in 15 minutes when everyone is back from lunch and the machine start their end of the day mad buying, it's a sucking or...
very low volumes, I'd be wary of a sucking event
there is only so many times they can play the same trick again, until they start playing it agaisnt themselves
sounds good, why not 4700 puts? I didn't check the skew
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