I'm also making a strong and probably wrong assumption that if there are indeed stops lingering around bends, that single ticks could trigger some...
Accidentally hit energy instead of index. Sorry. I've noticed that sometimes when a trend hits congestion and reverses, snagging the tick that...
I know their price action is generally identical, 1 ES tick ~ 2.5 SPY ticks. However, sometimes I see a volume spike in one and not the other. I...
Everybody wants to get a deal, ya know. Just risk being priced in.
ES liquidity and volume is probably more important, but they're all technically one and the same, they move together. As far as buyers and...
Decent discussion, but as I mentioned at the top guys, we'd like to exclude variance at all from the conversation. With the above example,...
So you believe any long term positive expectancy is the result of variance?
Some people assert that the direction is always a 50/50 chance, completely random. Some assert that it's pretty close to 50/50, but the "edge" is...
No, it's a fair question. Constant Volume Bars are meant to take time out of the equation and evaluate price action based on units traded....
Hey y'all. Using some constant volume bars, is there any software that supports "time bars" as an indicator? i.e. how long each bar took to develop?
In which cases will there be a maximum difference in "rating" between a Calmar or Sharpe ratio?
For now, my entries and exits are technically based off the same signals, since my position shouldn't inform whether I think the market will go up...
Obviously, this is all premised very strongly on whether your system has any merit. But let's assume it does. You enter a trade, and then it...
Do you stay in or out at the 10:30 oil news?
Have you looked at any historical data already? The times where the S&P dumps 200 points fast I think would be pretty easy to find and compare.
IB has a list of trade executions. I'm sure they do in the case they need to bust something.
So I'm completely confused as to everybody's position on this. If SPY and a 3X ETF SPXL both start at 100... Day 1: SPY: 100 | SPXS: 100 Day 2:...
Both!
I'm losing my mind trying to figure out what you guys are specifically even arguing about now. Is the question still "Does decay exist" or is it...
So Calendar Spreads are pretty Volatile with VIX futures?
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