Registered: May 2012
05-01-12 02:16 AM
Question: Do futures traders already have or, better yet, happen to need a service that analyzes tick data ? For instance, are there people who would love to know (for example) how gold (or anything else) has traded historically in any certain time frame (for example: past year, 3:00 AM to10:00 AM) broken down among days of the week and showing average percentage moves and win / loss percentages ?
Example: CL made an average gain of .15 % on (? day of week) from 1:20 - 1:30 EDT PM this past year totaling 4.06 % with 66 % winners.
I'm still looking at the one CL contract to find any extreme percentages in either gain or win/loss.
Again, any need for this type of data crunching or do the 'big guys' (probably on this forum) already do this ... or are these type statistics random and insignificant ?
(I became interested in this reading that gold was being manipulated during the London trading hours.)