Recent Content by applejuice

  1. Hobbyist ideas: what to do with L2 data

    Thanks, this is an interesting line of enquiry and seemingly takes me away from my current focus on bid ask volumes. My interpretation and prior...
    Post by: applejuice, Feb 26, 2025 in forum: Data Sets and Feeds

  2. Hobbyist ideas: what to do with L2 data

    Hi, I'm a data scientist by trade, don't work in the quant industry, but nonetheless enjoy exploring market data. I have young children so it's a...
    Thread by: applejuice, Feb 26, 2025, 12 replies, in forum: Data Sets and Feeds

  3. Fully automated futures trading

    Many thanks GAT, There's not much new under the sun is there? Not sure if ET allows links to external sites but here's the link to Clenow's...
    Post by: applejuice, Jan 12, 2022 in forum: Journals

  4. Fully automated futures trading

    GAT, Moritz and Jerry (and others) have in the past made remarks along the following lines: - systematic trend followers tend to enter trends at...
    Post by: applejuice, Jan 11, 2022 in forum: Journals

  5. Forming a strategy based on market maker algo behaviour

    The following idea(s) came to me after reading a bunch of threads. Expert feedback would be appreciated: STARTING ASSUMPTIONS - The majority of...
    Thread by: applejuice, Oct 2, 2018, 1 replies, in forum: Trading

  6. Companies with perpetually negative free cash flow

    interesting replies - thanks all
    Post by: applejuice, Jan 17, 2017 in forum: Stocks

  7. Companies with perpetually negative free cash flow

    Hi, Hopefully a few members here who understand financial statement analysis could help me understand something: I am aware that, from a...
    Thread by: applejuice, Jan 15, 2017, 10 replies, in forum: Stocks

  8. SP500 Cash Index: Google versus Yahoo ???

    Hey, thanks - great spot I find it rather misleading that Yahoo label what is in fact "average volume" as "volume", but now I know. Cheers!
    Post by: applejuice, Jan 7, 2017 in forum: Data Sets and Feeds

  9. SP500 Cash Index: Google versus Yahoo ???

    Perhaps. But note yahoo and google do not get the same figures for volume.
    Post by: applejuice, Jan 7, 2017 in forum: Data Sets and Feeds

  10. SP500 Cash Index: Google versus Yahoo ???

    Rookie question here, Could someone please shed some light on precisely what is meant by the SP500 Cash Index? As far as I can tell, the SP500...
    Thread by: applejuice, Jan 7, 2017, 6 replies, in forum: Data Sets and Feeds

  11. Who would post a bid or ask of 650+ gold fut contracts? And why?

    CME Futures. I myself have spent cumulatively hundreds of hours staring at the Gold futures (GC) price ladder. These bids and offers are legit....
    Post by: applejuice, Dec 30, 2016 in forum: Commodity Futures