Vaguely confident in the data shown here (but sceptical about my use of "value_of_block_price_move"). The "minimum capital GBP" is based on a...
https://www.interactivebrokers.co.uk/it/index.php?f=4745&p=fut potentially useful page (even if originally drafted in italian) eg - micro...
Am currently double checking the Friday recording to make sure I didn't miss any "Big Size" events. A thought came to my mind - something which...
1) I dont know how to tell a computer to watch the DOM and front run in the event that an order looks like it's real. Or to fade it if it looks...
For no reason at all other than for my own amusement, I like to produce short video clips documenting those rare occasions when the price ladder...
[media]
Any comments welcome: [media]
For my own entertainment, here's a video of the first "interesting" thing that I observed in hindsight on ZC price ladder, Friday Feb 27th (GMT in...
I'm all for progress but 27k messages in 2 seconds isn't it. Would enjoy seeing the impact of new rules such as the requirement that orders remain...
update to prior 2 charts [ATTACH] [ATTACH] + additional charts that caught my eye. Just a bit of fun with "technical analysis" [ATTACH]
http://harryhindsightnews.com/2014/03/18/18-march-2014-whats-so-special-about-tuesday/...
Remember when US market was rallying every tuesday? Might be worth keeping track of the daily change to see if pattern like that emerges again....
I also like AEP (as possible long). If not at 56, then at 54.50. [ATTACH]
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