What happens if you detrend the data and feed that to your model? The small edge is probably due to the slight trend in data. I don't see results...
Incredible.
Ya. I have a tendency to post quickly, then go back and clean up my thoughts. Read above again and you will see this contingency.
There are two types of HFT, broadly: 1) Being able to distinguish buying pressure and selling pressure, particularly buying pressure. 2)...
S ES 1209.50.
Lowered standing short order to ESZ0 1212.00.
Standing short limit order at ESZ0 1213 on project FV of about 1206.
FV 1,213.54. SPX 1213.86. 100% convergence. What is funny is I was about to get ready to exit EOD when I saw the convergence and hit buy...
FV 1207.45. SPX $1,209.18. Convergence imminent... BTW, I understand how my model works, I will tell you this, it may be overstating FV here...
I see no fear in buyers. They keep sticking 4000 ES bids all the way down. Whatever...
FV 1209.05. SPX 1,212.56. First convergence may happen between SPX and FV. I feel like breaking bread.
This doesn't feel like a particularly strong volume day: 2,695,025,152 . Odds of continuation tomorrow? At best 40:60 against. I think a 4.5B...
It is interesting to see continuous TOB 4300 ES bid get cut down like evergreens during Christmas. Thing is, there is rarely if ever follow...
FV 1211.97. SPX 1,218.97. Update, nothing to do.
FV 1209.43. SPX 1,216.58. Edge is 7 and we crossed the lower chain from the entry(s) of the 14 unit. Out both swing trades. One is ~ +1, the...
FV 1209.85. SPX 1,218.08. We are getting close to closing the 7 edge chain to take profits on both the Sim swing trades we have on. I can't...
Ifs ands or buts don't count. It ___MUST___ work __ALL__ the time or I fail.
"It is not the critic who counts: not the man who points out how the strong man stumbles or where the doer of deeds could have done better. The...
Philosophy is when you tell other people how they should live their lives. Since I am talking about myself and the way I approach things (at least...
FV 1203.14. SPX 1,224.08. These short daytrades I put on almost always go green, and then they go red. They are worth anywhere from 2 to 6...
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