Anyway, my edge is not what the thread is about. It's about ways to trade risk on / risk off.
What do you mean by this? Every time I say arbitrage I specifically state exactly what I mean. Which part of this sounds unbelievable? That you...
It's pretty simple qlai. If I am a fund manager and I have sold my bonds and bought equities because I think that it will help my portfolio, but...
Edge on what. Arb what. You have to be specific or it's just talk that means nothing. Funds allocate capital. They allocate between fixed...
The reason these indexes affect each other is because of two things. Some of the biggest funds are invested in all of the indices at the same...
You need to give an example of this. You are being too vague. You could be talking about the NIKKEI 225 or the FTSE 100 for all we know. The...
Just click on my profile and read through my threads and comments. I'm one of the only guys on here that actually breaks down HFT and how it is...
There is nothing to backtest here. There is no hypothesis. My HFT arb quant stuff is a structural edge (I know it works). My point is for all of...
HFT arb is cash and carry and reverse cash and carry. To track this you have to spread the front month CME/ECBOT quotes and NYSE ETF share prices...
An edge is a separate thing. I use technology to track HFT activity in real-time. That's my edge. In developing this technology I was 'hunting...
I have analyzed the CME, CBOE, ECBOT, NASDAQ, NYSE data. The bond market is driving the price action in the indexes. HFT is being used to...
Apparently my edge is actually better suited to ultra bond futures, which is quite a surprise to me! (very short term/medium term/day trader) So,...
You must be a terrible trader with this level of awareness. Options traders are playing the vol, position traders are considering...
Simple. You get a software that can chart the spread. Then you do all of your analysis on that because it is the market now. Put ES and the...
Actually, read it again. I said I don't use TA (here's where you say something about tail risk).
I love the fact that most of the trading is robots and algorithms. It's like playing a video game where the opponent is stupid bots. It's is...
I already answered your apple chart question. Globex was buying every dip and the institutions were liquidating stock (aggressively). They were...
I just finished getting the IB API to feed data into Excel and didn't even really need to learn VBA. I have two realtime charts in Excel now....
Here's a chart of a spread that uses technical and fundamental analysis. This is the large cap small cap spread, Dow VS Russell. Momentum and...
As for the US contracts, it seems like the FAANG+ is the only one with any kind of volume and it's only like ~2500 contract per day. ICE has...
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