[ATTACH] [ATTACH] If you look at the top chart from 10:40PM (22:40) - 11:00PM this is what the market looks like normally, as this period is a...
So if you want to see something very cool, when you look at the large spikes overnight (most often sells) of, say, 150 contracts or more, you will...
Applejuice, Remember, the moves help pay for themselves by stopping guys out, including any robots who naively try to fade the moves "too soon."...
Red, the earlier post by Tommo is similar to what I do. Basically, when a spike is the result of an attack, the price is temporarily not in...
This is a great question. The moves don't stop until the machine recovers the same number of lots it sold (bought). The Nov 20 took 8.5 cents to...
jelite, you are free to interpret the action as you see it. I hope that if you go to buy, say, 100 contracts of Natural Gas, in a market with...
In prompt CME Natural Gas today, you will see a predatory machine attack right after 10:20AM. The rhythm and time-of-hour were for Sell, as were...
Simple Volume is fine- these are sharp moves in one direction. My software colors them green and red to make it easy to go back and study. Let me...
Yes- all trades today are with machines as counterparty. If you try to get on the NBBO they will swarm you to crowd you out. All arriving orders...
In Crude, right before a known weak/sell rhythm, you will often see a several-hundred-contract market order buy execute and push price 15-25 cents...
The velocity of money is indeed at an all-time low and not only does QE not fix this it's making it worse. QE is expanding the monetary base by...
The original post alludes to the "Carry Trade," borrowing in USD to buy Risky assets, here Equities. QE was specifically designed to promote...
There is an expression: "when the dentists get in, get out." When the BOJ codified 25% of SS funds into Equities, saying it needed to "improve...
If your order has a Stop attached, it is actually managed on the IB server and they occasionally miss executions. If your order was a simple limit...
Some basic math: CME Crude Oil: Initial margin now $5100 (had been significantly lower), and with the fall in Crude prices this margin is now all...
By investing 25% of social pension funds in equities, Japan has created the ultimate bubble, one completely unsustainable and affecting the to-be...
If you watch the time and sales data you will see around 70% of the trading volume in any Crude Oil contract occurs in bursts of over 100...
IAS, I mentioned a specific "signature" related to a series of naive 1-contract Buys during a lull. The moves have a classic signature,...
IAS, Globex trades during Holidays. It's basically "business as usual" excepting for less liquidity/more volatility with New York offline, and a...
Anyone following WTI, we just had a 20-cent predatory wash attack 5 minutes ago, with crude going transiently 15 cents wide at the bottom so any...
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