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...
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...
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...
GAT, Moritz and Jerry (and others) have in the past made remarks along the following lines: - systematic trend followers tend to enter trends at...
The following idea(s) came to me after reading a bunch of threads. Expert feedback would be appreciated: STARTING ASSUMPTIONS - The majority of...
interesting replies - thanks all
Hi, Hopefully a few members here who understand financial statement analysis could help me understand something: I am aware that, from a...
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!
Perhaps. But note yahoo and google do not get the same figures for volume.
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...
CME Futures. I myself have spent cumulatively hundreds of hours staring at the Gold futures (GC) price ladder. These bids and offers are legit....
I'm fortunate to have access to a Bloomberg terminal at work, meaning it's easy enough for me to trawl through intraday tick data. Every once in...
Yep - good points. Particularly your last. There has to be someone on the other side of my trade, even when I think I've finally found the moment...
Just some reflections here on a quiet Thursday afternoon, nothing more than that... One of the more experienced posters here, Garachen, posted a...
I would be very grateful if anyone could dispute the accuracy of this data. Ask three people what cumulative volume delta is, and you may get...
As I have access to a bloomberg terminal at work, I like to play around with historical price & time data, of an evening. My latest curiosity is...
Aye true enough
My tip is a blog, Google - "monevator". No affiliation to me but good discussion around passive inv. I go for vanguard global equities 100% and...
[ATTACH] Great and thorough response. I'm not yet convinced these were false signals, in so far as I believe you might have been able to...
get them hooked young hehe
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