Anyone, help with this?

Discussion in 'Index Futures' started by paysense, Sep 11, 2008.

  1. Thanks BoyBrutus - you are right following the big boys is the only thing that keeps me solvent and sane.

    gA
     
    #11     Sep 11, 2008
  2. promagma

    promagma

    Since arbitrage is possible between the markets .... it is the same market. So there is no chicken and the egg scenario (during RTH at least).

    Same principle applies for people who argue that futures manipulate the price of gold and silver. My dad said - "the CBOT should only trade physical, let the gamblers go to Vegas, and trade contracts settled in cash." Except - since you can arb between Vegas and the CBOT, it is the exact same market and doing so wouldn't make a lick of difference. A bid in Vegas is as good as a bid on CBOT.
     
    #12     Sep 11, 2008
  3. 4. smart money

    blah blah

    5, parasitic frontrunners (high velocity traders)

    blah blah

    1, 2 and 3 as described are myth laden and that's how it goes.

    All have bots or ATS's nowadays and they do their thing and the results are well known.

    How to leapfrog from 1 to 5 as a retail trader is the opportunity. So do it.

    In Harris you see about 30 plus numbers to add to the list of five. Page 199.

    Lets say paysense, who's mind is cross wired considerably wanted to learn to differentiate al little regarding the relationship of cash and indexes.

    Daily indexarb.com publishes a number before the open. THIS IS THE DAY'S RELATIONSHIP BETWEEN THE CASH AND THE RELATED INDEX.

    Moses, of course, wrote the formula and carried it down the mountain to the tribes who were travelling at the time.

    As a parasite (5), I recognize I NEED TO HAVE ITS MEANING AND USE down cold and by rote if necessary[. Reading about it is NADA.

    Next I ned to use it in an excellent way by INCORPORATING IT INTO A LEADING INDICATOR of the very leveraged indexes I am trading.

    This concoction MUST include what smart money (the guys who watch the calvary from the nearby hillside surrounded by pretty chicks, mint julips and race horses AND WHO GAMBLE ON THE OUTCOMES using super and terrific data feeds of price and volume derivatives out of Crays).

    Next I deal with the non-stationary window and continually assure it is properly landmarked for using exclusively and only the data that is in PLAY.

    Since THE NUMBER (out of Moses calulator) is a carrier upon which things ride, I count the distortion by points and show this drift. It serves to tell me specifically when the 3's and 2's come in to PLAY. I set it with an n-1 bias so I have a leading indicator of the algo's and bot's.

    Finally, I like to display how far 3 and 4 ar leaning forward in their saddles and how much dust they will be generating when they apply the whips and spurs. I use an air quality indicator for this and it is tied to the commander's horse's balls as a go no-go gauge. The distance from the first horse to the last horse in these clumps of ordinance followers is also known to me with my field glasses (volatility surges).

    So what is it all like? Knowing what is going on with leading indicators of index price is the best game in town. The tells all come from the 30 some players on the list.

    In order of importance:

    4, 3, 2, 1.

    Paysense you are screwed because you have gotten so cross wired. You chose...you have beliefs......you got the consequences. Sell your saddle.
     
    #13     Sep 11, 2008
  4. Thank goodness I can get 10 year plus RESULTS with very little effort using price and volume from the indexes and futures contracts.

    Compound 250% every year with 25-30% drawdown with just a few reads and clicks.

    I'll leave the rocket science to the "experts" and be happy with my undergrad in Optical Science, minor in Math, current business and short-circuited, believing brainwaves that on a good day may have an 130+ IQ.

    (But I don't want to think that hard anyway.)


    :eek:

    Judge me as you will JH - and I appreciate your response - but in time I will get the answer that I need regarding this topic. Here's one for you (although I'm sure the answer when I discover it will be "affirmative"): If my fund triples every year or so and DD and managed routine is well...routine - I will not hit critical mass? I just switch to the bigger contract and couldn't possibly approach saturation of sellers/buyers, right?gA
     
    #14     Sep 11, 2008