Is There a Resource Showing Source of Daily Trades?

Discussion in 'Educational Resources' started by macattack, Mar 1, 2023.

  1. TSLA traded 155 million shares today.

    Is there any way to find out where those trades originated?
    For instance a breakdown showing: 20% retail traders, 15% hedge funds, 15% mutual funds, 20% pension funds, 5% insiders, 25% options-related, etc.

    No direct trading reason for this....just always wanted to understand more of the mechanics behind it all.

    Feels quite amateurish staring at a price chart all day, and not understanding more of how the business/casino actually works.
     
  2. MarkBrown

    MarkBrown

    the price tells you everything
     
  3. I used to think that.
    I'd like to know who all the players are.
    A peek behind the curtain.
     
  4. qlai

    qlai

    You can only know that if you wok for FINRA/SEC. Everyone tries to hide their intentions for obvious reasons.
     
  5. I just want to know who "Everyone" is, not their intentions.
    I'd like to know where all of the volume comes from when a stock trades during the day.
     
  6. Overnight

    Overnight

    It is all algos man. There are no humans involved.
     
  7. qlai

    qlai

    Me too. We know that for every buyer there’s a seller. We know that retail are net buyers. We know Mutual funds etc are buyers. We know who major holders of stock are via 13f etc. So we would be able to figure out who the sellers are.
     
    murray t turtle likes this.
  8. schizo

    schizo

    I don't think Wall Street would want that published. It's their guarded secret and they will fight tooth and nail to keep it that way.
     
  9. maxinger

    maxinger

    The more you try to analyze, the more you suffer from the ANALYSIS PARALYSIS problem.

    Also, the more you peek behind the curtain,
    the more you suffer from the ANALYSIS PARALYSIS problem.



    Just focus on the chart and that should suffice.


    https://en.wikipedia.org/wiki/Analysis_paralysis

    The opposite is

    KISS - KEEP IT SIMPLE AND SWEET


    Professional writers who earn $$$ from writing might
    analyze
    volume breakdown showing eg 20% retail traders, 15% hedge funds, 15% mutual funds, 20% pension funds, 5% insiders, 25% options-related, etc.
     
    Last edited: Mar 2, 2023
    murray t turtle likes this.
  10. MrMuppet

    MrMuppet

    Very good thought. It is amateurish to stare at the chart all day without any understanding of how the casino works.

    There is no way to figure out who sent in the orders because this information would be pure gold in the hands of the right guy, however, you can kinda narrow it down by looking at the ownership or the nature of a particular security.
    For example if you look at warrants or certificates that are only legal in Germany, it's pretty easy to figure out that the buyers are always retail and the seller is always the market maker because you cannot sell these things short.

    For everything else but stocks it's really difficult especially the petro complex, international commodity trade and money market instruments.

    With all respect for @MarkBrown, price is always the last thing that reacts, it tells the result of the bet. Players who are ahead of the curve or have to trade regardless of price will try to position themselves while avoiding market impact.
    The market will not move until there is some guy who tests liquidity upside or downside and figures out that there's nothing but air...and that's where the market goes towards.

    Look at gold for example. Only morons trade gold from a global macro perspective when 90% of all the flow comes from ETF creation and redemption. Knowing where the flow comes from gives you a pretty easy trade vs. guesstimating what the central banks will do, no? ;)
     
    #10     Mar 2, 2023
    JonLivingston, longandshort and qlai like this.