Liffe - The True Power Of The Algos

Discussion in 'Index Futures' started by THE-BEAKER, Jun 12, 2009.

  1. ET must have influential members... :p
     
    #41     Jun 25, 2009
  2. TsunTzu

    TsunTzu

    I think they just realised the mistake they had made crunching the numbers. Quite funny for a bunch of maths gurus hey.

     
    #42     Jun 25, 2009
  3. anyone notice that the shatz volume is very large the last 10 trading days.

    my analysis is this.

    its bullshit.

    the bobl 1/2 tick is now full tick.

    the algos quite clearly need a 1/2 tick to operate.

    bobl volume has dropped and shatz volume has increased.

    but thats the problem

    the illusion is that the volume has increased on the shatz.

    but it has not.

    its just algos dealing with themselves and creating the impression its trading.

    they quite clearly cannot do this in the bobl anymore so have moved into the shatz.

    why else would the volume suddenly be higher over the last 10 days.
     
    #43     Jun 25, 2009
  4. TsunTzu

    TsunTzu

    Umm Euro 1 Year fixed rate refi plays?
     
    #44     Jun 25, 2009
  5. Cutten

    Cutten

    I know one of the people there, just emailed him about this today - apparently they posted the fake numbers as disinformation and to throw competition off the scent, and also (so he said) just to wind guys like you up! A couple are lurkers here on ET under obscure usernames, and find the whole "locals vs algos" threads quite amusing.
     
    #45     Jun 25, 2009
  6. Johno

    Johno

    What a tangled web we weave when we let our imaginations deceive!

    Regards

    Johno
     
    #46     Jun 25, 2009
  7. GS19

    GS19

    SUCCESSFUL PEOPLE DON'T WASTE THEIR TIME TROLLING, THEY'RE TO BUSY FINDING SOLUTIONS!


    Good point!
     
    #47     Jun 25, 2009
  8. Right on.
     
    #48     Jun 25, 2009
  9. TsunTzu

    TsunTzu

    Doesn't wind me up one bit as I don't trade any of the products they list.

    I just pointed out their mistake.

    Lets face it there is much amusement to be had on ET. The vast majority of material found on here is a joke.


     
    #49     Jun 26, 2009
  10. "I know one of the people there, just emailed him about this today - apparently they posted the fake numbers as disinformation and to throw competition off the scent, and also (so he said) just to wind guys like you up! A couple are lurkers here on ET under obscure usernames, and find the whole "locals vs algos" threads quite amusing."

    You've got to admit that is a weak rebuttal.
    They have made a schoolboy mistake and think that they can cover it with a juvenile excuse.
    On a par with "the dog ate my homework" don't you think?
     
    #50     Jun 29, 2009