"Massive" liquidity on ICE Gasoil Spreads this morning

Discussion in 'Commodity Futures' started by Alex165, Jul 20, 2017.

  1. Alex165

    Alex165

    For first couple years I was also mostly market making, but after transition to low sulfur smth changed, big 'godzilla' algo changed his game. He is much faster and the market perfectly effective right now. With all this spoofing, chasing and other 'instruments' that he is using it's difficult to play his game.

    And yes, I'm trading for the firm.
     
    #11     Jul 20, 2017
  2. drm7

    drm7

    Here is a continuation for 10 years back on GOX-GOZ, from seasonalgo.

    [​IMG]
     
    #12     Jul 20, 2017
    Eugenius750 likes this.
  3. drm7

    drm7

    5 and 15 year seasonal chart, if you're into that sort of thing.

    [​IMG]
     
    #13     Jul 20, 2017
    Eugenius750 likes this.
  4. Anyone have any theories on what caused spike to QPS1Q7, QPS1U7 etc on open last night?
     
    #15     Jul 31, 2017
  5. Alex165

    Alex165