Size Matters- Trading 100K Share Positions

Discussion in 'Trading' started by ggg12, Jun 21, 2014.

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  1. ggg12

    ggg12

    Aj2014 likes this.
  2. Nice trade. Few questions:

    How come you use only ARB instead of the full book... And why ARB instead of EDGX of Philly where it prints a lot of the volume?

    Any reason for not using icebergs or dark orders?
     
  3. ggg12

    ggg12

    Icebergs and hidden orders are more useful in thinner traded stocks imo. FB has enough liquidity contingent on the set-up, trading climate and timing to handle the bigger size. On a molecular level, it all boils down to tracking and stalking liquidity more than price.

    Cheers!
     
  4. ggg12

    ggg12

    One last thing, these videos are like my home movies. They are intended for me to review and study and the captions are written to make it easier to reference when I review them. I threw in some music to kill the monotony for viewers. I like to record the larger size trades I make so I can review them later.

    I think one of the BEST tools are screen recorders (as long as they don't slow down your platform). You can always go back and review your trades in a more accurate way and most importantly capture the action as it played out. I recommend Camtasia Studio, but make sure you have a LOT of room on your hard drive as these videos can take up tons of space.

    Cheers!
     
  5. Cool video, thanks.

    124k FB for .09 profit. Incredible risk for that reward IMO.

    Can you show a video where you have 100k+ FB long and the algos pull bids for a point or more and then show how you trade out of that liquidity vacuum.
     
  6. ggg12

    ggg12

    Thanks Clubber,

    I wouldn't be holding 100k FB longs on a 1 point pullback. I will adjust and average around the core position and use any liquidity to scale out.

    On the 124k video, the 64 breakout didn't happen as anticipated and therefore had to unload a sizeable chunk in pieces and then add off the support areas to bring my avg down (as I knew it wasn't going back to 64) to unload into the algos right as they spiked, before the rug pulls again.

    On the 94K trade, I basically started to unload and top ticked as it peaked out at 65.58 before it started its 2 day sell-off to 63.35 (and expiring over 78k june 65 calls worthless) before the spike to 64.50 on Friday. I was expecting a breakout if that 65.60 could crack but felt the liquidity drying up and luckily got out with profits before the rug pulls and bid sweeps came in.

    Cheers!
     
  7. any particular reason for now looking at the whole book (just Arca Book and NBBO)?
     
  8. ggg12

    ggg12

    Hi Eus,

    I have my charts and level 2s on a separate 4 monitor system that I watch simultaneously. The videos only capture the order execution screen on my 2 monitor trading platform box which I try to keep as simple as possible. Trying to record more than one screen makes the playback illegible and starts to slow down my system.

    Cheers
     
  9. Oh ok. :) I was really scratching my head thinking that you were just not seeing the liquidity.
     
  10. ggg12

    ggg12

    lol. :p FB is one of my bucket stocks so I've grown to 'feel out' the liquidity but my charts quantify the patterns. I like to feel it out first from the tape/level 2 and then have the charts back up the set-up. That 63.35-63.20 area is a solid support level.

    Cheers!
     
    #10     Jun 23, 2014
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