TAPE READING (chat room cont.)

Discussion in 'Strategy Building' started by shortseller, Sep 30, 2005.

tape reading

Poll closed Jan 28, 2006.
  1. go long at bid

    19 vote(s)
    20.9%
  2. go long at offer

    38 vote(s)
    41.8%
  3. place short at bid (bullet or conversion) reg sho.

    17 vote(s)
    18.7%
  4. place short at offer

    17 vote(s)
    18.7%
  1. Could a buyer reserving his real size through an ecn/market maker at the NASDAQ be considered the equivalent of a buyer trying to hide his hand through the specialist at NYSE?
     
    #91     Oct 3, 2005
  2. Do you have any observations/strategies regarding tapereading, that could be usefull in futures?
     
    #92     Oct 3, 2005
  3. Maverick74

    Maverick74

    Short answer......no.
     
    #93     Oct 3, 2005
  4. I guess I'll have to take a look into NYSE to understand what you're saying then. Thnx for the answers.
     
    #94     Oct 3, 2005
  5. nitro

    nitro

    Absolutely there are. Keep watching, one day you will notice some.

    nitro
     
    #95     Oct 3, 2005
  6. Risk3

    Risk3

    Seems to me a difficult concept in currency futures where price and volume is driven by the spot price.
     
    #96     Oct 4, 2005
  7. FredBloggs

    FredBloggs Guest

    hey mav74 - i must be missing something here.

    tape reading is tape reading. its reading the prints that actually go off.

    ok there may be different subtleties from market to market - largely dependant on whether the market is quote or auction driven (or both like nasdaq), but also depending on who the large players are day in day out (whether its paul rotter & pals aka flipper, a specialist or joe schmoe at gs). but in your example you mention nq dome - i take it you mean depth of market? or otherwise called the order book. is my assumption correct?

    i dont mean to be pedantic here, so maybe i have indeed misunderstood your post?? (quite likely)

    im sure we all know reading the book is very different from the tape.

    imo order book is next to useless due to the false size consistently put up there etc - but you cant argue with the tape - as i think we all agree here.

    however, id be interested in your thoughts as to how the book can be used in CONJUNCTION with the tape

    cheers
     
    #97     Oct 4, 2005
  8. FredBloggs

    FredBloggs Guest

    why? is it?

    dont over complicate stuff.

    ofen futures can lead the cash in any market as futures are cheaper to transact in generally.


    if there is more aggressive buying than selling, then the price is still going to go up regardless of the cash. there may be an arb opportunity at most - but thats another thread!
     
    #98     Oct 4, 2005
  9. Well put, Mav...that's the point that many don't quite understand. When trading naz, they have to realize that it is a "fragmented" marketplace (fragmented does ot mean "good" or "bad" - simply not a single place)...and therefore there is no real way to "read" much of the activity.

    Large, negotiated "block" trades help traders considerably to see overall directional moves...or, at minimum, location of buyers and sellers from institutions.

    Don
     
    #99     Oct 4, 2005

  10. "Tape reading" as I mentioned before, as we define it, is "all encompassing" - not merely watching trades as they are put up on the ticker. I use the analogy of learning how to drive when you were 16. You get in the car, check the mirrors, look left and right, put the clutch in, turn the key, put the car in gear, check the traffic, ease the clutch out, and pull onto the road.......replace all the "car stuff" with stock indicators.......

    but after a while...we simply "get in the car and go" - but we do all those same things, it's just that we do almost sub-consciously.

    Same thing with tape reading...we "just do it" -

    What I do is verbalize what I see (as well as I can) to all my students, and show how we can see immediate directional movements and sizeable prints (anticipation thereof)...and then I have others do the same thing....and then, hopefully, the students can start to internally verbalize for themselves...and you would be surprised how well this works.

    OK, back at ya...

    Don
     
    #100     Oct 4, 2005