wow, just sold my TWM PUT A Limit order in to sell at 65.75 and it took at $65.92 :eek: :eek: :eek: :eek:
what the heck are you talking about... it's daytraders paradise, not in the indexes but fannie and freddie and the financials...
explanation: first idea was to trade divergences in fre/fnm.. sort of a pseudo arbitrage... but with the momentum coming up i decided to close that trade for a loss and jump on the train profit after commission: 4800$. max position size 15'000 SLD 2000 FRE 1.000 15:32:54 BOT 2000 FRE 1.020 15:34:37 SLD 2000 FRE 1.020 15:35:04 SLD 1000 FRE 1.070 15:35:28 SLD 1000 FRE 1.070 15:35:32 SLD 1000 FRE 1.070 15:35:37 SLD 1000 FRE 1.08 15:35:43 BOT 6000 FNM 1.070 15:36:10 SLD 2000 FRE 1.13 15:36:34 BOT 2000 FNM 1.070 15:36:37 SLD 2000 FRE 1.19 15:37:03 BOT 2000 FNM 1.060 15:37:54 BOT 10000 FRE 1.326 15:39:43 BOT 10000 FRE 1.380 15:40:01 SLD 5000 FNM 1.336 15:40:44 BOT 5000 FRE 1.510 15:41:53 SLD 5000 FRE 1.55 15:43:29 SLD 5000 FRE 2.140 15:46:05 SLD 5000 FRE 1.430 15:48:42 SLD 5000 FNM 1.39 15:48:53 SLD 2000 FNM 1.35 15:55:53 BOT 1000 FNM 1.26 15:57:54 BOT 1000 FNM 1.260 15:58:03 BOT 2000 FNM 1.350 16:05:34 BOT 3000 FNM 1.360 16:06:19 SLD 5000 FNM 1.391 16:07:17