Why do institutional traders have an advantage if any advantage is whittled away by using it?

Discussion in 'Trading' started by CyJackX, Jun 28, 2018.

  1. Gotcha

    Gotcha

    This is an excellent point. Not to say that I watch for this specifically, but because I watch short time frames, its amazing how many nuances are there.

    One this that has always amazed me is how price can move 4 or 8 ES ticks on little volume, or it can hardly move on huge volume. Having a large position at a particular price point can be actually worth different amounts of profit depending on how it is unloaded. If you can move price up 8 ticks on relatively low volume, now your entire stash of contracts can be worth so much more as long as this new price level is accepted and you can dump the rest at roughly this price or higher.

    I've always though this about real estate. A shitty house in an explosive market may be worth 1 million, but this is a price that only a few people will get, those lucky enough to sell. If all of a sudden 20% wanted to sell in the same neighborhood, well, clearly the fair price would be every increasingly lower. It is truly amazing to me how market value of real estate can be based on so few transactions.

    Likewise, one ES contract may be worth the 2720 price that it currently is, but 100,000 surely are not worth this same value. But when you can use just several thousand to push the price up a few points, you in some way raise the value of all of them, but only for you if you're the guy going to be selling yours into the rally.
     
    #21     Jun 29, 2018
  2. bone

    bone

    Since I’ve got Commercial and HF experience, I thought I’d share my experiences.

    In those environments I traded products that no retail and very few prop traders would have the capitalization and expertise to participate in. I’ve yet to meet a retail trader with an ISDA agreement. We traded OTC cash markets, swaps and various OTC derivative products. From time to time I would use exchange traded products - for hedging purposes typically.

    Institutional traders are not scalping ES or CL for tics as far as I’m personally aware of. But I’ve seen and heard of some huge block trades in those names that never saw the light of day on Globex - that happens on a regular routine basis.

    I’m sure there’s a couple other Members who might be able to add some color, fwiw.
     
    #22     Jun 29, 2018
  3. bone

    bone

    By and large, true “Institutional Investors” are by default immune from arbitrage concerns because their position time frame holding requirements are so much longer than a market maker’s, or a scalper, or a day trader - probably longer than most swing traders. Sure, they’re going to go to an IB desk or an OTC broker for a block trade or OTC derivative - and the counterparty will collect the bid/ask Spread, but that’s nominal execution slippage for them. The counterparty is laying it off in order to collect the differential - they’re not betting against them per se. And the desks that make markets for Institutions are engaged in a competitive enterprise - they get shopped around and markets get quoted by private brokers and listed on private message boards.

    I have personally seen blocks of 10K CL get done on WebICE within a tic of where the Globex market was trading. That’s rather common.

    If you can get hooked up with some hard copies or electronic articles from the journal (and website) “Institutional Investor” that would add some color.
     
    Last edited: Jun 30, 2018
    #23     Jun 30, 2018
    murray t turtle and comagnum like this.
  4. wrbtrader

    wrbtrader

    http://www.businessinsider.com/san-francisco-housing-crisis-home-sale-2018-2

    http://www.dailymail.co.uk/news/article-5222599/Dilapidated-Sydney-homes-sold-1-5-MILLION.html

    https://www.cbc.ca/news/canada/toro...beach-sells-for-more-than-1-million-1.3213863 (bring flashlight and enter at your own risk)

    wrbtrader
     
    #24     Jun 30, 2018
    comagnum likes this.
  5. sle

    sle

    I don't think we have defined "institution" well enough, since different institutional players have different advantages and disadvantages. For example, primary advantage for a listed product market-marker is technology. The disadvantages of being a market maker are, primarily, technology costs and regulatory risks. Along the same lines, for an OTC product market-marker, market access and access to flow information are the primary advantages, while the key disadvantage is the potential for adverse selection. An investment bank's primary advantage is it's balance sheet etc.
     
    #25     Jun 30, 2018
  6. wrbtrader

    wrbtrader

  7. :cool::cool:
    %%
    Same principle,good points, but in a different market. Some commercials specialize in something say for 20 or 21 years.And when that broker told me something real logical,but i knew his offer was too low, because i had done a study+ had already consulted with some trusted commercials [This comment concerns a specific market that is mostly private+ public, + small gov %....]:cool::cool:
     
    #27     Jul 6, 2018
    CSEtrader likes this.
  8. qxr1011

    qxr1011

    the advantages of institutions relative to the general public lie not in their IQ, information or media but only in their position in the market

    since public will never be able to attain the same position this advantage is permanent
     
    #28     Jul 6, 2018
    beginner66 and murray t turtle like this.
  9. ironchef

    ironchef

    How?

    I was trading/watching AAPL during the period BRK accumulated >$10B AAPL position and even if you put a gun to my head, I won't know they were doing it.

    Any comments will be greatly appreciated.
     
    #29     Jul 6, 2018
    murray t turtle likes this.
  10. %%
    Generally true; + some specialization helps. Lasted a while for LTCM+ Bear Stearns, Lehman.........And Carl Ichan did help bust up /straighten out AIG.:cool::cool: Same way Mr Pickens picked off some badly managed companies.
     
    #30     Jul 6, 2018