YM Traders

Discussion in 'Index Futures' started by volente_00, Aug 23, 2005.

  1. re post from midnight rally thread ...

    anyone here who trades YM overnight
    and has done some backtesting or data crunching
    is welcome to reply.

    11-28-05 10:26 AM

    has anyone reviewed recent data on if this is still happening ? ( AH rally in stock index futures )

    should not the HF quants etc by now have been able to reduce the "easy money" angle of this approach ?

    ( i.e. buy AH in afternoon session after any bad news earnings etc and hold until open next day )

    perhaps AH gaps higher due to great earnngs
    or some other news reduces the chance on those days of "easy money" for a trader following this
     
    #2761     Nov 29, 2005
  2. mhashe

    mhashe


    Futs rally up most everytime the daily close is lower than the daily open. Imo the only thing that can explain it is market manipulation. Many of the blue chip stocks take their opening cue from the futures markets, the last thing you want is a cascade of gap downs in large caps at the open.
     
    #2762     Nov 29, 2005
  3. volente_00

    volente_00




    i'm in early at 957

    stop 977
     
    #2763     Nov 29, 2005
  4. AMAT

    AMAT

    Shorted 10956 at 8:40ET
     
    #2764     Nov 29, 2005
  5. volente_00

    volente_00



    Trying CW style.


    Stop moved to 961
     
    #2765     Nov 29, 2005
  6. monarc

    monarc

    Why are you all shorting?? Durable goods report came out and it was very bullish and surpassed the expectations. So unless the consumer confidence report that is due at 9:00 CST comes out to be bearish, the market is gonna go up today. Ofcourse, this has nothing to do with the technical Analysis.

    The only that worries me is the huge difference between cash and futures now....Is my thinking right??
     
    #2766     Nov 29, 2005
  7. mhashe

    mhashe


    Just to qualify, we're still in a strong uptrend. If it stays above 10955 I'm going long for 10990.
     
    #2767     Nov 29, 2005
  8. AMAT

    AMAT


    Covered half at 10950
     
    #2768     Nov 29, 2005
  9. markets still very strong as i covered my shorted from wed afternoon yesterday. the excitment level is massive
     
    #2769     Nov 29, 2005
  10. Sorry.. just curious as to your method.

    Did you let a +40pt winner turn into a loser or did you get out b/e?

    Thanks.. just trying to understand though process..
     
    #2770     Nov 29, 2005