Recent content by Trayo

Someone who wrote code for a large firm who I can not longer find. I think the idea was write execution Bots that would shred in order to avoid tipping-off other parasite BoTs as to some needing to move SIZE.

Wondering if anyone can answer this question please. Firms wishing to disguise large market orders will often break up the order, or "shred" the order, into many smaller sized orders. So a 1000 lot market order may get shredded into (20) 50-lot orders, but fired off in extremely rapid...

Good point london. What you have shown is a spreaders nightmare. Co-integration implies they just can't get too far apart. Have you found some instruments that let you assume that?

OP, thanks for sharing what you have learned, much appreciated. What you written has taken a lot time and thought. You mentioned that for an outrighter, that he can at very least use use "spreading" to help time trades. This is good advice. Use the benefit of being able to look at a...

Thanks Neo. I discovered that IB has a symbol XAUUSD that is tied to London Metal Exchange. It appears to be a good spread symbol for Comex GOld

Thanks eurusdzn I was actually looking for a deeper Gold market in Asia time zone as something to spread trade Globex GC against in the US evenings. I will be watching for your 1000 lot market orders though:D

I am interested in watching gold prices in Asia via IB feed. Can anyone suggest liquid mkt (Futs or Spot) available to US traders via IB?

Sorry meant to say does NOT make sense to me intuitively.

Am interested in opinions as to whether the largest traders in ES futs tend to be Liquidity Takers or Liquidity Makers. I understand there are lots of variables and is a very mixed bag, but recently had a debate with someone who contends that larger players tend to take liquidity when they...

Does anyone know of an EL coded indicator that visually tracks on the chart (ei oscillator style) the total visible size in the book (futs)? Thanks, Trayo

Stop market orders are now held on CME servers and converted to limit orders when triggered.