Search results

Sure - but in this situation it's not about a perfect correlation its about hedging the gap - I think if one gaps big so will the other - and NK is open now. It's not a recommendation just an option.

Sheesh - not sure what to suggest or what I would do in that scenario. How about hedging with the Nikkei (SGXNK)?

Very nice commentary. As well as the Squ and YM, there was also a Wall at 1502. The BAsk touched 1502 at 10:47 and the imbalance at the inner pair was 1245 BAsk vs. 4 BBid contracts at one point. See screenshot attached. I have a hard time describing the 10:50 bar as an FTT (as in Spyder's...

Thanks, I'll do that. I thought the 5 minute lines on the YM tic chart would line up with the ES but they don't. === BTW, with reference to the screenshot I posted above - there was also a wall on the FTT bar itself although price didn't quite touch it, as far as I could tell.

Are you making a distinction between volume and demand? That is absurd. As for increasing volume being consistent with continuation of price - well you can deny it all you want, it's there for all to see. Price bobbing around in a thin market has little to do with the main signal and a lot...

Snapshot of change during FOMC hour: Channel shows FTT. Volume is declining, but still red. Str/Squ is not negative, passing neutral. Tick chart shows triple bottom (ie. sort of 2 pair) and shift in dominant colour (except the last tick back to the wall). And finally we have a relative...

If you really believe this then you are missing the difference between Signal and Noise. You talk of pressure as if the buyers and sellers are lined up opposite each other, pushing in opposite directions. These guys showing their supplies are just the damping in the system. The volume...

You've missed the point of my post which is that if we are comparing two variables, time and volume, then we immediately see that price does not change because of time. Volume may come in at certain times, sure, but it is the volume that causes price to move not the time showing on your chart...

Isn't there a bit more to it than that? If we agree that price changes because of volume (and not because of time) then seeing by how much price changes when you keep volume constant is probably a smart thing to consider.

That's OK, it wasn't well worded by me. Expectancy: Most people start on the second row of Pascal's triangle when they view the markets in terms of probabilities: they sart with the 50:50 coin toss analogy. They never consider the first row as a possibility. Jack, and others, operate on the...

On the wall (certainly at Forest level). I've been reviewing known FTTs on video. The sequences are astounding. (Next I intend to review flaws to see where the differences arise - Price, Volume and channel context is often enough to distinguish them though.) One of the major defining...

How about taking a fresh look at the channels: (hindsight.)

Yes, it is a bad bet: it turns out that you are offering 36% chance and getting paid as if it were 50% (if anyone would take this bet). Isn't this what you were getting at - mispricing? Knowing something about the structure that for some reason your counterparty does not know or has...

nitro OK, so this drew no comment from you. If it's too basic, that's fine - your question could be interpreted in many ways after all. What if I offer you the range 48-52 in 100 throws? Would you take the bet? (Turns out to be close to the 60:40 you talk about.) Against the Gods is...

Bet the other guy that in 100 throws there will not be 50 heads in total.

can you show the same screen snapshot for the ftt just before 11am? i think there may be clues in the contrast - at the coarser levels principally. this is great stuff.

Still waiting for the channel FTT. Getting in earlier than an FTT means you will be turned upside down at first. Better to get in or reverse after the FTT I think. :) This bar may be it 14:20.

Maybe now. OK, just had a Volatility expansion - watch for FTT followed by decreasing volume marking the start of the retrace.

2 questions: 1. How would anyone be able to calculate intraday, dynamic open interest and its composition? 2. How would it be useful? Those already in can't affect price until they decide to get out or reverse. Those out on the sidelines can't affect price until they decide to get in...

http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2830-EN.html?euronextCode=Z-LON-FUT