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Hey, you're not the syndicated Jim S., are you?

Don, what about extrapolating from NYSE to the other markets? I *don't* mean, "If shorting represents 2% of today's QQQ volume at NYSE, then the percentage is probably 2% today on NASDAQ, AMEX, etc." I mean, "If today's NYSE-QQQ shorting is 17% greater than its daily average, then a...

http://www.elitetrader.com/vb/showthread.php?s=&postid=146347#post146347

Thanks. Is it any different on NYSE (versus NASDAQ, ECNs, etc.)?

DB, please see the question for you posted at http://www.elitetrader.com/vb/showthread.php?threadid=10300&goto=newpost

DATT, Well, I'm in that awkward state -- not too dense to realize that you're being sarcastic, but still too dense to grasp your point. If it was meant to be insulting, it went over my head. Please lower it to my level.

In your latest column in TASC (October, page 48), the first letter, second paragraph, says: "Next, I saw a short-seller (150,000) stepping down. I was about to bid out . . ." The letter, and your answer, say nothing about the trader's software, feeds, etc. And your answer says nothing...

See the REDI page: a) Maybe, if the SEC considers it to be "manipulation". Definitely forbidden on REDI page, which says "or any other account where the trader has a beneficial interest". c) I'm shocked, SHOCKED! :D In general . . . High-volume traders risk being caught by...

Reading that REDI page made things much clearer. Thanks. But it looks to me like it would still be kosher to submit 1, cancel, wait 15, submit 2, cancel, wait 15, etc. "submit 1, modify away, await confirm, modify further away, await confirm, etc." I don't think this violates the 15 second...

If you're using IB, I think you won't even be able to transmit the buy in TWS until *your* sell has cancelled. See above, "immediately placing the closing order, GTC, as soon as the opening order is filled": One day I was waiting for a buy partial fill to complete, and tried to get a head...

ROTFLOL:D :D :D :D :D :D So much for "sort-by-relevance" searching.

Do you mean, like it looked on Jul30, Aug09, Oct14 and Oct16? (take a look)

OK, let's rephrase the issue more painstakingly: Among those people who have been and remain willing to potentially delude themselves in thinking that it's possible, what techniques do they use to identify [apocryphal] short-sales?

Maybe he meant "9x.x% confidence". Anyhow, maybe sdtrader will share it with the rest of us if you promise not to flame him. I'm very interested in hearing his ideas.

Then it's not "the whole series"? Could you please explain the whole thing from the top?

Then how does one do spreads?

Unfortunately, derivs traders -- for that matter, any short-term traders -- are considered by the pi**ed-off JQ Public not to be "investors", but to be "short-selling day-trading boutique hedge fund vultures" (ref:CNBC), and "sinister and reckless derivatives traders" (ref:LTCM). That's not...

Alternative theory -- although, since no one else has mentioned it, it must be because the theory is pretty stupid . . . Instead of buying spoos, "they" trade enough interest-rate instruments to force the yield low enough to activate the institutions' asset-allocation programs. Any evidence?

1. I know about a rule which says that you can't disguise a large order by splitting it into smaller orders (because the MM needs to lay off). Are you saying that, even for small orders, even if all on the same side, even if different prices, this is forbidden? 2. Where does the "15...

Hunh?