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  1. R

    The Arms Race in High Frequency Trading

    Interesting. I have talked to a few firms myself lately and the ONLY thing anyone is interested in is High Frequency Trading - regardless of your personal returns or anything else. We are either on the road to where the market will only exist as a playground for the quants or at some...
  2. R

    ES Journal Archive (2009 - 2010)

    Yeah - my call hedges and positions are a good bit higher but start at 850 - though I am still heavily leaned on the short side. Big move would be appreciated. Though in my case would much prefer down. And if I didn't know better I'd think we had some invisible hand help today - otherwise...
  3. R

    ES Journal Archive (2009 - 2010)

    Staying short at least through tomorrow morning here primarily through puts. Feels like more quantitative deleveraging which I believe has been taking place lately. Thought it was over yesterday but seems to be back. WFC and MS better be good!
  4. R

    ES Journal Archive (2009 - 2010)

    Definitely some buying going on but the volume blows. Appears shorts just getting out of the way for the time being.
  5. R

    ES Journal Archive (2009 - 2010)

    IF Utility index breaks down a bit - probably below 325 - could be indicative of a longer time frame selloff.
  6. R

    ES Journal Archive (2009 - 2010)

    BKX
  7. R

    ES Journal Archive (2009 - 2010)

    Can see it on the daily but is more clear on weekly. The weekly ended friday looked like a big bear flag to me. (JMHO) Also watch the 30 support - if holds - for the BKX.
  8. R

    ES Journal Archive (2009 - 2010)

    GS needs to give up support - forces that be are still trying to keep us at the bottom of the bigger wedge though we are ever closer to breaking it. Staying short here - may have to put up with a move towards 840 but I think short still they way to go. Looking at least for a visit to the 50...
  9. R

    ES Journal Archive (2009 - 2010)

    Yep they're on fire for sure - since we started around 824 and they managed to almost get the spx back to unchanged - man on fire! Great call! I wish I could be as good as volente. Makes me sad. :(
  10. R

    ES Journal Archive (2009 - 2010)

    No worries here - I left friday shorter than I had ever been through the ES and a lot of puts - I am mainly an options trader though. But action works for me. Looking to ride until 800 or a little lower - if it happens fast I will keep it on - if slow I will take profits and regroup. Own 900...
  11. R

    ES Journal Archive (2009 - 2010)

    Nice calls lately - kudos. 42.5 was premkt low (not counting the very thin session around 2 to 3 am ) thursday morning premkt. Break there should give way - not mention we are hitting bottom TLs on wedges across multiple instruments and the VIX is moving up along with a euro yen breakdown -...
  12. R

    ES Journal Archive (2009 - 2010)

    Great trade - that was the hard one to make in my opinion. Kudos.
  13. R

    ES Journal Archive (2009 - 2010)

    Transports right back to the bottom trendline on the daily. Watching for a break. May not initially register in the SPX but should if it holds and could be good for a larger move down.
  14. R

    ES Journal Archive (2009 - 2010)

    For all the transports followers ( and I am guilty as a more intermediate term swing player at times) would watch them on this CSX announcement yesterday after the close. It's trading up - may take the transports with it. I was certain we were going to get a big drop yesterday - much more than...
  15. R

    ES Journal Archive (2009 - 2010)

    What happened to this? Oh that's right I remember you just call out levels after the fact never posting an entry exit or stop eh? And now it's the Tday boyz. Volente's calls: Priceless - because they ain't worth caca.
  16. R

    ES Journal Archive (2009 - 2010)

    Not sure when you posted this but euro/yen action heating up - very bullish for the markets. But we still have ECB out in about an hour and we are at the resistance level. I think we break it though 850 to 870 soon - maybe not today depends on FASB. Yesterday's ADP employment data being a good...
  17. R

    ES Journal Archive (2009 - 2010)

    Looks like could be a little breakout going on. 30 minute time frames. Interesting that we sold off right when the VIX hit yesterday's low - it also made a lower high on the daily this morning. Lower low here on VIX would be very good and help with overall indicator lineups.
  18. R

    ES Journal Archive (2009 - 2010)

    Part of today could be the impact of money coming into the market (401k IRA type). Typical for first day of the month - ESPECIALLY given the rally in March. This hasn't occurred for several months but can be a useful tool when market acting better overall. Go back and look at the first...
  19. R

    ES Journal Archive (2009 - 2010)

    Looks like possible IHS in the works for a 790 to 792 target
  20. R

    ES Journal Archive (2009 - 2010)

    Looks ok so far with a little double bottom on the NQ. Going to be watching. Nice entry saliva.
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