Search results

I would think in a half-tick market the risk/reward for the spoofers is not in their favour,maybe a quarter-tick Euribor might flush the nuisances out of there as well - they'd have some hefty Exchange fees to cover and less REAL liquidity at every price. Bobl definitely more interesting now.

Volume not bad,bid and offered in 500 lots which actually get completed instead of 5000 which never traded,it really is the e-mini-Bund.

Exactly.People are finally figuring out that they can't compete and the sad truth is that LIFFE want the best of both worlds - the big algo models providing this 'great' liquidity and a load of crappy locals churning out tons of round-trips lifting the wrong leg in front of size and looking for...

Of course.I don't know why I didn't think of that before - I'll just do the same.Let me see, I'll stick 10 million dollars in my account,convince my clearer to give me 40,000 lot limits and I'm in business! What about all the 'locals' that trade any size between 5 and 500 lot clips that can't...

I understand if you'd rather not say,but I'd be interested in knowing what markets in particular you were trading on LIFFE and the kind of size your black box was inputting. Just about every local I know(the few remaining!) has had a problem with the algo-trades sticking in tens of thousands...

It's not just the computer scalpers that ruin everyone's fun,doesn't everybody just love the scalper/spoofer - go bid for thousands,flip,go offered in thousands - a real asset to the trading community!

Scalping has definitely got harder as the years have gone by,the 'computer scalpers' are a real nuisance,yeah they get it wrong but because they are relentless and don't lose confidence when they do a crap trade as they have no concept of money they just don't seem to leave it alone. But is...

Impossible to give exact times but a rough guideline for lightest volumes is any time the DAX Future is open but the DAX cash isn't. Expect highest volumes over Eurozone figures/ECB Members talking,US figures and the 2 hours between the DOW cash opening and the DAX cash closing. Hope this...

I wonder why LIFFE don't hand out copies of the article from the WSJ which reckons all these spoof trades are computer-generated and that the top 3 traders in the Euribor are now computer models. You think 13,000 lot offers in Euribor are ridiculous,Short Sterling regularly has 50,000 lot...