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Long bias for noon ct now just trying to dodge the algo bs.

Clearly alot of algo positioning with possible AAPL dump manipulation to get the VWAP done. Watch AAPL 491.

Actually I forgot there is a bond auction at noon so they could be working this either way into that.

Alot of negative delta absorption at ES Daily Pivot as if large participants are playing for NVPOC and prior Settlement just under SPX 1710. But I have a hard time seeing an escape of VWAP test here.

London currency manipulations after ECB overnight operations.

Perhaps this is true for intraday considerations. But the location of the VIX is informative in the daily chart and I use it regularly to decide when to start taking intraquarter swing trading setups in my equity portfolio.

Managed to get half off on that inventory grab but now if NDX 30 Held Bid I have to let the rest go.

I guess I jinxed myself there as now the Nasdaq cash and futures delta are trying to roll at NDX 30

In my experience the cash delta can be informative for assessing the proper bias for the close when holding a position between 1030 CT and 1230 CT. For example right now I am still short a piece of TF despite the blow back at 1200 CT. Why? Because the Nasdaq cash delta never confirmed the...

http://www.youtube.com/watch?v=CkDZbGVR7Y8 Schwartz touches on the topic in this video...

I did not trade the futures prior to 2010 so I don't have direct experience with the issue, although I can clearly see the way the order flow in the futures and the cash is manipulated, particularly after the close of Europe equity at 1030 CT. But I have heard alot of talk from those that did...

Ok. So you said you have not tested the futures contracts prior to 2007 and both the futures and the cash are profitable afterwards. In that case I thiink you should consider the changes that have transpired since 2007 in terms of market maker behavior. Your system may be capturing market...

So does the SPY and QQQ perform as expected from 2007 to present?

Have you broken down the performance by time of day? Are you using time of day as a variable for the patterns?

The common denominator in all of these issues is the Fed's determination to avoid deflation at all costs, even when said deflation is driven by beneficial supply side factors such as technological innovation and global labor arbitrage. The inflation has to come from somewhere and when the...

There is a limit to economic integration in the absence of fiscal integration. The Euro experiment is a case in point. The economic integration between the US and China is approaching practical limits in the absence of fiscal integration. This economic integration and the consequent real...

My apologies as well.

game I was just responding to this commentary. But l should have ignored him since this is your journal, not db's. Right?

At this point I would not consider long NDX near 35 unless and until the $SOX is cooperating.

Not my jargon though. Pretty standard tape reading talk.