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:eek: http://www.alleyinsider.com/2008/3/google_february_paid_clicks_lousy_again_ lj

A tasty little piece from the folks at IRA (Institutional Risk Analytics). lj

This problem is, IMO, non-trivial and it demands a solution and so I will propose one. I do not know if it is "right" but I do believe that it is reasonable. For those traders who use channels or trendlines, it is critical that one be able to use these chart constructs beyond the intraday...

Is anyone aware of charting software which doesn't show this artifact (see attachment) or has a way of correcting it? Attachment: Time frame = 9:30-4:15; 15 min time bar. The same artifact is seen with the 5 min chart but NOT with the 10, 30 or 60 min charts. The point is that the...

re: long Gamma. See attachment from IB website. lj

While I would agree that the likelihood of Treasuries defaulting is rather small, the simple fact there was a 10-fold change in the CDS risk parameter indicates that the individuals who structured this vehicle (and as well those who have it in play) perceive that the Benster's recent offer to...

Unpleasantly interesting: http://www.portfolio.com/views/blogs/market-movers/2008/03/12/us-default-risk-soaring In the same vein: http://www.riskcenter.com/story.php?id=16166 lj

FWIW, checked with IB tech support and they advise that when such a thing happens - reboot. If problem persists talk with the API people. lj

Good questions. EOD today, DOM numbers were kinda weird -Bbid/Bask only, at various times. Whatup? lj

Thanks for the interesting post achilles. One of the problems with these boards is that unless you do a "backcheck" on a poster, to see what they've said and where they said it, assumptions are sometimes made which in retrospect turn out to be off the mark. So I would characterize my snipey...

So far as I know there are three "types" of futures tick data that vendors will supply, ALL of which have their origin with CME. Check this thread for a discussion: http://www.elitetrader.com/vb/showthread.php?s=&threadid=117012. ITC feeds do not support DOM, while IRC feeds do and I believe...

Dubya Day. lj

What are these guys conferring about? The attachment shows a little snippet from the folks at RiskCenter, with an implied link to the CB site, telling us that the CB says all is well. The other bit in the attachment is a Barron's synopsis on what the LEI report means, with an implied link to...

You are right Spyder with respect to a tape, traverse and channel on a single fractal - say the 5 minute fractal. By my guesstimate, there were at least three and possibly four lines of discussion going on here, which periodically and inadvertently intersected. I believe I have things...

cnms2, I think that is what Spyder is saying and also what I was originally thinking BUT I think that achilles is saying that when the channel boundaries are "lined up" if you will, that it is easier to anticipate a price reversal in the higher (slower) fractal. I do not know if this is so but...

My original point - price direction is simplier to anticipate at points where multi-fractal LTL confluence (ex, the 5 mins, 15 mins and 1hour), then, as opposed to say, when price approaches a LTL on a 1 mins fractal on a non dominant traverse. My point is that since the appropriate P/V...

I'm not sure what the point is then but I see cnms2 has provided a more salient explanation than mine, if indeed mine could be called an explanation. If one has prepared for a short, the 5 min ES seems a good place to trade it. lj

Hey EZZY, Thought I do not trade FOREX, it is my understanding that eSignal has some sort of tick volume histogram data which the VSA people find to be of utility in their type of currency trading. I have not used this data and have no idea how good it is but whatever, it might be useful. lj

Would the absence of a "confluence" make you less likely to anticipate the short and prepare accordingly? lj

As Sidney Harris remarked one time, "Could you be a bit more specific?" Also what is a predictable turning point? Prediction is not to be found in the JHT/JHM lexicon. lj