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This is a synthetic portfolio with a typical (unhedged) asset allocation. This is 28% blue chip stocks and 72% treasury bonds. You can see them working the market to get liquidity so they can get hedges on and/or take hedges off.

ECB, BOE, BOJ, Fed, RBA, and BOC printing money and fixing FX rates. The debts were never meant to be paid. Basically, this is a banking cartel with government mandate to grow their respective economies. You can't fight this group. Elevated rates (on sovereign debt) are completely alien to...

Here's a similar thing. The only difference is that I use a different type of average (it's an inertia study). Then I put two more averages on the detrended subchart. ThinkScript is underrated. <<<

Speculation drives technicals, and is riding on top of (front running) the fundamental move. This is why technicals matter.

The prime brokers will fade retail and lure speculators into moves using their control of the basis. They can offer heavy into the basis and then pull the offer to print a rally in order to lure long spec into a move. They do this to move the market into favorable price levels. Once the...

Maybe a little off-topic but related to the unlit exchanges. I don't know much about this site but it was recommended on here before. Apparently, they have some kind of Dark Pool index going. Looks like it's leading the S&P 500 from the look of their landing page. I'm interested, but I...

Need to use a Watchlist to get "Chg %" or "Change" I think. Also, the NDX is a separate data feed. You have to subscribe to NASDAQ specifically.

Just type "NQ" "YM" or "ES" (without the quotes) and then press enter and choose which instrument/exchanges you want. There is a menu and sub-menu system for instrument selection in TWS.

Risk on / Risk off. Rates track bond valuations, and bonds trade inversely to stocks when they take risk off. They are both hedging instruments, and compete on relative performance. You can trade a rate / index spread to front run the risk on risk off trade. Example Long UB / Short ES to...

You should definitely watch this video! Thanks ZBZB you are a great member of ET! I just want to point out a few things here. If you have read my posts on ET you know that I am a big proponent of understanding index arbitrage and how it is affecting price levels in the market. I don't have...

Structural edges work in this way. Informational and structural edges can't be negated by others, and they can't be arbed away. In fact, they usually involve arbitrage of some kind.

This kind of stuff doesn't even surprise people who know anything about US markets. The federal tax code is 74,608 pages. Innumerable handouts, loopholes, exemptions, special treatment, credits, deductions, provisions, and corporate welfare of all varieties have been pushed through congress...

This is the problem with TWS. The charts have so many bugs. You end up doing what is in the above quote ten times before it actually draws the instrument data! Then the charts fail to accurately draw the basic indicators that are included in the software, especially when you try to chart...

I remember a post from garachen that went something like this, it's an idea worth ~500k per year... After having looked into it myself, I think he is right about that. If you really want to get an edge start looking into the guys on this board. Some of them do not fuck around. Makes index...

You guys need to understand that there is an IQ threshold involved in this. The statistics are being derived under the assumption that the entire population has the same chances of success. In other words, they are assuming total bullshit.** **(that success likelihood is a parameter, and that...

Sure, here it is. They are starting to walk the deduction down 0.5% per year for the next few years but it is really big at 49%. You can have >1mm in mortgage and deduct half the payment? I'm not sure about all this, but housing has been going up YoY for a while.

This is insane. I was looking into real estate in the EU, found out some shit. They are pumping bubbles in real estate that puts the fed to shame. Maximum tax rate deduction on interest paid? The maximum tax rate was 52%! WTF are they smoking. This is bonkers, negative financing rates AND...

I know about something like this. But, I also know that it's already widely known among sophisticated algorithmic and HFT arbitrage trading groups, latency arbitrageurs, and exchange member firms. They have advantages and use them in innovative ways. Also, there's a huge amount of information...

Trump 2020. Make America Great Again.

This is awesome. Buffet's gonna continue to make calls even from the grave! What a legend. My favorites from the greatest.... "Beware of geeks bearing formulas." “Be fearful when others are greedy and greedy only when others are fearful.” "Wide diversification is only required when...