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No, I'm not one of those. Just trying to understand the rationale behind the skewed risk-reward of this trade.

Let me make sure I understand this: You're looking for 9 ticks upside (average sell at 111'04.5 to exit at 111'00) while tolerating 13 ticks drawdown (average sell at 111'04.5 to 111'11) That right?

Not being facetious, just curious: What makes you say that? Absence of scheduled news or something else?

What happened? It's not a single bad tick, these are real trades up to 50 points below ZG.

You booked a profit of 2.2% and then you made a mental note to trail tighter stops next time. :D

I see what you mean. 08:35:04 CET. Printed every price on the way up but jumped 3, then 10 ticks on the way down after whoever fat-fingered this one had cleared the book. Ouch.

I've seen it do that after figures, but the book thins a minute beforehand so you can see it coming and cancel resting orders. To sweep 10 ticks otherwise you'd have to hit 300+ lots with a market order and not care about the average fill. Who does that? (Not saying it'll never happen, just...

Thanks for the good wishes. About 250 of them actually traded, in 6 shots, according to my T&S. Took all of 3 seconds, so that wasn't a spoof, that was a real seller - and not a good one to lean on ;-( Too fast to react to, so no good for fading from below. What do you think of putting a...

Any of the ones I mentioned above plus CQG, I believe.

Well, I'm watching, and attached is what I see. :p That 100+ lot offer at 85 has been sitting there for ages and price has been hitting a brick wall at 84.5. (Whoops, just spiked up to 92 and back down again as I type.) Anyway, what I noticed is illustrated by the chart - see how price...

Well, that's what the FTSE does all the time. I was asking about FDAX because it looked to me (over the last few days at least) that some of these large orders made the market shy away from them. I'll definitely watch carefully during the ECB press conference, Trichet's graduations of...

PATS, RTS, Easyscreen, X-Trader, etc.

The recent fun in equity markets made me look at index futures again, and I found what looks like a tradable edge in FTSE and FDAX. I'm keeping an eye on it during the day, and noticed that the market's behaviour relative to large limit orders seems different in FDAX and FTSE. The...

So they asked 101% of traders. Hmm...

Feb 26, 2007: Keel Capital hedge fund to shut down Firm cites lack of short-selling opportunities, restrictive strategy http://www.marketwatch.com/news/story/keel-capital-shuts-down-citing/story.aspx?guid=%7BBBDB6214-7D08-45D7-9BB7-31D4C05DB7C4%7D OK, it's easy to be smart in hindsight...

Oh, I meant to ask what made you pick '08 as the short entry point earlier.

Even so, nice catch. What made you pick '08, though?

What's your rule for coloring the bars red or green?

Why 111-18 ? (Just curious.)

It isn't strictly artificial. The bid was real enough. If someone had hit him for 400 lots, he would have been long 400@89.5 while the market dropped to 83. His excuse would be that plus, when asked why he pulled it: "Just changed my mind, guv." It's the risk/reward that intrigued me...