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mutual funds are FAR from inclusive of all LTFP and hedgers/commercials. but at least that is something more than bald speculation

you made the extraordinary claim (3%/97%), so the burden is on you to provide the evidence. that's point 1. i know it's wrong, but the burden is on you to prove it's right volume by LTFP's is hyoooge. volume by insurance companies, mutual funds, etc. is hyooge. i can't believe how...

"Very roughly, this means that the 3% of the daily variance is explained by the underlying economical factors, and the rest 97% are the gyrations of the speculators to take money from each other" not even 'very roughly' your initial premise is false. the conclusion is also bogus.

"I can't find the source, but about 97% of the dalily volume of the US markets is attributed to short term speculators, and only 3% to long term investors. " um, no how do u define "US markets"? either way, it bogus. if u are talking the equity markets, it is 100% false. if you are...

i agree about the secrets thing. i don't feel they are some sort of earth shattering grail like mysteries. otoh, my general methodology, my risk management principles, etc. do have positive expectancy and do make money. i DO trade mentoring for a fee, and i do not GIVE it out for free. if...

"In a bull market, mutual funds are not going to sell, they will hedge their underlying positions using futures and options. They must be in the market because the alternatives will leave them underperforming if the market rises and redemptions will happen if they are underweighted and...

the TRIN is: (Number of Advances / Number of Decliners) / (Advancing Volume / Declining Volume) look at the numerator. the more that advancers outnumber decliners the higher the #. that is the (simpler) A/D ratio Advancer/Decliners. TRIN takes it a step further look at the...

interesting, bighog... see, this is a perfect example of how people trade very differently and that there is more than one way to skin a market cat. i would never trade like your method, but if it works for you great.

"Too simplistic my friend. Who is buying those contracts on the 'down volume' ?" here's a hint for you. institutions tend to buy weakness and sell strength "Or do they go into a large crate , warehoused for later retrieval?" contracts are simply agreements. the nature of futures means...

the trin is simply a derivative of price/volume, like many indicators. it is only "Deceiving" if you don't use it in a methodology that has an edge. i can't even IMAGINE trading without the trin, but to each their own.

"u cant say that u prefer to trade low vola, that dont make sense" yes, it does. my primary trading methodology is low point scalps over and over again in the dow minis. i PREFER a low volatility environment. why is that hard for u to understand? on a day like today, i can still make...

like i said, nobody claims "manipulation" when they catch the move. they claim "manipulation" when they miss the move, or get stopped out... or worse when they are short and hope and pray for a reversal as their position moves against them i hear this all the time and it usually comes...

again, it depends on methodology. if u can't recognize that, then that would explain why many fail to capitalize on changing market structure it reminds me of all the people who are complaining there has been no volatility, when soybeans have been off da hook for volatility . if you...

the very idea of "manipulation" is somewhat suspect. there is only one way to make stocks go up - demand must exceed supply. who cares WHY demand exceeds supply, or WHOse demand it is (if u are a trader). the point is to recognize supply/demand inbalance and capitalize on the moves. if...

"More vix, more range, easier trading" again, an extrapolation from your personal trading style to the aggregate. PERSONALLY, i find a low vix environment EASIER to trade (in re index futures) because I scalp and my preferred setups work best in low volatility markets. of course, when...

"100's of millions made in the rally? 100's of millions lost, in the same rally. Or did they fire up the printing presses?" in the case of futures, there is the exact same amount of money won vs. lost. that is a dynamic of the zero sum nature of futures. however, in the case of...

i went long after it broke above S2 i caught nowhere NEAR all of the move. i caught 6, 9, and 16 points on the three contracts. my methodology RARELY catches big moves (i'm a scalper) i tend to be on the sidelines during the majority of most moves, or if in, only in on my last...

" Yes, it's about the ratio, but you can get the same ratio and ratio trend values with potentially very different underlying market scenarios " again, i will repeat this - it is the TREND of the TRIN that matters (at least for my setups), not the #. please explain to me how (you believe)...

that's wonderful, but i will repeat market delta cannot tell you how many "net short" there are. and of course, in futures, there CANNOT be more net short than net long since each long MUST have an opposing position . if u see a lot of selling into the bid, that means more selling...

his argument starts from false assumptions. if the math is wrong, it's wrong and it is wrong.