Search results

op your problem can be solved by placing your orders where you can gain positive slippage, that way your gobbling up all the market as its goin against your intended position. know its far over the head of people on this forum but it's how you fire off 500 to 1500 contracts without getting your...

i think this is probably closest to what i'm messing with. it seems to work pretty perfect the way i have the rules setup. i think the main problem with anyone doing this, is just not knowing what it looks like in the first place. once you have been on the commercial side and watched a huge...

my point is not that big trades have any special insight's - it's that there is always a reaction shortly after the block goes in. that reaction might be an edge and provide an opportunity to scalp some profits.

in my first post i did specify the e-Mini S&P 500 and that is what i have been focused on. however i first saw this action trading the big sp's back in early 80's. the pattern was very distinct and i know it well because i was the guy who was causing the pattern. i think this idea could be...

if it were clear to see commercial blocks and you could isolate them you would probably have a edge. so i think it is worth while to pursue, problem is from what i am hearing "identifying"?

clearly there are reactions just after commercial trades and i have been thinking about isolating and studying specifically those events.

in the old pit days you would give them a 30 tick range say for 500 to 1500 contracts it was always interesting to watch them get filled on a tick chart. you could actually see your trade getting filled.

I was wondering if anyone is identifying commercial trades on the e-Mini S&P Futures?

by far manually day trading is not dead. if i had a talented guy to do execute trades i would be doing it also. i had a guy once who was just magic executing, i would order a buy or sell and he would manage to get better fills and take profits on spikes and then re-enter the original position...

thank's for the kind comment - m btw mature trader discussions are mostly on linkedin now search for Algorithmic Traders Association why they can't put it together. i myself could not put it together either. i thought i could, i had tremendous success early on but what i found out was that...

hey i admit i am probably the biggest loser on this entire forum, there is no one here unless niederhoff is on this pathetic forum which even he would not stoop so low as to be here. anyway i am a realist knowing where i come from and a hard core beliver in my abilities. i dare say none of...

i think you could put me in a room full of quants and ask me how to design an algorithm to find the largest palindrome in a given string. i could not only show you 10 ways in 10 languages to program it, i could show you most importantly the 100 ways it would not work. i could stand in front a...

successful traders have an edge. most will not tell you their edge i will completely disclose mine to you. you are my edge all you people and how you think and react, i have been studying your habits for many years and quantifying your decisions. i know what you will do and when you will do...

if writing covered calls same thing applies you would want to write the calls when there is a spike in volatility. if you write them in low volatility you will not make as much premium and any small blip will get you exercised. but if you had a good run and your ready to get out anyway it...

the problem with that scenario is that the market factors that in and the premiums are also little as the volatility dies down. then what happens is you get a one day spike and you're immediately on margin call. the only time to EVER sell options is when the market is spiking. to make money...

properly capitalized you can not lose.

typically the longer the quant view the bigger the degree of error. that is why it is so much easier to predict with great accuracy short term movement.

so very true - you post anything constructive on et and the stupid fucks come out in force. it's really amazing like a mosquito they will hunt down intelligence and attack. this was not always the case on this forum. i really think it's that dawning of college polluted and brainwashed minds...

i read this thread and ask myself "who are all these new people" what is going on here. it's like the bill murray, groundhog day movie. lol

i worked for a very large option trader. often the phrase "put up your house to gain a bicycle" would come up. we were short the same strikes that busted niederhoffer, difference was we come up with the margin. trading short is always my first choice and i have just learned to accept the...