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I can post here a script that will plot bid/ask ratio across 5 DOM levels to give you an idea. However, it will only work in Ninja 6.5, I am yet to upgrade to NT 7 (actually waiting for NT8 to migrate all my stuff). Let me know if it will be useful for you.

Thanks. I do keep an eye on them, but they are not factored into my algos too much.

I did isolate them, however I did not see any pattern where they could be used. I have seem many times no price movement after a massive size at all.

I came to the same conclusion. back in a day found some reference to K-Blox, but these trades do make it more difficult to analyze tape.

What do you mean by an example?

It is a phenomenal contract to trade. It is liquid, volatile and has a high tick value ( approximately $22 or 25,000 krw). To give you an idea, 20 tick range is a very slow day. It is usually between 40 and 60 ticks. Currently opens at 8pm eastern time.

What I see is actually is not iceberg. It looks like an underwater portion of it, if we use this allegory. Imagine, 120 at bid and 150 at ask. Then tape prints 230 executed at bid, yet the bid level stays the same and size on that level is also pretty much the same. These trades have no...

Yep, only the closest levels really matter. And the only way to properly analyze them is to develop source code. NinjaTrader has very good methods to analyze this data. However, I see large size trades all the time that appear in T&S, but do not affect DOM at all. Kinda puzzling, was not able...

+1

Not all of it. The dog example is a good one. Once bitten by a dog a person might convince himself that every dog will bite him, which is obviously not the case.

I actually like the first book. Among many things, it introduced me to Tai-Pan series. His health section was quite interesting as well. Several indicators he described, gave me some insights on areas of additional research.

If this even becomes a reality (i strongly doubt it), but nothing is impossible, I think it will have catastrophic effect on our civilization. We will become a very static society without much change.

Rich pay way too much, no question about it. It is the ultra rich that do not pay their fare share. It is as simple as that.

Hi reminds me of Nisson who also only teaches. They bring in too much $ through teaching vs trading, and it is all risk free.

Wrong, both extreme right and left are.

People in those neighborhoods just need a reason, no logic is required.

All top 10% pay way too much, however ultra wealthy, who are a tiny fraction of top 1% are not paying their fare share. There is the whole industry that uses elaborate schemes to help them paying a much smaller % than the rest of us. Yet, they get to enjoy all the same benefits as we all, plus...

if North attacks South, they will be annihilated via air quite fast. North best bet is if they would be invaded.

Fascinating story on people's greed and stupidity. I guess the supply of suckers is never ending.

The problem is that "useless" research can yield amazing results from time to time. Look at history of penicillin. It is staggering how many lives this accidental discovery saved.