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This is what I think...the price will hang up in a higher zone and then just get smashed quickly back down when the volume comes back in. Would you want to be ahead of a very large order or do you prefer to enter after you see it? I can’t decide based on what I’m seeing...

I don’t know that it’s so simple...at least it looks more nuanced from where I sit. I see this other trader sometimes creating having for the MM bots and they widen their spreads considerably. Not trying to imply the mm is a human btw, but I do think the large block orders are human.

If he comes in with a giant order, the price seems to walk up very significantly tick by tick for a while after with almost no volume (I'm assuming it's the MMs' algorithms). Why does this happen - is there some mechanism I'm not understanding? Bots looking/sniffing for liquidity or small real...

I'm trading single name equities (large cap).

Thanks Rally. Probably saved me time in the weeds. I think I follow, I'll do some digging.

Thanks Rally. I have been reflecting on your advice earlier in the thread... (IE, not to trade the switches unless there is a specific reasons/alpha). However, I don't understand the "flows" enough to make this call. I think I will start by trying to price the VIX myself as a first step by...

Neither SLE nor Kevin Schmit are fans of this guy. Just fair warning...their reviews of his work seem legit to me.

Sorry I never follow up on this journal. I will actually close this journal as I decided to commit to trading another product. What I learned was the following: - I do not understand the VIX complex. It's hard to have any confidence in what I am doing if my knowledge is superficial. - The...

Hi everyone, I'm looking to get your guidance so that I can learn from my last 2-3 weeks' of trading activity. I am trading what I consider decent size in a single product (half a percent of the daily volume). My trades are quiet and I tend to not wipe out the order book (term?) too badly when...

LOL - sorry man, I need to stop doing 3 things at the same time! I don't know how to interpret the implied moves in this context...I'm thinking market vol might overwhelm if the market continues to trend downwards... Are you providing access to your earnings analysis tool?

TBT, how are you seeing the Jump vol vs. implied move? I haven't done any math, so my guess is that the implied move is drowning/overpowering the jump vol. What do you think?

Thanks for this feedback! I found the clearing data, very interesting stuff. I have to try and learn some more R to wade through it. Can I throw some follow up questions at you? Really excited to learn more. What specifically makes this a retail appropriate strategy? Is it because the volume...

Sle. Thanks for helping, this very fascinating. If you don’t mind, I will keep the questions coming: Why does a dealer only trade on the close? Why not midday and then flatten? (If advantageous). Would a retailer try to analyse the magnitude of the swap flows indirectly from the cash index...

I’m sitting on a 25 percent mark-to-market loss on the position as the spread has widened from 2c to -10c. It’s weird to say I’m ok with the loss but this is how I expected it to react given the context. I will be holding through the loss for the next couple of weeks. My exit will be a 50...

Last week (Friday), I took an amateur approach to trading volatility. I Bought 5 x Volatility (VIX) JUL/AUG calendar spread (-JUL + AUG) for 0.02$. My required margin is ~2.5K CAD on this trade. Right now, the position is acting the way I hoped as I’m happy with its reaction to the heightened...

The research I have read seems to indicate that certain types of meat cause inflammatory responses which are detrimental to the body. I am not sure if the benefits of meat outweigh the costs given that there are satisfactory substitutes.

Thanks for the advice. What do you consider an example of a dislocation in the term structure? Or if can ask the question another way, what should I compare the term structure against to begin building a model or understanding of the relationships between the different months? Btw - don’t...

Rally, didn’t expect you to chime in so really happy you responded. I have to admit that cheapness of the spread is part of it. I felt that there was little advantage to going AUG/SEP given it was more expensive and so inferior to JUL/AUG if curve kept flattening. The nearer switches worry me...

I'm not anticipating any events in the summer. I don't have a view that far in the future. My rationale for the trade is that there is more of a possibility for the spread to widen in my favour than not given that the recent week has narrowed the spread to almost zero. My best guess about what...

Bought 5 x JUL/AUG calendar spread (-JUL + AUG) for 0.02$. I am expecting the spread to widen in my favor if the term structure steepens over the next week or so.