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Many thanks GAT, There's not much new under the sun is there? Not sure if ET allows links to external sites but here's the link to Clenow's Plunger idea for anyone else who may be interested: A Counter Trend Indicator: Profit from Trend Followers’ Weakness – Following the Trend

GAT, Moritz and Jerry (and others) have in the past made remarks along the following lines: - systematic trend followers tend to enter trends at approximately the same time; - trend following may become less profitable if the strategy is more heavily adopted because of the negative market impact...

The following idea(s) came to me after reading a bunch of threads. Expert feedback would be appreciated: STARTING ASSUMPTIONS - The majority of bids and offers are placed by a small number of market making (MM) algorithms. As a starting point, I usefully imagine that a SINGLE MM is responsible...

interesting replies - thanks all

Hi, Hopefully a few members here who understand financial statement analysis could help me understand something: I am aware that, from a fundamental perspective, there are at least two approaches to valuing a business: (i) estimate the value of future cash flows (ii) estimate the "wind-up"...

Hey, thanks - great spot I find it rather misleading that Yahoo label what is in fact "average volume" as "volume", but now I know. Cheers!

Perhaps. But note yahoo and google do not get the same figures for volume.

Rookie question here, Could someone please shed some light on precisely what is meant by the SP500 Cash Index? As far as I can tell, the SP500 Cash Index is more of a *notion* than an actual tradeable instrument. I've checked CME and as far as I can tell nothing along these lines is traded...

CME Futures. I myself have spent cumulatively hundreds of hours staring at the Gold futures (GC) price ladder. These bids and offers are legit. But I've never understood the reasoning behind them.

I'm fortunate to have access to a Bloomberg terminal at work, meaning it's easy enough for me to trawl through intraday tick data. Every once in a while I come across huge bids or offers in gold futures, that have fully traded, all at a single price level. I can't fathom this size of order...

Yep - good points. Particularly your last. There has to be someone on the other side of my trade, even when I think I've finally found the moment to make a good one! I guess the markets may become more explosively reactive to breaking news, i.e. machines reading complex news and instantly...

Just some reflections here on a quiet Thursday afternoon, nothing more than that... One of the more experienced posters here, Garachen, posted a long time ago about Why Strategies Make Money. He cited the following as a viable way to take money out of the markets: "News dissemination. Complex...

I would be very grateful if anyone could dispute the accuracy of this data. Ask three people what cumulative volume delta is, and you may get three different answers. I have reason to believe my data is air-tight, but I am disturbed that the "At Ask" volume has been lower than "At Bid", across...

As I have access to a bloomberg terminal at work, I like to play around with historical price & time data, of an evening. My latest curiosity is what I think of as seasonality. Not in the Earthly or agricultural sense of the word; I mean focussing on whether there are specific times in a day or...

Aye true enough

My tip is a blog, Google - "monevator". No affiliation to me but good discussion around passive inv. I go for vanguard global equities 100% and don't bat an eyelid over the chinese shock etc

Great and thorough response. I'm not yet convinced these were false signals, in so far as I believe you might have been able to snatch several ticks in each case. I agree that it makes little sense for anyone to show their hand in this way and therefore safer to assume the larger move is going...

get them hooked young hehe

Suppose the flip side to that coin is, if you make millions, you have only your own genius to thank. Ego boost and then some? I agree with sentiment of your post but I think traders can and do come up with endless excuses for failure - often blaming algos, in my experience.

Fascinating action on the price ladders today, but due to lack of interest I'm inclined not to continue posting here. Just wanted to give fair warning, as I do myself find it frustrating when an ET thread runs cold with no explanation.