Does anyone have data when banks & institutes do the most profit taking?

For those of you following at home, CME regulations state that Tag 50 ID's are anonymous to counter parties and other market participants. In other words, US Regulated Futures Exchanges do not make any counter party information available on trade confirmations or market data messages.
Supposedly, there are historical dataset for some futures markets that have the Tag50 ids for each order (I recall reading a paper that was using it to impute some improbable sh*t). Even that sounds like a massive gold mine unless it's very old.
 
They all do the same thing over and over and over again:

1) positions are initiated or closed in locations that the most pain is inflicted by the participants
2) This works three fold:
  • Large participants need volume to transact
  • Brokers need to get paid and love volume
  • Exchanges need the revenue from the volume to keep the lights on
The art to the entire game is to know where these locations in the market largely reside...this is the art.

If you know where these locations are...guess what, that is where the market is headed.

This is the fundamental structure of the market, the art is understanding where these likely places are and placing bets that the market will hit that area.

This happens in all time frames, but the larger traders operate on longer time frames.


IF you are learning to trade, understand that 80% of the time the market is targeting these locations and place bets that they will hit that location. 20% of the time they are looking to change direction at these locations. Conclusion: spend less time picking changes in trends and more time finding areas the market wants to resolve ie trend continuation

%% Good points/good post.

[IBD];
investors.com has some info on that topic, mostly stocks.BUT even they went from Investors Business Daily newspaper, to weekly newspaper. But they kept the same name .LOL:cool::D
 
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