Does anyone here know somebody that trades for an index fund?

Just wondering because I want to know what systems these guys use to initiate trades throughout the day. I'm mainly interested in ags.
 
maybe this ...

www.cyclismo.org/image/ouija.board.gif

I presume they look at other commodities

with related correlations over time and use some

tech / fund anal as well as having a macro sense of

order flow across the spectrum as well as the dollar

however it seems that both they and the "trend following"
CTA masses sometimes do not give a hoot about slippage or

"paying up " to get on or off the bullet train

www.chinatownconnection.com/images/bullet_train.jpg

other times it can look like this as they march up or down

http://progressives.typepad.com/photos/uncategorized/army_ants.jpg


:p
 
All seems very non-scientific. I mean what is an indicator of order flow? Cause they typically are the order flow! You can't tell me Deutsche Bank is just letting its traders "feel" the market in order to identify entry points through out the day. Most of those guys know nothing about ags.

It is very strange to me that nobody knows how these guys operate on a day-to-day or better min-to-min basis.

Just to clearify I'm not interested talking about why they're trading or how they decide to over the long-term what to buy. I really want to know what it is that makes an index fund trader pick up the phone and say BUY at a given moment.
 
ah ... so you want to figure out how the "whales"

move in the ocean ?

as if a whale is going to tell you so you can front run him ?

look kid ... I have to assume these guys do "answer" to someone

and are not about to tell the masses on ET how they operate

but I suggest you read every day the "news" and watch and learn daily .... as I try to do

here is a whale for you though ... a famous one at that

www.youtube.com/watch?v=oQonowKNo0s

:cool:
 
here is your homework assignment

when does the whale "roll" em over and what is the cost to the whale to do so

Aluminium
Brent Crude
Copper -
Corn
Gold
Heating Oil
Light Crude
Natural Gas
RBOB Gasoline
Silver
Soybeans
Sugar #11
Wheat
Zinc

:p
 
Well I know the whale's won't spill their guts on ET, but there needs to be an ex-whale on ET somewhere. I know that looking at the prospectus for roll dates is useful, but i want to understand the mechanics of their operations more fully.
 
Quote from will2205:

I should actually know better than to expect to find anyone willing to share such info on ET.

Yup. you are getting closer though (at least what you said before).

thing is no one that has a good edge will give it up. that's just life. keep poking around i know you will stumble on it sooner or later.
 
I have began doing regression analysis on Ags verus macros. One of my TA's works for hedge fund and said this is a good place to obtain info that funds may use. Any thoughts?
 
you had it right when you realized that nobody "in the know" on this sort of thing will give up any info.

Having said that, you really need to be more specific. Do most of the funds trade in the same type of "style"...yes and no.

In each ag market (grains, softs, meats) you have some that trade a larger macro style than others, whether it be for longer term hedge or directional bias, you have others that are the traditional "trend followers", and you have those that only deal in futures as a delta hedge to options trades.

As with the different general styles....there are as many "ways" these guys trade as there are traders....and it is very dependent on the market you are in. The fund traders do not trade the same way in the corn and bean pit as they do in cattle or hogs, just due to the way each of these markets are structured. Added to that, most of the guys who trade for these funds have their own personality and style...which is becoming less of a factor now with most of the volume migrating to the screen.

Finally, you need to realize that you not only need to watch the funds, but equally as important watch the commercials...or in the case of non-self clearing commercials (Cargill comes to mind), watch who they clear through. Commercials still carry (imo) more of an actual influence in the ag markets (except when roll time is concerned), as far as directional flat price trading is concerned. (and to a bigger and bigger extent each year in the spread market as well)
 
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