ES Journal Archive (2009 - 2010)

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Quote from sponge:

What data are you using to measure the "bullish/bearish inflows"?
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Nothing clever I am afraid to mention, nor indeed is it worthy of being declared a secret. It is simply a build up of bid-ask from tick level.

I do not use it for intraday trading because it requires assumptions and I do not care for assumptions whilst trading.
But like a lot of things, the overs and unders tend to iron themselves out as the picture expands into a macro view, and providing you do not alter the format then the relativities contained within the macro view are maintained.

Every picture tells a story
 
Quote from ASusilovic:

Some shorts still have not learned their lessons and need another one or two...
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The sell at the end of the day and overnight is simply bots seeking VWAP in the index to lock-in or protect their profits.

Humans, on the other hand, reading too much into the charts for signs of a top. =)
 
Quote from Lawrence Chan:

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Humans, on the other hand, reading too much into the charts for signs of a top. =)
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Very wise words indeed.

Fertile minds will create an oasis in the desert where only a mirage exists.
 
Quote from Lawrence Chan:

The sell at the end of the day and overnight is simply bots seeking VWAP in the index to lock-in or protect their profits.
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How do you know this?
 
Quote from tortoise:

How do you know this?
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MM bots are not that complex to write. It is not a secret how they work. :cool:

Edit: More bots the better ... making the structure more and more predictable. They can take all the mini moves they want, just leave me the big ones will do. =P
 
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