DEMTDAYBOYZBEWORKINGNONSTOP
ES Journal Archive (2009 - 2010)
- Thread starter Jahajee
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Well, I wouldn´t contribute only yesterdays sell-off to Quant trading techniques but maybe you sould read some articles :
Firms Seek Edge Through Speed As Computer Trading Expands
http://online.wsj.com/article/SB116615315551251136.html?mod=hps_us_pageone
or it pays off to read some "quant" research :
Examining "Trend" Characteristics
www.hedgeweek.com/download/2070/Amplitude Capital - Examining Trend Characteristics.pdf
or here :
Short-term trading: The facts of life
http://www.harcourt.ch/manual/swisshedge/2006/q2/special_feature.pdf
This necessitates the focus on highly
liquid exchange-traded futures including stock indices,
fixed income, commodities and foreign exchange. The
strategy is based on a systematic and fully automated directional
program which uses extensive quantitative analysis of real-time price data and sophisticated portfolio methodology
to detect ultra-short to short term market movements.
Speed, cost and efficient execution are critical to the
investment strategy. As a result, our execution is entirely
electronic and utilizes in-house proprietary software to
ensure ultra-fast round times.
The large number of trades limits a
dependence on outliers like (for example) the longer-term
trend followers who often rely on capturing the next big
directional move. When markets move in very narrow
ranges over a prolonged period, opportunities for the
longer term trend followers are non-existent. High frequency
traders could trade and deliver results in this scenario
that normally challenges the longer-term players.
In this highly competitive space, the inability to cope with
the lack of trends or ever changing market conditions can
result to a slow bleed and decay of returns.
dependence on outliers like (for example) the longer-term
trend followers who often rely on capturing the next big
directional move. When markets move in very narrow
ranges over a prolonged period, opportunities for the
longer term trend followers are non-existent. High frequency
traders could trade and deliver results in this scenario
that normally challenges the longer-term players.
In this highly competitive space, the inability to cope with
the lack of trends or ever changing market conditions can
result to a slow bleed and decay of returns.
why do traders pigeonhole themselves to a specific strategy? It isn't difficult to look at price movements from different perspectives and time horizons.
easy day
where the hell is everybody. retired?
Long 693.75, target 706.
Today: retest of tuesday lows + bounce imo
Open price below yesterday low will signal a clear drop to print below 680 fast. island formation on a downtrend pullback is the worst kind you can get if you are bullish.
Would that translate into a bottom? I have no idea.
Would that translate into a bottom? I have no idea.
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