ES Journal Archive (2009 - 2010)

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havent been this confused since beginning of month. not sure what they want tomrw. i was looking long all week, but admit i have some spy puts as of today, just for that scenario. 107 or 111? hmm
 
Quote from ASusilovic:

High Frequency Bullshit "made on CME"...
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ASusilovic, why do you think this move was result of "High frequency bullshit" as opposed as to a normal market move?
 
Quote from jjj1000:

ASusilovic, why do you think this move was result of "High frequency bullshit" as opposed as to a normal market move?
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If this was supposed to be a normal market move - let's suggest a player wanted to unoad his stock positions, he is interested in getting the best VWAP. Never ever he will receive VWAP with this sort of "trading".

You have to understand the insane, ill minded "models" of statistical arbitrage players to apprehend this "bullshit".
 
Quote from ASusilovic:

If this was supposed to be a normal market move - let's suggest a player wanted to unoad his stock positions, he is interested in getting the best VWAP. Never ever he will receive VWAP with this sort of "trading".

You have to understand the insane, ill minded "models" of statistical arbitrage players to apprehend this "bullshit".
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I see. Thanks!
 
If you have a never ending supply of buying power of intraday funding, you just buy, keep buying, buy some more, the sellers will eventually run out and the price will move higher because you have absorbed the other side.

This is the game now. Equity fund flows have been negative for months (domestically) until the past week or so. Thus, they are slowly but surely getting to be fewer holders left - or the ones that are holders don't have as much.

Of course once you realize you own everything and there is no one else to buy from - well....
 
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