I love the DIX!

[MagicMike]

Someone else posted a thread about 'chart porn' so I thought I'd show everyone pics of the DIX (not mine tho) because IT EXCITES ME

DIX means 'Dark Index'... it's an aggregated S&P dark pool buying/selling indicator. So if it's high that means ppl are silently buying. And if it's low... selling. There's docs with more info (click the info button).

Green line is S&P, blue is DIX.

I posted about dark pool stuff once before but then stupid people post and it gets long and stupid. So stupid people don't post.

Anyway, I'm starting to understand the way this dark pool data works pretty well, so if anyone else understands or wants to work with/help me here I want to really GROK this and reverse-enginerr methodology as much as possible. Because this is weird and edgy and I'm making $ from it.

It's at http://dix.sqzme.co and you can DL the data by clicking in top right.

I'm currently trading this stuff w/ options, dicretionary. Would like to take bigger step, maybe semi-automate.

There's also GEX (gamma) on this chart, you can click the button to see it, but I think maybe I'll post about that in an options section because it's option stuff.

Anyone wanna chat about tha DIX?

 

[Overnight]

Ahh, a godaddy addy. Dunno' man.

Bottom line...Where is the "DIX" going next week? Can that be gleaned from this chart you have posted?

 

[MagicMike]

Ahh, a godaddy addy. Dunno' man.

Bottom line...Where is the "DIX" going next week? Can that be gleaned from this chart you have posted?

Uh. K. I have been using this is make much more accurate predictions than I've seen anyone else do. Which is why I - you know - posted this in the first place.

More background to prevent ppl from wasting more space:

It seems like this data is coming from the tape. So if there's a dark pool print its likely direction (buy/sell) is determined with context (like nearer to the bid/ask at the time and/or movements of the security after a midpoint ATS trade is done, intermarket sweep times). This is what the docs and other info seem to suggest. So the idea is to read HFT market making algo patterns as it relates to liqudity provision in dark pools/internalizers. Since these liq providers use algos they exhibit patterns.

Does anyone have a sample of good tick data we could use to look at these dark pool trade patterns? I.e., when, how much, and what other types of orders accompany them?

PLEASE ONLY RESPOND TO THIS THREAD IF YOU KNOW WHAT DARK LIQUIDITY IS

 

[jj90]

So you like the DIX eh.....

 

[kp95]

Can you explain to me how it works?

 

[blatentdisregard]

Uh. K. I have been using this is make much more accurate predictions than I've seen anyone else do. Which is why I - you know - posted this in the first place.

So are you still using this, still making $ from it, and what more have you learned since posting? Old thread I know...curious about sqzme also.