Inventory Grab Alert 4/30/09!
- Thread starter AMT4SWA
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Quote from AMT4SWA:
I have mentioned before in this thread and others, that FULL delta zone tracking has to be done by tracking multiple contracts (through rollovers, etc).....that is what I was taking about.
Inspired thinking, not many of us would even consider the influence of rolled contracts.
Now here we are two weeks more or less from rollover with most of the trading of the front month on the board.
What % of total contracts have you carried forward from rolled months.
Doesnt need to be highly accurate, I am just trying to gauge the effect of the rolled months on the front month.
sosueme
eSignal has continuous contracts for its futures... do they help or hurt the rollover measurements or is it necessary with a continuous contract market.
I think AMT has been clear about this: He keeps track of all rolled and expired and new contracts from the moment they start trading, so that he can have accurate bid/ask deltas for every rotation in the past or future.
I guess that at some point he merges the old expired contracts into one integral database that he uses to determine the inventory grab zones, etc.
JW
Quote from AMT4SWA:
I learned AMT from a variety of sources over time and self study (Don Jones/Cisco Futures/CBOT training/ IOAMT.com).
So you know Jackie from ioamt?
She is one hell of a trader! I was very impressed by her when i trialed the room.
I never intended to actually join the room. I just wanted to see what i could learn for free in the week that the trial was for.
Jackie seemed to take the room over for the evening trading sessions, and i dont think she made one bad call in the whole week. It was obvious that she knows a hell of a lot from hearing her talk.
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