why dun u want to divulge where ur stop is surfy?
The Surf Report
- Thread starter marketsurfer
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sure, I think TAQ was created in the mid 1990's. nothing new there.
i don't think TAQ is available for commodities.......
surf
Either true market artists don't wish to be constrained by stuffy and pedestrian preliminary protective stops, or some fabrication is best left until after the fact.Quote from MohdSalleh:
why dun u want to divulge where ur stop is surfy?
Either way, it is best explained in the following manner in order to leave room for plausible deniability:
Quote from MohdSalleh:
why dun u want to divulge where ur stop is surfy?
The stops are fluid on this entry, there were no hard stops.... doing what the market tells me, positioned sized to withstand 150 points in the red before feeling serious heat, and trusting the analysis.
surf
What is your anticipated holding period, and how much do you expect to make? Ballpark.
i am shooting for 500 plus points, no time frame.
surf
First, the ability to study market data down to the share or contract wasn't available in the 90's.
Second, evidently those university research groups do but then you are smarter than the collective intelligence in those groups.
I should let them know they are wasting their time and that in the coming future of humans no new technical discoveries will ever be made past your specific level of understanding.
First your talking about two different things. Shares and contracts. Secondly, Your wrong, TAQ data goes back to 1993 for NYSE stocks and is unavailable for commodities.
what is your affilation with these "research groups" as you throw about as if your part of them, professor?
your not making much sense and for someone seeking free esignal data, you are out of your league.
surf
surf
075955685 T A FT 000000100 00000368600 N 00 0000000000004354 C
083409208 D A T 000001905 00000375700 N 08 0000000000006251 C T
084624850 D A T 000001905 00000375700 10 0000000000006252 C T
085402745 P A T 000000100 00000375700 N 00 0000000000007957 C
090521461 P A T 000000200 00000375700 N 00 0000000000008692 C
091555487 D A T 000001905 00000375700 N 00 0000000000009708 C T
093003351 T A O X 000000311 00000376600 N 00 0000000000012798 C
093003351 T A Q 000000311 00000376600 N 00 0000000000012799 C
093023632 N A @ 000046200 00000373900 N 00 0000000000017181 C
093023692 D A @ 000000100 00000373500 N 00 0000000000017196 C C
093023932 P A F 000000100 00000373500 N 00 0000000000017245 C
093024052 N A @ 000000100 00000373500 N 00 0000000000017284 C
093024082 T A F 000000100 00000373800 N 00 0000000000017296 C
093024082 T A F 000000100 00000373500 N 00 0000000000017297 C
093024142 P A @ 000000100 00000373500 N 00 0000000000017306 C
093024202 P A @ 000000100 00000373500 N 00 0000000000017319 C
093025943 T A F 000000100 00000374100 N 00 0000000000017675 C
093027983 T A @ 000000100 00000373500 N 00 0000000000018053 C
093028163 P A @ 000000100 00000373500 N 00 0000000000018085 C
093032183 D A 4 000002200 00000373900 N 00 0000000000019060 C T
093032633 D A 4 000000100 00000373900 N 00 0000000000019230 C T
smoke that.....
Quote from marketsurfer:
First your talking about two different things. Shares and contracts. Secondly, Your wrong, TAQ data goes back to 1993 for NYSE stocks and is unavailable for commodities.
what is your affilation with these "research groups" as you throw about as if your part of them, professor?
your not making much sense and are out of your league.
surf
ps. this might help out your "research"
http://www.nyxdata.com/nysedata/default.aspx?tabID=736#1314
I'm not talking about 2 different things you are. TAQ and specific share/contract information are different.
The smallest increment a market is traded in is a share or contract so research down to that level and how those units build individually and move markets are critical if you are looking for precise results or precise problem solving. Statistical data that is this precise is priceless if you know what you are looking at. This ability wasn't available in 1993.
My affiliation with these groups isn't important but these groups are plotting and documenting the consistency of price movement. I never said or implied I was part of them, just that I was aware of them. Many of the participants keep me informed as their research progresses as a courtesy due to my own research. They feel I make perfect sense since they are verifying the data with their own two eyes. They aren't blindly trusting anyone that tells them prime oscillates consistently.
Name ONE person who is in the finance department of ANY university who can verify that "you are kept informed as a courtesy due to your own research" This is simple BS, unless you care to PROVE otherwise.
surf
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