Just a typo here. I should have written that
"HFT arbitrageurs provide new bids on globex and hit bids in cash"
Trading Risk on / Risk off
- Thread starter Real Money
- Start date
Just a typo here. I should have written that
"HFT arbitrageurs provide new bids on globex and hit bids in cash"
RM,
If I were a small NQ micro trader and I understand what you are posting how could I get involved with your research to benefit my MNQ trades?
ES
If I were a small NQ micro trader and I understand what you are posting how could I get involved with your research to benefit my MNQ trades?
ES
UBZ19 closed at 191.625 on Friday 9/27/2019
ESZ19 closed at 2,968.50
Here is a chart of the YEAR TO DATE comparison of a portfolio allocated 72% bonds and 28% equities.
$1,533,000 in Ultra Long dated Treasury Bonds
$593,700 in S&P 500 Index Holdings
Basically, the fund managers are taking the profits from the equities and buying bonds with it. Just thought that I would share this with you guys. It's one thing to know about this stuff, you have to also know how to trade it.
It's in the news lately that fund managers are trying to de-risk their portfolios.
You can see why. They made a lot of money this year, and they want to keep it. Bonds are pretty expensive and equities are getting really volatile. Managers are buying 'value' stocks and sectors now that the selloff has made some of those more affordable.
ESZ19 closed at 2,968.50
Here is a chart of the YEAR TO DATE comparison of a portfolio allocated 72% bonds and 28% equities.
$1,533,000 in Ultra Long dated Treasury Bonds
$593,700 in S&P 500 Index Holdings
Basically, the fund managers are taking the profits from the equities and buying bonds with it. Just thought that I would share this with you guys. It's one thing to know about this stuff, you have to also know how to trade it.
It's in the news lately that fund managers are trying to de-risk their portfolios.
You can see why. They made a lot of money this year, and they want to keep it. Bonds are pretty expensive and equities are getting really volatile. Managers are buying 'value' stocks and sectors now that the selloff has made some of those more affordable.
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You should probably just try to daytrade the Nasdaq. There is going to be a lot of volatility in the indexes. What brokerage do you use?
My research is all about analyzing HFT and programming visual representations of what is happening behind the price. The really big money knows how to hide their buying and selling so that globex speculators keep taking positions against them.
For example, they can keep a downward drifting market going for a while and accumulate lots of exposure from the trend following algorithms that will short the futures. Then they widen the spread and use HFT to push the market up and force globex shorts to buy back at a really high price. This way they can get extra exposure and profit from shorting the squeeze!
Also, they can keep buying higher and higher and provoke short sellers if they need to get a lot of exposure done. They try to game VWAP because they guarantee VWAP to their clients (Prime Brokerage). This is just one of the things I have watched them do by taking advantage of HFT.
They also bang the close and manipulate the after hours session.
Big money can push the market around, but it's not the only thing that moves the market.
Hmm, I'm thinking about getting an AMP account and funding it with $10,000 just to practice trading for a while with a small account and micros. Is the data cheap? They have some good front ends that I would like to try out.
I'm speechless guys. I just started looking into this and found the proof. Here is my custom indicator that plots the NET ARBITRAGE activity against a BOND/INDEX SPREAD.
It's a perfect match. This is completely insane. The indicator is in white with yellow, orange, and red linear regression averages and with a ribbon of aqua simple averages. (the indicator is using data feeds not present on this chart!)
The overlayed series in magenta is a spread of Ultra Long Bonds and the ES front month. It's all starting to make sense now. I have finally found the secret.
It's a perfect match. This is completely insane. The indicator is in white with yellow, orange, and red linear regression averages and with a ribbon of aqua simple averages. (the indicator is using data feeds not present on this chart!)
The overlayed series in magenta is a spread of Ultra Long Bonds and the ES front month. It's all starting to make sense now. I have finally found the secret.
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