Archive for November, 2011

  • True Two-Tiered Market
    Posted by on November 29th, 2011 at 5:41 pm, Comments: 0

    File this one under the legitimization of flash orders.  While the Reuters article focuses on the impact to retail investors, this is nothing more than [...]

  • Historical Precendent: Nonfarm Payrolls Gap Monday ES_F, SPY, SPX
    Posted by on November 27th, 2011 at 10:55 pm, Comments: 0

    Here are some select examples of weeks where the Nonfarm payrolls are released.  As I’ve written before, these weeks have a strong bullish bias in [...]

  • TED Spread On Watch For Breakout
    Posted by on November 23rd, 2011 at 10:06 am, Comments: 0

    With news of the failed German bond auction this morning all eyes are on the TED spread.  So far this year we’ve been in the [...]

  • And Another One
    Posted by on November 23rd, 2011 at 12:15 am, Comments: 0

    We’ll post a few of these in the pre-market over the coming weeks when we get a good read.  Keep in mind that we’re still [...]

  • MF Global Debacle Gaining Media Traction
    Posted by on November 22nd, 2011 at 12:16 pm, Comments: 0

    Finally, the media is starting to pay attention to the bigger picture of the MF Global default.  All that’s at stake here is trust in [...]

  • Marketview: Technocratic Regime Change CL, KO, UNP, MS, GS, FCX
    Posted by on November 19th, 2011 at 7:08 am, Comments: 0

    I’m not a huge macro guy but I feel I have talk about the the headlines and themes for next week.  There are four key [...]

  • How To Identify Program Trading
    Posted by on November 18th, 2011 at 6:15 am, Comments: 0

    Program trading is a generic term used by people to describe different versions of the same thing.  I will occasionally post to Stocktwits when I [...]

  • End Of Day MOC Volatility
    Posted by on November 17th, 2011 at 7:55 pm, Comments: 0

    Interesting article by FT Alphaville detailing the MOC (market on close) process.  I knew a couple traders who exclusively traded MOCs around the time of [...]

  • Sneak Peek: Algo Trade
    Posted by on November 15th, 2011 at 8:22 pm, Comments: 0

    My trading partner and I have been working on a pattern recognition algorithm as a side project for over a year now.  We’ve been chipping [...]

  • The Next Chapter In Expert Networks
    Posted by on November 14th, 2011 at 10:24 am, Comments: 0

    CBS has a great report on Congressional exemption from insider trading rules.  Stick around till the end where they unveil to the public another iteration [...]