Tag Archives: SPY

Evidence that $SPY was manipulated by HFT?

Evidence that $SPY was manipulated by HFT?

Check out this Tweet and image

Modern Joe Saluzzi interview  on HFT order flow

This is a shockingly good interview so do check out this Youtube video

Ok here it is! Everyone wanted an REALLY AFFORDABLE WAY to learn quant and potential HFT. Here it is

Hope this help you out

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Proof that $SPY was manipulated by HFT?

Proof that $SPY was manipulated by HFT?

Check out this Tweeet

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

From Paul Cottrell Here is a new version where you can generate 20 years of spy.

From Paul Cottrell Here is a new version where you can generate 20 years of spy.

This is a Poseidon long view

https://www.dropbox.com/sh/o784zxt5kwnnots/aEArfI5Bz9

 

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

For Python user: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM

An interesting discussion of development IDEs for Python resulted here.

In Python: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM – See more at: https://quantlabs.net/blog/2014/02/in-python-backtesting-an-intraday-mean-reversion-pairs-strategy-between-spy-and-iwm/#sthash.3tKiMKPE.dpuf

It resulted in this:

An interesting take on Matlab vs Python with Entropy foe a quant research trading model or algo –
See more at: https://quantlabs.net/blog/2014/02/an-interesting-take-on-matlab-vs-python-with-entropy-foe-a-quant-research-trading-model-or-algo/#sthash.A8aMzhLY.dpuf

Rithmic could be an interesting second data provider to watch with no latency:

Is Rithmic R|Trader Pro new excel function better than IQFeed with better latency being on the CME?
– See more at: https://quantlabs.net/blog/2014/02/is-rithmic-rtrader-pro-new-excel-function-better-than-iqfeed-with-better-latency-being-on-the-cme/#sthash.ZnPmqeQM.dpuf

When we will these little greedy children learn?

STUPID Hedge fund analyst caught with stealing secret trading algorithms
– See more at: https://quantlabs.net/blog/2014/02/stupid-hedge-fund-analyst-caught-with-stealing-secret-trading-algorithms/#sthash.ylpD89WF.dpuf

It’s on! I am finally testing this new SQL Server to see if there is any HFT potential with it:

My results of testing SQL Server 2014 with OLTP in memory Hekaton data with millions of records for potential HFT
– See more at: https://quantlabs.net/blog/2014/02/my-results-of-testing-sql-server-2014-with-oltp-in-memory-hekaton-data-with-millions-of-records-for-potential-hft/#sthash.onBIzlU2.dpuf

I will be posting my results and source in the quant elite section.

Learn how to be one here.

Bryan

P.S. Be on the look out for a last minute online Meetup to showcase some of my findings.

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

In Python: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM

From the NYC Contact so thanks to him:

Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM

http://www.quantstart.com/articles/Backtesting-An-Intraday-Mean-Reversion-Pairs-Strategy-Between-SPY-And-IWM

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How to trade with a Weekly Option Expiration Strategy Using SPY ETF

How to trade with a Weekly Option Expiration Strategy Using SPY ETF

Learn how we plan to use this as one of many in my FREE newsletter

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

SPY fell 8 cents 9:54:58 to 9:58 thanks to high frequency trading aka HFT

SPY fell 8 cents 9:54:58 to 9:58 thanks to high frequency trading aka HFT

Government regulators allow this because of :

Their logic where it is ok it that it is produced by private company for private companies whgo are willing to pay. There is a real barrier of entry for many people. All news services have services like this. University of Michigan is part of this as well as some Chicago related future boards.

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

SPY Chart signaling further upside?

SPY Chart signaling further upside?

The dip recently on the SPY looks very similar to the dips in November of 2010 and March 2011… http://cmttrader.blogspot.com/

 

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I disagree it doesn’t look very similar. It looks exactly. Im pegging the SPY at 1503 based on repeatable pattern. Probably 5-6 months.

 

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The spy looks like it has set up an ascending triangle the last 6 days or so. Tell me what you think.

 

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Oops meant sp5 not spy

 

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I wouldnt say its signaling further upside. Its starting to setup more like a continuation pattern to me. To the downside that is. However, one thing to consider is a downside continuation pattern that fails and traps the bears will be a much more powerful upmove than a pattern that signals a upside move. Thoughts?

 

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many of u may not use these …. but can circulate to yr friends …. just as a point of view to be kept at the back of yr mind ……

20th apr

S&P 500 … spot levels … intra for today …

S&P spot intra
short / long – 1383 / 1388
stop loss – opposite
L targets – 1393/98/1403
S targets – 1378/73/68/63

 

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!