And what a thorn on the MICEX?
He kakbe shows us, where will the index be by the new year?
Outta office
I will take the whole day today. If we succeed, I will drop by sometimes.
I don't see anything special yet. It's so cold, that traders cannot click on buy / sell.
Broker Inquiries
Soon opened a second account to trade on the NYSE, its personal. In the meantime, consider all proposals that are described in the pages of brokers. We must choose the best and quality for yourself. ‘ll Detail later, as I find that the only ))))))) r demark bio steven a. cohen news background Trading rooms of NYSE Merry christmas ninja+trader+demo
Anniversary
We come to 100 day anniversary of manual arbitration model, not subject to automation. Computer science is not at that level yet, so you can tell me when to get in and out.
Trades 232
# Profitable 128 (55.2%)
Avg trade duration 4.1 hours
Annual return (compounded) 666.2%
Average win $2,336
Average loss $2,136
Profit factor 1.3:1
Max peak-to-valley drawdown (historical) 12.64%
drawdown period Oct 26, 2009 to Oct 27, 2009
Correlation w/ S&P -0.116
Sharpe ratio 5.056
C2Realism Factor 99%
Keep after worst-case slippage 82.5%
Probabilities of future account loss
Chance of 10% account loss 17.1%
Chance of 20% account loss 0.0%
Chance of 30% account loss 0.0%
commission is not taken into account- $ 17 010
minus- 8 days
Chicago Trade Journal 2009-12-14 22:45:46
Closed on a vulture on 1109, enough for today.
Portfolio changes, participating in ALCHI.
Total for the day +0,56%
Closed: short of Sberbank, long OGK-1. Polymetal triggered take profit.
FGC UES shares purchased, Belon, Gazprom, OGK-2, Tatneft.
Longs held by Lukoil, Rosneft, Surgutneftegaz-p, nornickel, Pole gold, Sollers.
Day painted green candle, besides, we have a bullish close, higher resistance 1315 on the MICEX, which is positive, considering that they grew up on very weak oil. I would like to see light closer to 75 dollars per barrel :)
New York. SEC intends to restrict “sponsored” access to exchanges
New York. SEC намерена ограничить "спонсируемый" access to exchanges
14.12.2009
According to Aite Group report, Boston Consulting Company, about 38% объемов торгов на фондовом рынке США совершается сейчас с помощью так называемого "спонсируемого доступа" to exchanges.
Previously, traders were required to send every request to registered broker-dealers, who either forwarded it to the exchange, or performed by themselves. Sponsored Access allows traders to submit orders directly to exchanges. This is of concern to those, who counts, that lack of control over traders could lead to the same disaster, what has already happened in the derivatives market during the current financial crisis.
The risk is increased by the fact, что большинство трейдерских компаний занимается "высокочастотной" Trade. This strategy allows you to make millions of transactions in the shortest possible period of time.. For classic traders, not armed with computers and trading robots, such speeds are not available. In the USA there are already about 60% players use similar systems. Cumulative profits of traders, used high-performance computers in trade at several sites in the United States in 2008 G., Amounted $21 billion.
The problem is, что некоторые "высокочастотные" traders send by 1000 applications per second. If suddenly the trading system fails, then in those two minutes, which usually go to fix the situation, an inattentive trader may send 120 thousand. erroneous applications.
According to Aite Group, in 2005 G. sponsored access accounted for only 9% on the volume of trade operations. Due to the increase in the number of such transactions, US Securities and Exchange Commission plans to issue special regulation next month, limiting the use of such strategies and establishing uniform rules of action for brokers. Earlier, the SEC has already announced its readiness to ban flash orders (the ability to see information about stock offers a split second before, how other market participants will receive it) и увеличить прозрачность "темных пулов" (non-public trading of large packages of securities).
That's it….
Sugar
They, who went into sugar for the breakdown of the formation can slowly start to go out. Scaling out.
25 resistance, so some people will start unloading.
Pressure
Something is pressing on me these 100%. Trades are stupid, rules uncritically, but violated…
I will bring out the part, I will rest a little, you look it will feel better.