Friday, September 20, 2013

19th September Binary options Market Maps Report



To get our daily market maps for a week just click the button below. We are offering these as an intro offer price for only $35 per week . Remember we try to get you points not cents like other signal services. Today again some of our subscribers got between 6 and eight points. Our map algos are very good as you will see and a steal at aprox 7 bucks per day! One week = 5 trading days. make sure you order before 3pm new York time to get maps for the following days trading.
it's as simple as that we want you to make points, no bull no fancy sales pitches just good alerts and maps.





















Wednesday, September 18, 2013

Binary Options Signals Report 18th Sept 2013



 To get our daily market maps for a week just click the button below. We are offering these as an intro offer price for only $35 per week . Remember we try to get you points not cents like other signal services. Today our subscribers got over 9 points. Our map algos are very good as you will see and a steal at aprox 7 bucks per day! One week = 5 trading days. make sure you order before 3pm new York time to get maps for the following days trading.
it's as simple as that we want you to make points, no bull no fancy sales pitches just good alerts and maps.







Hi welcome to the daily report on the 18th of September for trading the emini futures our signals or alerts can be used for spread betting or as binary options signals as well as being traded normally. Our algos can predict with very good accuracy a map of where the market is likely to go throughout the days trading and are the result of years of research. Today was a great day with over 9 points gained on the emini by some of our subscribers.Pre market we had an indication of an up move or a signal at 4.51am for those of you up early the market then rose to 1701.75 by 5.51am a gain of 2 points a good start we then had 4 signals downwards starting at 7.36am 7.50 ,8am and 8.17 all indicating downwards from a starting price of 1700 the market dropped into the open at 930 am to 1697 even though the market rose slightly it continued to drop down to 1695 at 10.39 where we had an up signal this signal was neutral with no significant gain nor loss our next signal was a down signal at 1130am at 1696 which kept dropping until 1693 we then had another signal upwards at 1210am which eventually rose to 1697 by 1330 a nice gain of aprox 4 points again ,we had another up signal at 1250as well
which only confirmed our up move
Due to the fact that Bernake was doing a big announcement today we didn't recommend any more signals as the market could have gone anywhere and safer to stay out .Why not sign up for our trading signals or
binary options signals We do not bother with a fancy website with false promises we just give accurate market maps for the days trading before the market even opens.
We also think that our signals and alerts are possibly the best in the world and our intro offer is a steal. You will get the market map for each day the night before
so you can plan your trades in advance to help you win more trades.

Wednesday, March 6, 2013

Live Order Flow And High Frequency Trading Alerts Emini Futures 5th Marc...



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text courtesy of Wikipedia creative commons licence

Computerization of the order flow in financial markets began in the early 1970s, with some landmarks being the introduction of the New York Stock Exchange's "designated order turnaround" system (DOT, and later SuperDOT), which routed orders electronically to the proper trading post, which executed them manually. The "opening automated reporting system" (OARS) aided the specialist in determining the market clearing opening price (SOR; Smart Order Routing).Program trading is defined by the New York Stock Exchange as an order to buy or sell 15 or more stocks valued at over US$1 million total. In practice this means that all program trades are entered with the aid of a computer. In the 1980s program trading became widely used in trading between the S&P500 equity and futures markets.In stock index arbitrage a trader buys (or sells) a stock index futures contract such as the S&P 500 futures and sells (or buys) a portfolio of up to 500 stocks (can be a much smaller representative subset) at the NYSE matched against the futures trade. The program trade at the NYSE would be pre-programmed into a computer to enter the order automatically into the NYSE's electronic order routing system at a time when the futures price and the stock index were far enough apart to make a profit.At about the same time portfolio insurance was designed to create a synthetic put option on a stock portfolio by dynamically trading stock index futures according to a computer model based on the Black--Scholes option pricing model.Both strategies, often simply lumped together as "program trading", were blamed by many people (for example by the Brady report) for exacerbating or even starting the 1987 stock market crash. Yet the impact of computer driven trading on stock market crashes is unclear and widely discussed in the academic community.Financial markets with fully electronic execution and similar electronic communication networks developed in the late 1980s and 1990s. In the U.S., decimalization, which changed the minimum tick size from 1/16 of a dollar (US$0.0625) to US$0.01 per share, may have encouraged algorithmic trading as it changed the market microstructure by permitting smaller differences between the bid and offer prices, decreasing the market-makers' trading advantage, thus increasing market liquidity.This increased market liquidity led to institutional traders splitting up orders according to computer algorithms so they could execute orders at a better average price. These average price benchmarks are measured and calculated by computers by applying the time-weighted average price or more usually by the volume-weighted average price.A further encouragement for the adoption of algorithmic trading in the financial markets came in 2001 when a team of IBM researchers published a paper[22] at the International Joint Conference on Artificial Intelligence where they showed that in experimental laboratory versions of the electronic auctions used in the financial markets, two algorithmic strategies (IBM's own MGD, and Hewlett-Packard's ZIP) could consistently out-perform human traders. MGD was a modified version of the "GD" algorithm invented by Steven Gjerstad & John Dickhaut in 1996/7;[23] the ZIP algorithm had been invented at HP by Dave Cliff (professor) in 1996.[24] In their paper, the IBM team wrote that the financial impact of their results showing MGD and ZIP outperforming human traders "...might be measured in billions of dollars annually"; the IBM paper generated international media coverage.As more electronic markets opened, other algorithmic trading strategies were introduced. These strategies are more easily implemented by computers, because machines can react more rapidly to temporary mispricing and examine prices from several markets simultaneously. For example Stealth (developed by the Deutsche Bank), Sniper and Guerilla (developed by Credit Suisse[25]), arbitrage, statistical arbitrage, trend following, and mean reversion.