Sunday, July 15, 2012

11-JUL-12 - MacDaddy - Inisght 5 - Steady Buying with OFM - Bids Repleni...

If you trade the S&P 500 Emini Futures, or trade the Nasdaq, Dow Jones, Rusell mini futures, or if you trade Forex and Crude Oil you need to check out for one of the worlds most advanced indicators. A no obligation Free Trial is

11-JUL-12 - MacDaddy - Inisght 5 - Steady Buying with OFM ( Order Flow Monitor )- Bids Replenished and HFT Buying How To Trade Using Sceeto.
Here's a quick tutorial on MacDaddy Insight #5  - Pre-Indication of a Substantive Move.
It also layers in insights gleaned from Order Flow Monitor
How To Trade.Real Alerts Time Spread Betting Signals.Please make sure to sign up for free signals by taking a trial at  Please also check out for monitoring Emini trend free. Sceeto is a set of real time indicators that monitor the order flow or buy sell flow orders coming in and out of the markets meaning you get a real time signal or alert as to the way the big companies, trading houses and banks are trading before the price and momentum change so you can jump on moves a lot earlier than other day traders giving you a distinct adavantage over every one else. You have to trade with the bots....i.e the trading robots or HFT sysyems (high frequency trading) and program trading computers these huge companies and trading houses have. Sceeto helps you do this by telling you when it's happening and giving you alerts to tell you what way to expect the market to move.Once you trade with it you'll wonder how you did without it. We have Sceeto indicators for Crude Oil Futures, S&P E- Mini Futures , Euro, US Dollar Futures as well as The Russell Futures.....get the free signals sign up for a free no obligation trial at you'll be glad you did.
Text Courtesy of Wikipedia From Wikipedia, the free encyclopedia
High-frequency tradingMain article: High-frequency trading
In the U.S., high-frequency trading (HFT) firms represent 2% of the approximately 20,000 firms operating today, but account for 73% of all equity trading volume.[34] As of the first quarter in 2009, total assets under management for hedge funds with HFT strategies were US$141 billion, down about 21% from their high.[35] The HFT strategy was first made successful by Renaissance Technologies.[36] High-frequency funds started to become especially popular in 2007 and 2008.[35] Many HFT firms are market makers and provide liquidity to the market, which has lowered volatility and helped narrow Bid-offer spreads making trading and investing cheaper for other market participants.[35][37][38] HFT has been a subject of intense public focus since the U.S. Securities and Exchange Commission and the Commodity Futures Trading Commission stated that both algorithmic and HFT contributed to volatility in the May 6, 2010 Flash Crash. Major players in HFT include GETCO LLC, Jump Trading LLC, Tower Research Capital, Hudson River Trading as well as Citadel Investment Group, Goldman Sachs, DE Shaw, RenTech.[11][12][13][14]
High-frequency trading is quantitative trading that is characterized by short portfolio holding periods (see Wilmott (2008), Aldridge (2009)). There are four key categories of HFT strategies: market-making based on order flow, market-making based on tick data information, event arbitrage and statistical arbitrage. All portfolio-allocation decisions are made by computerized quantitative models. The success of HFT strategies is largely driven by their ability to simultaneously process volumes of information, something ordinary human traders cannot do.
[edit] Market makingMarket making is a set of HFT strategies that involves placing a limit order to sell (or offer) above the current market price or a buy limit order (or bid) below the current price to benefit from the bid-ask spread. Automated Trading Desk, which was bought by Citigroup in July 2007, has been an active market maker, accounting for about 6% of total volume on both NASDAQ and the New York Stock Exchange.[39]
[edit] Statistical arbitrageAnother set of HFT strategies is classical arbitrage strategy might involve several securities such as covered interest rate parity in the foreign exchange market which gives a relation between the prices of a domestic bond, a bond denominated in a foreign currency, the spot price of the currency, and the price of a forward contract on the currency. If the market prices are sufficiently different from those implied in the model to cover transaction cost then four transactions can be made to guarantee a risk-free profit. HFT allows similar arbitrages using models of greater complexity involving many more than 4 securities. The TABB Group estimates that annual aggregate profits of low latency arbitrage strategies currently exceed US$21 billion.[5]
A wide range of statistical arbitrage strategies have been developed whereby trading decisions are made on the basis of deviations from statistically significant relationships. Like market-making strategies, statistical arbitrage can be applied in all asset classes.