Friday, January 4, 2013

HFT Signals Daily Report Dax Futures 3rd January 2013



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 www.sceeto.com for one of the worlds most advanced indicators. A no obligation Free Trial is availible.www.sceeto.com
 
 The Dax futures market is one of our newest markets and also very popular with our many customers http://sceeto.com/user/register/ if you would like a trial of our Indicators for Dax as well as Gold, Crude Oil, Euro USD, S&P 500 Emini Futures , Dow Jones YM , Russell TF , and Stoxx 50 . All of our indicators are included in our free trial.
Sceeto monitors all the high frequency trading buying or selling and alerts you in real time what direction the big banks etc are trading. This is very helpful to know as these are the trades that move the markets up and down. You do not want to be on the wrong side of a trade when the big banks are buying or selling. Because sceeto indicators are real time they give you warning when this is happening. Sceeto is fast very fast.
Here is a brief list of what our order flow monitor signals mean for more details please go to http://sceeto.com/order-flow-monitor/
High Frequency Trading (HFT) Events & Their Abbreviations:
Long Reversal in Equities HFT -- [EQ-HFT-REV] - The footprints from High Frequency Trading (HFT) have quickly gone from an aggregated Short posture to an aggregated Long posture.
Short Reversal in Equities HFT -- [EQ-HFT-REV] - The footprints from High Frequency Trading (HFT) have quickly gone from an aggregated Long posture to an aggregated Short posture.
HFT Buy Surge -- [HFT-BS] - The level of High Frequency Trading (HFT) Buying has increased rapidly enough to potentially displace the current Supply & Demand equilibrium.
HFT Sell Surge -- [HFT-SS] - The level of High Frequency Trading (HFT) Selling has increased rapidly enough to potentially displace the current Supply & Demand equilibrium.
Market Depth Events & Their Abbreviations:
Tape Imbalance -- [TI] - The price ladder of Bids within the CME\GLOBEX's order book were cleared out in a rapid fashion by an imbalance of trades.
Tape Imbalance -- [TI] - The price ladder of Offers within CME\GLOBEX's order book were cleared out in a rapid fashion by an imbalance of trades.
Strong Tape Imbalance -- [STI] -- The pattern of transaction execution is consistent with the footprints of prior trends that have terminated in exhaustion due to the elimination of protective sell stops.
Strong Tape Imbalance -- [STI] -- The pattern of transaction execution is consistent with the footprints of prior trends that have terminated in exhaustion due to the elimination of protective buy stops.
Bids Replenished -- [BR] - The Bids within CME\GLOBEX's order book are being replenished at a strong enough rate to imply that the supply of Bids can likely absorb any additional selling momentum.
Offers Replenished -- [OR] - The Offers within CME\GLOBEX's order book are being replenished at a strong enough rate to imply that the supply of Offers can likely absorb any additional buying momentum.
Buyer vs. Seller Events & Their Abbreviations
Sell Programs Waning -- [SPW] - Occurs when the Sell Program's Order Flow Momentum and Price Micro-Momentum ("Price Micro-Momentum" ...sceeto's proprietary algos that track very small changes in price momentum) are initially congruent but evolve to a state where Order Flow Momentum is no longer keeping pace with Price Micro Momentum.
Buy Programs Waning - [BPW] -- Occurs when the Buy Program's Order Flow Momentum and Price Micro-Momentum (Price Micro-Momentum -- ...sceeto's proprietary algos that track very small changes in price momentum) are initially congruent but evolve to a state where Order Flow Momentum is no longer keeping pace with Price Micro Momentum.
Sellers May Be Trapped -- [SMBT] - A concentration of Sellers have recently entered the market and found themselves immediately fighting the tape.  This particular population of Sellers is likely made up of emotional traders.
Buyers May Be Trapped -- [BMBT] - A concentration of Buyers have recently entered the market and found themselves immediately fighting the tape.  This particular population of Buyers is likely made up of emotional traders.
Momentum Tick Divergence - [MTD] - When price momentum diverges from ...sceeto's SuperTick.  SuperTick is the same formulation as the NYSE TICK but looks solely at a basket of the S&P 500 stocks as opposed to just the NYSE listings.  SuperTick is published from 6:00 a.m. to 4:15 p.m. EST. Der Dax-Futures-Markt ist einer unserer neuesten Märkten und auch sehr beliebt bei unseren vielen Kunden http://sceeto.com/user/register/, wenn Sie eine Testversion von unserer Indikatoren für Dax sowie Gold, Rohöl, Euro möchten USD, S & P 500 Emini Futures, Dow Jones YM, Russell TF und Stoxx 50. Alle unsere Indikatoren sind in unsere kostenlose Testversion enthalten.Sceeto überwacht alle High Frequency Trading Kauf oder Verkauf und warnt Sie in Echtzeit welche Richtung die großen Banken etc. sind Handel. Dies ist sehr hilfreich zu wissen, wie diese die Trades, die die Märkte nach oben und unten sind.

High Frequency Trading



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 www.sceeto.com for one of the worlds most advanced indicators. A no obligation Free Trial is availible.www.sceeto.com 
 High Frequency Trading . This is the daily report for 3rd january 2012 for trading Gold Futures.  http://sceeto.com/user/register/   If you want to get a free fully working trial of our hft signals and alerts right in your charts. Sceeto works in NinjaTrader, SierraCharts, Multicharts and tradestation and is one of the most unique set of real time indicators you will find anywhere . Sceeto monitors the trading bots across the futures markets and gives you an order flow event signal live when the bots are buying or selling giving you the trader a better chance of winning your trades.
You pay for live data feeds so why not consider getting yourself live trading indicators. try our free trial first at http://sceeto.com/user/register/

text courtesy of Wikipedia creative commons licence
High-frequency trading (HFT) is the use of sophisticated technological tools and computer algorithms to trade securities on a rapid basis.[1][2][3]

HFT usually uses proprietary trading strategies that are carried out by computers. Unlike regular investing, an investment position in HFT may be held for only seconds, or fractions of a second (though sometimes it may extend to longer), with the computer trading in and out of positions thousands or tens of thousands of times a day.[4] At the end of a day of HFT, there is no open position in the market. Firms engaged in HFT rely heavily on the processing speed of their trades, and on their access to the market. Many high-frequency traders provide liquidity and price discovery to the markets through market-making and arbitrage trading; and high-frequency traders also take liquidity to manage risk or lock in profits.[5]

High-frequency traders compete on a basis of speed with other high-frequency traders, not long-term investors (who typically look for opportunities over a period of weeks, months, or years), and compete for very small, consistent profits.[6][7] As a result, high-frequency trading has been shown to have a potential Sharpe ratio (measure of reward per unit of risk) thousands of times higher than the traditional buy-and-hold strategies.[8]

Aiming to capture just a fraction of a penny per share or currency unit on every trade, high-frequency traders move in and out of such short-term positions several times each day. Fractions of a penny accumulate fast to produce significantly positive results at the end of every day.[2] High-frequency trading firms do not employ significant leverage, do not accumulate positions, and typically liquidate their entire portfolios on a daily basis.[7]

By 2010 high-frequency trading accounted for over 70% of equity trades in the US and was rapidly growing in popularity in Europe and Asia.[citation needed]

High-frequency trading may cause new types of serious risks to the financial system.[1][9] Algorithmic and high-frequency trading were both found to have contributed to volatility in the May 6, 2010 Flash Crash, when high-frequency liquidity providers were in fact found to have withdrawn from the market.[10][11][12][13][14][15][16][17] A July, 2011 report by the International Organization of Securities Commissions (IOSCO), an international body of securities regulators, concluded that while "algorithms and HFT technology have been used by market participants to manage their trading and risk, their usage was also clearly a contributing factor in the flash crash event of May 6, 2010."[1][18] An October 2012 study by the Chicago Federal Reserve found that "every exchange interviewed had experienced one or more errant algorithms" and recommended "limits on the number of orders that can be sent to an exchange within a specified period of time."