HFT

Доброго времени суток.

Продолжаю.

Было найдено много явлений, на их основе, там где позволяли косты и проскальзывания созданы системы. Но в силу моей психологии я боюсь резких движений в плане аллокации капитала. Перевод из условного «портфельного» в свое алго был медленный, планировал года за 1,5 полностью перейти.

И вот конец 2019, начинаются первые упоминания о ковиде, начинаю отслеживать это. В это время у меня довольно большой портфель перспективный акций, то есть шлака из 2-3 эшелона. 
На текущем рынке его тоже очень пампят кстати)

С акциями работал достаточно много и сам и в ДУ давал «Элвису» через ФИНАМ очень давно, году в 2011 вроде выводил, значит заводил в 2009-2010. На стадии формирования заходил в ПИФ Элвиса.

Не хочу сказать, что понимал в полной мере воздействие ковида на мировую экономику и рынки, но рынок рос весь декабрь и январь, заболеваний становилось все больше, начали закрывать города в Китае, Элвис у себя на ресурсе был достаточно оптимистичным, по другому этот слон не продается.

We have the ultimate bearish sentiment here. Just look at the imbalance in the volume of put options, which is twice as much as in calls. On Tuesday we got big trades in options block trades, Bid imbalance of order flow and so rejection. But on Friday the pressure of sellers continued to increase and we closed before the the last frontier.

As you remember, bid HFTs’ on the level of support means that with a high probability, it will be broken, as smart money and market makers more often sell in levels of support, than buy from them as we used to.

I assume that we will reach the 467,75 price level and touch all the liquidity that is concentrated under the demand zone. And I put my alert there. (Watch) 

And only then the price will go to the upside, as hedgers are very active in buying wheat from trend-following hedge funds for such a cheap opportunity.

I am sure that we are on the verge of a big upside movement in grains, but it is impossible to provide it without the kicking of the passengers.

Good day, traders!

Today I want to highlight a Canadian dollar (6C). On Friday, it closed above the strong volumetric and technical support according to the Daily chart. But hedge funds continue to accumulate their shorts. (Watch)

A large quantity of buyers are going to buy cheap. We see that call volumes are also more preferred. Moreover ask HFTt’s imbalance was created, but met a limit seller. (Watch)

I assume that despite the strong level of support we have more chances to break the level 0,7350 than to bounce from it. The target of the downside movement is at a 0,73 price level.

Have a nice week and a pleasant Sunday!

Только начал изучать тему HFT. И многие статьи и видео пестрят упоминаниями о возможном фронтранинге (правда, приводя в пример робингуда). Господа алготрейдеры, можете пояснить как можно отфронтранить кого-то (исходя из спецификации, самый быстрый протокол на бирже FIFO, который, кажется, по сути исключает возможность обогнать кого-то кто уже встал в очередь).

Есть ли у нас аналог flash orders?

Good evening traders ☀️

One week passed and today I see interesting ASK imbalances in such currencies as British Pound (6B), Canadian Dollar (6C), Mexican Peso (6M), and they can be realized as shorting opportunities during the next week. Also, I see BID imbalance and potential buying opportunity in Natural Gas (NG) if the price will fix above HFTs’.

I won’t take much time, I managed to talk about everything in 5 minutes

Hello traders, hope you are doing well 👍

Today I see two opportunities in Sugar (SB) and the Mexican Peso (6M). Let's start with the second one.

● The last strong involvement of sellers in this asset was on level 0,05546$. It matches with the commercial level also, where hedgers added more than 20% of short contracts in the past.

Market maker absorbed this position and apparently unloaded it along the way to break out of market highs. (Watch)  

Now all the passengers are liquidated and we are ready to take bearish 🐻 movement when the ice line will be broken.

● According to Sugar (SB) vice-versa I see the buying opportunity. 🦬

After the involvement of sellers created by bid HFT volumes on the market bottom and after the divergence of Deltas. If the bearish parabola will be broken on Monday, hope to see the movement to the 26$ price zone. (Watch) 

Good evening, traders! 

Today observed all the assets, but exceptionally don’t see potential understandable scenarios 🤷‍♂️ Everything went on Thursday and Friday.

🔹 British pound this week showed us how amazing involvement in buys looks like. (Watch) 

How long does it take for the pattern to be created and how quickly should a decision be made on it, — only 15 minutes after the formation of HFT volumes. So fast reaction from the market makers limit orders.

Our mind is rather inert and in good situations, he especially begins to hesitate “Can we wait a little more, maybe a little more to see what will be around the corner?” As a result, the next 15-minute candle already changes the risk-reward ratio by 2 times! Not in our favor...

An excellent quote by Linda Raschke fits here: “In trading, as in fencing, there are either quick or dead.”

Markets operations are based more on psychology than on fundamentals, says El Weiss in Jack Schwager's book “The New Market Wizards”. “Markets are completely based on human psychology, and by charting markets, you are only converting human psychology into graphical form.”

Good evening, dear traders! 

Today I want to show you some interesting situations in the commodities market.

▪️ The previous week I spoke about Natural gas (NG) and we really saw a pullback after the HFT volumes. Such a picture was repeated on Friday after 2 days divergence of deltas, and for now, the potential of the uprising movement is even stronger.

We had stop-loss hunting and involvement cocktail which is the fuel for MM, hedge funds shorted 2 weeks in a row. Earlier everybody tried to buy this cheap asset, but the price couldn't go to the upside till this Bid imbalances. (Watch) 





▪️ In Crude oil (CL) the market made several Ask imbalances, and for now, is ready to make a correction to the 80.5 price level. (Watch)