Updates from May, 2018 Toggle Comment Threads | Keyboard Shortcuts

  • $ ~ 10:07 am on 05/21/2018 Permalink
    Tags: , Data Mining, Machine learning   

    CME – Times and Sales Data / Data Mining, Machine learning 

    CME – Times and Sales Data / Data Mining, Machine learning

    CME Group: Select your favorite Future contract…[kick-me]

    or grab trading Data examples  for free…[kick-me]

     
  • $ ~ 8:40 am on 05/21/2018 Permalink
    Tags: , ES_Future Market Data,   

    ES_Futures Market Data 20170103 -20171229 

    DATEOPENHIGHLOWCLOSEVOL
    20170104112638.0000113363.0000112550.0000113213.00001385650
    20170105113225.0000113300.0000112700.0000113213.00001312627
    20170106113213.0000113850.0000112913.0000113575.00001542214
    20170109113563.0000113763.0000113175.0000113250.00001019957
    20170110113225.0000113700.0000112975.0000113188.00001300368
    20170111113188.0000113588.0000112750.0000113525.00001728267
    20170112113525.0000113525.0000112425.0000113175.00001747172
    20170113113225.0000113675.0000113138.0000113625.00001183362
    20170117113513.0000113525.0000112863.0000113138.00001532405
    20170118113100.0000113425.0000112913.0000113325.00001105488
    20170119113275.0000113475.0000112650.0000113075.00001380107
    20170120113050.0000113638.0000112988.0000113300.00001709890
    20170123113300.0000113375.0000112588.0000113100.00001425498
    20170124113038.0000114025.0000112975.0000113725.00001259276
    20170125113788.0000114763.0000113738.0000114700.00001373506
    20170126114688.0000114975.0000114475.0000114700.00001158788
    20170127114700.0000114838.0000114350.0000114450.0000935648
    20170130114100.0000114288.0000113163.0000113800.00001839106
    20170131113788.0000113913.0000113113.0000113725.00001614719
    20170201113850.0000114250.0000113413.0000113725.00001552967
    20170202113750.0000113988.0000113225.0000113775.00001409287
    20170203113700.0000114700.0000113525.0000114550.00001405520
    20170206114650.0000114713.0000114175.0000114325.00001157602
    20170207114313.0000114750.0000114200.0000114425.00001191892
    20170208114288.0000114600.0000114050.0000114513.00001277856
    20170209114525.0000115388.0000114388.0000115213.00001347083
    20170210115213.0000115788.0000115150.0000115638.00001165082
    20170213115713.0000116450.0000115663.0000116313.00001199878
    20170214116325.0000116888.0000115988.0000116850.00001381949
    20170215116775.0000117575.0000116563.0000117525.00001512296
    20170216117513.0000117538.0000116838.0000117275.00001728823
    20170217117250.0000117438.0000116825.0000117400.00001376784
    20170221117325.0000118250.0000117300.0000118000.00001621224
    20170222118000.0000118188.0000117763.0000118050.00001285982
    20170223118100.0000118375.0000117650.0000118138.00001552446
    20170224118075.0000118288.0000117475.0000118250.00001534649
    20170227118138.0000118538.0000118050.0000118413.00001147391
    20170228118288.0000118438.0000117875.0000118138.00001568227
    20170301118225.0000120050.0000118163.0000119675.00002128134
    20170302119613.0000119713.0000118900.0000119100.00001730192
    20170303118988.0000119163.0000118688.0000119063.00001336318
    20170306119013.0000119038.0000118350.0000118775.00001359673
    20170307118563.0000118775.0000118225.0000118325.00001287556
    20170308118188.0000118500.0000117825.0000118050.0000306011
    20170309118013.0000118313.0000117550.0000118163.0000809165
    20170310118225.0000118813.0000117950.0000118425.00001848310
    20170313118388.0000118600.0000118238.0000118588.00001612641
    20170314118538.0000118575.0000117738.0000118150.00002012727
    20170315118175.0000119388.0000118150.0000119025.00001771106
    20170316118963.0000119438.0000118675.0000118950.00001604084
    20170317118963.0000119113.0000118638.0000118763.00001260247
    20170320118688.0000118800.0000118275.0000118513.00001068659
    20170321118450.0000118938.0000116900.0000117113.00002561718
    20170322117025.0000117438.0000116613.0000117125.00001867679
    20170323117113.0000117800.0000116913.0000117000.00001623363
    20170324117050.0000117638.0000116588.0000117238.00001586782
    20170327116850.0000117075.0000115888.0000116925.00001599064
    20170328117025.0000118025.0000116675.0000117575.00001609213
    20170329117650.0000117988.0000117438.0000117850.00001146485
    20170330117850.0000118338.0000117663.0000118225.00001158742
    20170331118275.0000118338.0000117838.0000117963.00001537333
    20170403117875.0000118163.0000117000.0000117800.00001696546
    20170404117713.0000117938.0000117238.0000117825.00001203495
    20170405117938.0000118750.0000117188.0000117325.00001925443
    20170406117275.0000118063.0000116900.0000117688.00001576103
    20170407117763.0000118038.0000116838.0000117613.00001459651
    20170410117588.0000118163.0000117375.0000117625.00001345921
    20170411117713.0000117788.0000116663.0000117550.00001844449
    20170412117588.0000117825.0000116875.0000117038.00001521451
    20170413116938.0000117250.0000116200.0000116375.00001574295
    20170417116200.0000117300.0000116138.0000117250.0000970895
    20170418117250.0000117350.0000116513.0000116863.00001424462
    20170419116888.0000117463.0000116563.0000116688.00001237406
    20170420116663.0000117913.0000116625.0000117600.00001445311
    20170421117638.0000117800.0000117025.0000117375.00001257878
    20170424118288.0000118838.0000118263.0000118500.00001532426
    20170425118500.0000119463.0000118413.0000119250.00001313467
    20170426119150.0000119738.0000119075.0000119113.00001480057
    20170427119075.0000119438.0000118938.0000119300.00001100596
    20170428119313.0000119438.0000118913.0000119025.00001145074
    20170501119075.0000119538.0000118850.0000119350.0000897581
    20170502119313.0000119438.0000119088.0000119288.0000949709
    20170503119200.0000119300.0000118775.0000119163.00001069079
    20170504119100.0000119538.0000118800.0000119275.00001216759
    20170505119300.0000119963.0000118950.0000119888.00001117083
    20170508120125.0000120188.0000119488.0000119750.0000948984
    20170509119725.0000120000.0000119438.0000119663.00001100123
    20170510119588.0000119850.0000119375.0000119763.0000992071
    20170511119750.0000119763.0000118950.0000119550.00001349506
    20170512119513.0000119575.0000119213.0000119438.00001069025
    20170515119438.0000120113.0000119400.0000119925.00001025998
    20170516119988.0000120225.0000119688.0000119850.00001068724
    20170517119825.0000119838.0000117738.0000117875.00002784613
    20170518117750.0000118750.0000117225.0000118175.00002446565
    20170519118200.0000119400.0000118050.0000119075.00001654206
    20170522119088.0000119713.0000118913.0000119638.00001108280
    20170523119675.0000119975.0000119338.0000119900.00001021864
    20170524119850.0000120200.0000119738.0000120100.0000975714
    20170525120150.0000120888.0000120125.0000120675.00001309737
    20170526120650.0000120788.0000120400.0000120688.0000859823
    20170530120700.0000120850.0000120388.0000120538.00001030338
    20170531120525.0000120838.0000120138.0000120550.00001712282
    20170601120688.0000121525.0000120525.0000121475.00001426040
    20170602121463.0000121988.0000121350.0000121888.00001712391
    20170605121763.0000121950.0000121650.0000121725.0000876858
    20170606121713.0000121788.0000121313.0000121538.00001344999
    20170607121475.0000121750.0000121200.0000121600.00001405067
    20170608121513.0000121838.0000121250.0000121513.0000636152
    20170609121263.0000122175.0000120625.0000121413.00002094771
    20170612121400.0000121438.0000120838.0000121325.00002172442
    20170613121325.0000121963.0000121263.0000121900.00001908513
    20170614121913.0000122163.0000121288.0000121763.00001811129
    20170615121688.0000121725.0000120813.0000121600.00001870568
    20170616121563.0000121838.0000121013.0000121550.00001322355
    20170619121675.0000122575.0000121638.0000122375.00001213287
    20170620122388.0000122550.0000121700.0000121875.00001322839
    20170621121788.0000122000.0000121400.0000121675.00001362536
    20170622121588.0000121950.0000121400.0000121588.00001048845
    20170623121563.0000121938.0000121413.0000121750.00001187845
    20170626121600.0000122375.0000121500.0000121800.00001257593
    20170627121788.0000121863.0000120825.0000121025.00001625794
    20170628120850.0000122125.0000120688.0000121925.00001545009
    20170629122100.0000122250.0000120113.0000121000.00002329022
    20170630121038.0000121488.0000120750.0000121050.00001614299
    20170703121100.0000121825.0000121075.0000121250.0000726839
    20170705121188.0000121613.0000120963.0000121400.00001276362
    20170706121400.0000121525.0000120263.0000120425.00001590195
    20170707120463.0000121250.0000120375.0000121125.00001249140
    20170710121150.0000121500.0000120963.0000121225.0000849888
    20170711121188.0000121388.0000120513.0000121225.00001127920
    20170712121250.0000122188.0000121125.0000122000.00001129422
    20170713122063.0000122350.0000121950.0000122275.0000934983
    20170714122325.0000123063.0000122100.0000122800.00001076239
    20170717122850.0000123025.0000122700.0000122925.0000846768
    20170718122963.0000123050.0000122400.0000122888.00001072350
    20170719122988.0000123600.0000122888.0000123575.0000941160
    20170720123550.0000123813.0000123275.0000123563.00001095397
    20170721123625.0000123763.0000123138.0000123475.00001080206
    20170724123488.0000123525.0000123175.0000123425.0000847057
    20170725123350.0000123938.0000123313.0000123700.00001067744
    20170726123763.0000123988.0000123575.0000123663.0000950620
    20170727123725.0000124025.0000122850.0000123600.00001642155
    20170728123600.0000123600.0000123075.0000123513.00001138605
    20170731123525.0000123750.0000123263.0000123400.00001184133
    20170801123400.0000123863.0000123313.0000123613.00001036810
    20170802123700.0000123800.0000123163.0000123675.00001292615
    20170803123663.0000123725.0000123300.0000123588.00001079166
    20170804123538.0000123888.0000123388.0000123600.00001056850
    20170807123613.0000123913.0000123600.0000123875.0000586256
    20170808123875.0000124425.0000123375.0000123638.00001360425
    20170809123500.0000123725.0000122950.0000123650.00001546074
    20170810123700.0000123713.0000121638.0000121875.00002307321
    20170811121725.0000122325.0000121513.0000122000.00001645294
    20170814122075.0000123325.0000122075.0000123175.00001460697
    20170815123225.0000123663.0000123000.0000123188.00001050857
    20170816123225.0000123700.0000123075.0000123375.00001128960
    20170817123338.0000123425.0000121188.0000121475.00002218607
    20170818121338.0000121975.0000120975.0000121338.00002181421
    20170821121438.0000121575.0000120788.0000121400.00001320240
    20170822121400.0000122713.0000121375.0000122638.00001357110
    20170823122650.0000122738.0000121938.0000122075.00001230848
    20170824122013.0000122450.0000121725.0000122038.00001389728
    20170825122125.0000122675.0000121875.0000122125.00001181314
    20170828122100.0000122463.0000121813.0000122188.0000925259
    20170829121700.0000122425.0000121050.0000122350.00001606329
    20170830122325.0000122988.0000122138.0000122788.00001280219
    20170831122763.0000123713.0000122738.0000123500.00001701193
    20170901123513.0000123988.0000123500.0000123713.00001025982
    20170905123063.0000123563.0000122275.0000122988.00002102839
    20170906123013.0000123450.0000122825.0000123275.00001553109
    20170907123200.0000123438.0000122875.0000123325.00001514891
    20170908123238.0000123288.0000122763.0000123050.00001456824
    20170911123388.0000124363.0000123338.0000124288.00001883953
    20170912124325.0000124750.0000124263.0000124713.00001731940
    20170913124763.0000124775.0000124450.0000124738.00001411197
    20170914124725.0000124813.0000124375.0000124713.00001350493
    20170915124688.0000125000.0000124350.0000124863.00001329499
    20170918124950.0000125300.0000124888.0000125138.00001076633
    20170919125138.0000125300.0000125050.0000125238.0000952378
    20170920125188.0000125363.0000124700.0000125263.00001214848
    20170921125225.0000125313.0000124825.0000125050.00001110754
    20170922125038.0000125050.0000124600.0000124975.00001008511
    20170925124950.0000125225.0000124250.0000124850.00001527029
    20170926124900.0000125063.0000124613.0000124775.00001136782
    20170927124750.0000125463.0000124650.0000125225.00001562400
    20170928125163.0000125413.0000124950.0000125388.00001097115
    20170929125388.0000125888.0000125238.0000125800.00001325100
    20171002125900.0000126400.0000125850.0000126313.00001113226
    20171003126363.0000126675.0000126275.0000126638.0000836809
    20171004126650.0000126900.0000126450.0000126813.0000943600
    20171005126763.0000127538.0000126725.0000127500.00001086185
    20171006127438.0000127488.0000127075.0000127250.00001138029
    20171009127163.0000127525.0000126963.0000127188.0000719501
    20171010127163.0000127663.0000127138.0000127425.00001141304
    20171011127438.0000127675.0000127213.0000127650.0000804892
    20171012127613.0000127663.0000127313.0000127475.0000924519
    20171013127400.0000127775.0000127350.0000127638.0000905072
    20171016127613.0000127888.0000127538.0000127813.0000780973
    20171017127775.0000127888.0000127613.0000127850.0000728656
    20171018127825.0000128113.0000127813.0000128000.0000738261
    20171019128000.0000128075.0000127125.0000128025.00001346925
    20171020128050.0000128725.0000127975.0000128700.00001236659
    20171023128638.0000128863.0000128075.0000128175.00001217936
    20171024128125.0000128513.0000128113.0000128363.00001035758
    20171025128238.0000128313.0000127075.0000127925.00002088185
    20171026127975.0000128250.0000127775.0000128075.00001361504
    20171027128075.0000129038.0000127875.0000128925.00001543852
    20171030128775.0000128913.0000128275.0000128413.00001190925
    20171031128400.0000128775.0000128338.0000128638.00001021252
    20171101128638.0000129275.0000128550.0000128738.00001269785
    20171102128575.0000128925.0000128113.0000128838.00001262640
    20171103128875.0000129275.0000128675.0000129138.0000974513
    20171106129000.0000129500.0000128775.0000129438.0000828740
    20171107129388.0000129675.0000129038.0000129338.00001152813
    20171108129200.0000129625.0000128988.0000129550.00001037057
    20171109129562.5000129725.0000128162.5000129200.00002203891
    20171110129100.0000129287.5000128575.0000128950.00001178663
    20171113129012.5000129275.0000128512.5000129050.00001040186
    20171114129012.5000129112.5000128212.5000128875.00001573219
    20171115128837.5000128850.0000127775.0000128212.50001895203
    20171116128212.5000129475.0000128112.5000129250.00001506962
    20171117129212.5000129300.0000128737.5000128787.50001163473
    20171120128800.0000129200.0000128387.5000129137.5000987863
    20171121129100.0000130025.0000128962.5000129800.00001129983
    20171122129787.5000130000.0000129637.5000129675.0000746907
    20171124129662.5000130150.0000129475.0000130050.0000551196
    20171127130050.0000130275.0000129825.0000130087.5000960112
    20171128130112.5000131350.0000129875.0000131300.00001558414
    20171129131275.0000131712.5000130987.5000131250.00001661775
    20171130131250.0000132925.0000131087.5000132400.00002346236
    20171201132037.5000132537.5000130250.0000132200.00002520826
    20171204132725.0000133262.5000131687.5000131912.50001756938
    20171205131800.0000132437.5000131362.5000131412.50001392821
    20171206131337.5000131725.0000131000.0000131462.50001239225
    20171207131525.0000132062.5000131312.5000131975.00001288310
    20171208131975.0000132625.0000131887.5000132550.00001132215
    20171211132750.0000133387.5000132612.5000133312.50001619399
    20171212133300.0000133650.0000133162.5000133425.00001631344
    20171213133387.5000133775.0000132962.5000133450.00001516269
    20171214133425.0000133675.0000132587.5000132637.50001446334
    20171215132637.5000134162.5000132625.0000134150.00001367039
    20171218134150.0000134900.0000134125.0000134787.50001002285
    20171219134750.0000134900.0000134125.0000134225.0000965199
    20171220134237.5000134775.0000133950.0000134075.0000933330
    20171221134075.0000134800.0000134037.5000134362.5000810818
    20171222134337.5000134575.0000134112.5000134350.0000588696
    20171226134337.5000134475.0000134175.0000134375.0000359327
    20171227134375.0000134550.0000134075.0000134262.5000625930
    20171228134200.0000134450.0000134150.0000134262.5000517791
    20171229134237.5000134912.5000133387.5000133412.50001053148
     
  • $ ~ 8:29 am on 05/21/2018 Permalink
    Tags: ES Trading 1990, Market Data, US-Futures   

    ES_Futures Market Data 19900102-19901231 

    DATEOPENHIGHLOWCLOSEVOL
    1990010217820.000018142.500017775.000018125.000033052
    1990010318160.000018240.000018065.000018085.000041456
    1990010418075.000018130.000017805.000017992.500045871
    1990010517962.500017980.000017715.000017730.000042786
    1990010817707.500017920.000017680.000017877.500041144
    1990010917890.000017905.000017595.000017610.000044695
    1990011017595.000017660.000017335.000017565.000057441
    1990011117625.000017675.000017542.500017592.500040235
    1990011217400.000017400.000016992.500017047.500054691
    1990011517060.000017085.000016937.500016960.000037450
    1990011616775.000017150.000016765.000017105.000052553
    1990011717125.000017245.000016892.500016937.500056889
    1990011816850.000017062.500016800.000017042.500056974
    1990011917125.000017160.000017070.000017110.000037202
    1990012217100.000017137.500016515.000016570.000057208
    1990012316695.000016760.000016495.000016512.500065077
    1990012416262.500016687.500016175.000016655.000058726
    1990012516700.000016720.000016300.000016337.500055040
    1990012616375.000016525.000016110.000016340.000057423
    1990012916400.000016462.500016150.000016335.000055802
    1990013016360.000016395.000016037.500016260.000062914
    1990013116350.000016532.500016302.500016525.000056175
    1990020116540.000016567.500016445.000016505.000038828
    1990020216455.000016700.000016440.000016625.000041584
    1990020516625.000016680.000016575.000016670.000032515
    1990020616645.000016645.000016455.000016512.500043993
    1990020716400.000016795.000016367.500016790.000063744
    1990020816785.000016915.000016665.000016765.000057581
    1990020916790.000016825.000016680.000016720.000040011
    1990021216710.000016740.000016522.500016537.500052184
    1990021316570.000016675.000016425.000016632.500055494
    1990021416615.000016740.000016575.000016665.000045207
    1990021516660.000016822.500016640.000016807.500038978
    1990021616800.000016830.000016645.000016660.000031637
    1990022016410.000016515.000016325.000016437.500048607
    1990022116287.500016482.500016275.000016465.000051073
    1990022216490.000016610.000016300.000016337.500057561
    1990022316200.000016360.000016125.000016275.000057011
    1990022616285.000016500.000016250.000016492.500057635
    1990022716460.000016660.000016457.500016567.500063073
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    1990120616775.000016775.000016455.000016525.000072041
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    1990122716645.000016695.000016495.000016540.000015251
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    1990123116595.000016605.000016477.500016532.500011646
     
  • $ ~ 8:45 am on 05/06/2018 Permalink
    Tags: algo, , hft.high-frequency-trading, , ,   

    the e-mini flash crash algo disaster 

    the e-mini flash crash algo desaster 10 years ago nanex research.

    On january 14, 2008, in the early hours of trading, prices of the March 2008 eMini (ES) futures contract began oscillating rapidly.

    after 4 seconds…[kick me]

    source: nanex

     
  • $ ~ 5:40 pm on 01/07/2017 Permalink  

    i’m back and i found… 

    i’m back….and i found this German Trading Coach for Futures and CFDs, which offers his trading lessons from Dubai [Emirates] via YouTube within Germany. By Jove, this guy is not a Trader but he is an awesome seller and conman :).

    [kick-me]

     
  • $ ~ 8:35 pm on 11/22/2016 Permalink
    Tags: Algos, Ben Lichtenstein, Fat Finger trade, , , Squawk Box, Traders Audio   

    FLASH CRASH ~ STOCK MARKET CRASH VID 2010 

    Incredible…HFT and Predatoty Algorithm lost control in the Stock Markets. This is one of my favorite live trading VID’S from the Stock Market (Flash) Crash on May 2010. Scary and funny at the same time! Cancel all Orders or you get hooked…that’s for sure:)  [Click+Vid]

    Live Audio broadcast from the S&P 500 Trading Pit at the Chicago Mercantile Exchange (CME). You listen to Ben Lichtenstein from the S&P 500 Futures Pit at the CME during the “flash crash on May 2010. The biggest “one-day point decline”,  around 998 points on an intraday basis in the Dow Jones Industrial Average history.

    [Click+Vid]

     
  • $ ~ 8:40 pm on 10/25/2016 Permalink
    Tags: , API, data feed, Datenfeed, Deutsch, , , python programming   

    Connecting IB TWS API with Python / German description… 

    abstract:

    exceptional description for german algorithmic traders:

    im nächsten tutorial möchte ich euch zeigen, wie ihr euch mit Python an die API der TWS [Sandbox] von IB kostenlos, zeitlich unbegrenzt & legal andocken könnt. Dazu gibt es bereits  verschiedene Tutorials auf Englisch im Netz, aber diese sind nicht unbedingt immer einfach erklärt.

    Ihr benötigt nur einen Demo Account! Für einen einen live trading account müssen 10.000 USD [Initial Margin] hinterlegt werden :]

    Hier schon mal vorab der Link zu “Interactive Brokers” mit denen wir uns dann in den nächsten tagen ein wenig näher beschäftigen werden :]

    [kick-me]

     

     
  • $ ~ 9:14 pm on 10/18/2016 Permalink
    Tags: , HFTs, , PTF,   

    HFTs aggressively buying from other HFTs 

    Abstract:

    The treasury Flash Crash from October 15, 2014

    “The Term HFT (High Frequency Trader) was replaced by the Term PTF (Principal Trading Firm)”

    This  [Click+Pic] was taken from the Nanex research website

    Read more at Nanex research anf follow this link [kick-me]

     
  • $ ~ 6:02 pm on 10/17/2016 Permalink  

    NetCat ~C#101010 algorithmic trading door opener 

    This content is password protected. To view it please enter your password below:

     
  • $ ~ 3:27 pm on 10/17/2016 Permalink
    Tags: a million dollar lie, , Binary options pornography, day trade win money, Daytrader loose money, , Manifest, Paul Rotter, Quant trading,   

    Day Trading thoughts from an Algorithmic Order Flow trader… 

    Hi,

    my Name is Mario Sporken, i am Family Guy and Bulldog owner and i live in Essen Germany.

    I spend the last years as an “Orderbook algorithmic Scalp Trader” in front of my Trading Desk and watch the Order Flow in different Futures Markets and i’ve trade multiple Markets at different exchanges and a lot of “products” as example Currencies, Energies, Metals, Financials, Grains, Meats and Softs.

    I’m using trading Platforms such as Ninja Trader, Sierra Charts, CTS4 (Cunningham Trading System), Photon Trader,  Agena Trader,  Scalptool from Euspeed, Bookmap /Velox Pro,  X Trader Pro from TT + ADL , Multicharts.NET ,  Jigsaw Trading and a few other Tape reading tools but never  “ATAS”, because this Prog. is for me a no-no :]

    My experience with all this Trading Platforms and tools?

    They are ALL USELESS CRAP for the Finacial Markets these days!

    Why?

    The Financials Markets are driven by automated trading systems  (Algorithmic trading and HFT). The total amount of automated trading in 2016 -2017 is valued of around 87% +

    Between this battle of the Quants are a few retail traders in front of their desk at Home and trade their own money….”that’s crazy” and most of them think they can trade in the same successful way as example the traders from Goldmann Sachs or Deutsche Bank. A huge different to this institutional trading Firms are, that they trade OPM (Other People Money) and you trade your own money :] Ermm…that’s crazy and scary together :]

    Why do you do that?

    Because you think for your own (“YES for your OWN”,  you have lost a lot of Friends in the last months…) “I can do it” I will be sucsessfull”. I will trade the Markets in  the same way as Paul Rotter, Harries Brumfield  or Karen the Super-Trader…? do you really think you can Trade with all this USELESS Software at home in the Financial Markets 2016 – 2017?

    Ermm….i repeat myself: “That’s crazy!”

    Anyone can err, but only the fool persists in his fault.

     

     
  • $ ~ 6:57 pm on 10/16/2016 Permalink
    Tags: , , , Trading with R   

    Understanding algorithmic trading basics… 

    You are thinking about algorithmic trading but you don’t know how to start your algorithmic trading career? You are an experience trader and have a lot of different programing skills? — but you don’t know which programming language you should use?

    You think Python or R is a good programing. language? What is about Matlab? is this a good choice for Data Mining or Machine learning?

    Trading in a “Sandbox” is the same bullshit as playing Counterstrike at Home instead to be being part of a real war.

    If you are really interested to learn Algorithmic trading, you should visit my website from time to time…and don’t forget to bookmark unbefugt.com

     

     
  • $ ~ 2:05 pm on 10/16/2016 Permalink
    Tags: Bull MArket, Businee Insider, Day Trading, Dumbest Job ever   

    Must be a Bull Market… 

    Fresh find: Must be a Bull Market…The  dumbest Job Ever, Day Trading is Cool again. [kick-me]

    Please notice: Business Insider accept no ad blockers! You should use the incognito browser mode or disable your ad-blocker…This post on Business Insider is an older Post from 2010 but funny to read :]

     
  • $ ~ 6:56 am on 10/08/2016 Permalink
    Tags: Algoritmic trading, , ES Future, ,   

    925 orders hit the ES within 0,15 milliseconds after the US open… 

    This Plot [Click+Pic] and the spread sheet below shows the [ES] Futures contract after the US Open with a total amount of “925” tradet contracts in the first “60 milliseconds”.

    The opening Price moves [1 Tick] from 2146.25 up to 2146.50
    and the first trade with 194 orders hit the Market within 0,15 milliseconds. Guys this algorithm which trades the open is really fast and would be probably send from a HFT trading company!

    ~ $ pricetradet contracts @ price
    2146.25195
    2146.254
    2146.2510
    2146.251
    2146.254
    2146.253
    2146.251
    2146.251
    2146.501
    2146.501
    2146.251
    2146.254
    2146.251
    2146.501
    2146.501
    2146.251
    2146.251
    2146.251
    2146.501
    2146.501
    2146.253
    2146.253
    2146.251
    2146.251
    2146.251
    2146.254
    2146.255
    2146.251
    2146.251
    2146.251
    2146.253
    2146.2515
    2146.251
    2146.254
    2146.2510
    2146.251
    2146.259
    2146.255
    2146.2522
    2146.253
    2146.252
    2146.251
    2146.254
    2146.501
    2146.501
    2146.251
    2146.251
    2146.251
    2146.252
    2146.251
    2146.254
    2146.252
    2146.251
    2146.253
    2146.251
    2146.251
    2146.258
    2146.5017
    2146.501
    2146.2525
    2146.2536
    2146.5020
    2146.501
    2146.504
    2146.503
    2146.501
    2146.504
    2146.501
    2146.5016
    2146.501
    2146.504
    2146.5030
    2146.503
    2146.502
    2146.501
    2146.501
    2146.504
    2146.502
    2146.501
    2146.501
    2146.5049
    2146.501
    2146.501
    2146.501
    2146.5020
    2146.5010
    2146.505
    2146.502
    2146.505
    2146.506
    2146.501
    2146.503
    2146.503
    2146.503
    2146.503
    2146.5010
    2146.503
    2146.501
    2146.503
    2146.5070
    2146.5030
    2146.501
    2146.501
    2146.501
    2146.502
    2146.501
    2146.502
    2146.501
    2146.505
    2146.503
    2146.504
    2146.502
    2146.502
    2146.5022
    2146.5018
    2146.505
    2146.508
    2146.5011
    2146.503
    2146.503
    2146.501
    2146.5010
    2146.505
    2146.501
    2146.751
    2146.754
    2146.751
    2146.5010
    2146.504

    ~abstract // datafeed cqg / print & computations realized with python 2.7.12 / matplotlib, numpy & pandas.

     
  • $ ~ 8:23 pm on 10/04/2016 Permalink
    Tags: , , , , TWS, TWS API   

    How to connect Python with the IB TWS API… 

    [X] in my next tutorial, i will describe how to connect a ‘Python script’ to send a ‘LMT’ or ‘MKT’ Order to the Interactive Brokers TWS API.
    A tutorial for German Quant Traders will be also available (on request) soon.
    Please be patient, this work will be done in a few days.
    Happy Trading!

     
  • $ ~ 8:58 pm on 09/30/2016 Permalink
    Tags: FESX Futures trading, , , order book lesson,   

    Order Book Pit trading, the last trading VID 2016 

    hello everybody,

    i have approved my last Order Book & Tape Reading VID on YT recorded in February 2016.

    in this Lesson i show you how trade the FESX Future contract @ the Eurex Exchange on a (boring) Friday. Be patient and watch the order flow at some specific price levels.

    [Abstract: Nibble Unbefugt | Electronic Pit trading = Order Book + Tape Reading]

    [Click+Vid]

    “Please notice, this is my last conventional trading VID because i changed my trading style to Algorithmic Order Book trading, everything else is nonsense :]”

    nonsense = [Kick-Me]

     
  • $ ~ 6:28 am on 09/14/2016 Permalink
    Tags: , , , ,   

    The Rise of the Maschines / Part2 

    Nanex Study the Rise of the HFT Maschines from 01.012007 – 12.31.2012

    “It’s not high frequency trading (HFT) that concerns us. It’s high frequency quoting, and it should concern everyone. The two images below tell the story”.

    [Kick-Me]

     

     
  • $ ~ 3:10 pm on 09/11/2016 Permalink  

    Terminal 

    	
     
  • $ ~ 3:02 pm on 09/11/2016 Permalink
    Tags: , Rise of the MAschines, Social sience research network,   

    Rise of the Maschines: Algorithmic trading… 

    SSRN // Rise of the Maschines: Algorithmic trading in the Foreign Exchange Market

    Algorithmic trading in the foreign exchange market using a long time series of
    high-frequency data that specically identies computer-generated trading activity.
    [Kick me]

     
  • $ ~ 1:13 pm on 08/30/2016 Permalink
    Tags: Matlab Algorithmic Trading   

    Matlab + Simulink = Algorithmic Trading ² 

    Attached picture shows a simple BB2 strategy for algorithmic trading with Matlab & Simulink.
    [Click+Pic]

     
  • $ ~ 10:16 am on 08/27/2016 Permalink
    Tags: Nibble Unbefugt Algorithmic Order Book trading   

    ~ unbefugt 08.27.2016 new website design 

    ~ unbefugt

    08.27.2016 // new website design.

     
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