Updates from September, 2016 Toggle Comment Threads | Keyboard Shortcuts

  • $ ~ 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”.



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


  • $ ~ 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.

  • $ ~ 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.

  • $ ~ 11:34 am on 08/14/2016 Permalink
    Tags: Algo trading Python, Algo trading R, Algorithmic trading Matlab   

    Succsessful Algorithmic Quantitative Trading… 


    i shift from a classic order book trader to Algorithmic Quantitative Trading, to keep in pace with the times.

    Manually trading dates from the last Century and it fits no longer for me and for the Markets. Protect your money and stop “manually” trading! Don’t waste your time with all this crappy trading platforms or tools.

    Happy trading :]

  • $ ~ 3:32 pm on 07/30/2016 Permalink
    Tags: Quant Futures trading   

    Battle of the Quants… 

    Interview with Bart Kellerman from” Battle of the Quants”.
    For those traders who believe they could trade in the 21st century  like a local Pit Trader from the Futures or Stock Exchange in the 90s :] [abstract]

  • $ ~ 7:57 am on 07/28/2016 Permalink
    Tags: NetCat History   

    Algorithmic Trading |S+B_Cat_1.07.16 (6E,6B,YM,NQ,CL…) 

    1st. Algo run in the 6E Futures contract at the CME with the S + B-Cat_1.07.16 Algorithm today. The “NetCat” family is a further development from the Nucom _42_TP_EX Sniffer (ES-Scalper).

    NetCat is a simple Algo which listen continually at the orderflow on both side of the price ladder and make his choice to enter the Market if some specific variables are true.

    History of NUcom:

    Nucom 04.16  (ES & FESX) // Prototyp

    42_TP_EX  (FGBM & ZN) //Prototyp


    3. S+B_Cat_1.07.16 (6E,6B,YM,NQ,CL…) // Live

    *generic term

  • $ ~ 8:14 pm on 07/23/2016 Permalink
    Tags: Nucom Sniffer Algo   

    Nucom 42_TP_EX Algo a hidden sniffer at the Tape – Order Flow trading 

    This screenshot shows a logfile from the Nucom 42_TP_EX Algo  in the ES sept.16 Futures contract.


    42_TP_EX listen as a hidden sniffer at the Tape and split automatically the Market Orders into reconstructed  trades and cumulated the order size on each price level and print it into an endless logfile…

    [orange colored underlined: order Time: 21:54:28:288 | Price Level: 215825 | 1465 Buys vs. 1245 Sells = 2710 tradet contracts. // order Time: 21:54:29:274 | Price Level: 21825 | 1465 Buys vs. 1256 Sells= 2721 tradet contracts]. n. def = No tradet contracts.

  • $ ~ 11:56 am on 07/23/2016 Permalink
    Tags: TP_42_EX NetCat Sniffer Algo   

    Last minute ES scalp trading with the Nucom Algo_42_TP_EX 

    Last minute scalp trading in the ES Sept.16 contract with the Nucom Algo Beta variation 42_TP_EX.

    Nucom was programmed as as ghost or hidden bot. (The OTA Algo 42_TP_EX  is a variant of the Nucom Algo (Markov Chain DTMC) but he has also a Boolean Function F2,F3,F15.

    What happened?

    Nucom was for over 90 sec.  as ghost order in the Market and flips up and down in the price ladder. Then he get a fill immediately @6850 and set the TP to 6875 . The TP Order are jumped into the queue on position 1076 instead of 1525 within micro seconds. After the fill i take profit within a blink of an eye :]

    Should i trade in the last minute?

    The End of a trading day is often volatile and algos flipping on both side of the Markets to close theirs positions. Nucom 42_TP_EX was programmed to trade with this algos. Be careful and never trade in the last minute when the HFT algos enter the Markets.

    Happy trading :] [Click+Pic]

  • $ ~ 12:59 pm on 07/17/2016 Permalink
    Tags: X Trader Pro Jigsaw trading   

    X Trader Pro MD Ladder or Jigsaw? 

    a large number of people ask me, about my trading experience with the jigsaw dom and the x trader pro and if one of this tools are good for scalp trading?

    it is impossible to compare both, because x trader is a trading plattform for professionals (since 20 years) and jigsaw is an order flow “tool”. Strictly speaking a third party plugin. A plugin component is mostly not so fast as a trading plattform which is programmed only in one lanquage (x trader as example is written in c/c++). you need for the jigsaw tool a trading platform and a separat Data Feed #DTN IQ Feed, #CQG or #Rithmic. My preference Data Feed from TT is unfortunately not available.

    Please notice:

    A trading Platform should depends on your trading style!

    The jigsaw tool is for trader in combination with chart trading on a longer time frame a good choice to make  trading decisions on specific price levels. Jigsaw will be a good choice and a cost effective alternative for ambitious traders.

    I use at the moment the X Trader Pro. You need for scalp trading in volatile Markets a very fast order execution trading platform and you should make your trading decisions below a few micro seconds and that is at the moment only possible with the x trader pro from TT in combination with algorithmic trading.

    abstract: 95% of all trading Platforms for retail trader offers a huge amount of indicators with fancy charting possibilities and other esoteric junk. Maybe it was possible to trade in the 90s with this crap things but today, the markets are extrem volatile and they are driven up to 70% by algos and 5 % from HFT trading companies.

  • $ ~ 8:36 pm on 07/16/2016 Permalink

    Introduction to Discrete Time Markov Chain DTMC Definition… 

    Introduction to Discrete Time Markov Chain (DTMC).
    A discrete time stochastic process {Xn, n = 0, 1, 2, . . .} with discrete state space is a Markov chain if it satisfies the Markov property.

    P(Xn = in | X0 = i0, X1 = i1, . . . , Xn−1 = in−1) = P(Xn = in | Xn−1 = in−1), where ik for all k = 0, 1, . . . , n are realized states of the stochastic process.

    P(Xn = in | X0 = i0, X1 = i1, . . . , Xn−1 = in−1) = P(Xn = in | Xn−1 = in−1)

  • $ ~ 7:11 am on 07/16/2016 Permalink
    Tags: more seo, no Seo   


    hmmmm, google has probably banned my website or my provider has some dns cache problems.

    additional to my domain name, i have deleted a few days ago all this fancy SEO tags and meta descriptions in the post and the “H1 BOLD VERY BIG PLEASE READ AND INDEXING ME GOOGLE FONTs”…

    Be truly social, and visit me without this “Phishing Search Engine” and simply bookmark unbefugt.com in your browser.

    If my website will be kicked from my Provider, you should bookmark the redirects below.

    Follow this 3 redirectoren , you will find another landing page which could be use as doorway page to my blog.

    Safe or bookmark the redirectoren :

    kickmeto.unbefugt.com  | 411.unbefugt.com | http://x.unbefugt.com

  • $ ~ 1:55 pm on 07/13/2016 Permalink
    Tags: Gamblers Ruin /Futures Trading   

    Retail Traders playing chess against deep blue 

    do you know, that 70% of all orders in the futures markets are driven by algorithmic trading…
    as a retail trader, it is like playing chess against deep blue :]

  • $ ~ 1:43 pm on 07/13/2016 Permalink
    Tags: Nash Equilibrium,   

    Nucom Nash Equilibrium 

    07/10/2016 | ~ 3 from 13  vids available again on youtube. ~ vid_1  [no more bets please @…] shows a nash equilibrium on top of a range between 2845 and 2852. in this lesson you learn, how to pick up badly placed orders from smaller retail traders :]

  • $ ~ 10:45 am on 07/10/2016 Permalink

    nibble unbefugt ~ nucom algo is live in the futures markets 


    i change my  trading style from manual scalping to algo scalp trading. a bread and butter strategy that works fine for me. my nucom algo is ready for the futures markets.

    Nucom is faster than a blink of an eye and always in front of the order queue. he flips from the bid to the ask and he makes his trading decision within micro seconds.

    last but not least, nucom never breakes “my” trading rules :]

    do you really believe, that the order size matters in the 21st century? if so, have you ever think about  speed & math? pm are always welcome :]


  • $ ~ 8:53 am on 07/10/2016 Permalink
    Tags: Futures scalp trading   

    Nash Equilibrium, no more bets please @ 2852 

    3 from 13  vids available again on youtube. ~ vid_1  [no more bets please @…] shows a nash equilibrium on top of a range between 2845 and 2852 in the fesx future.

    In this lesson you learn, how to pick up badly placed orders from smaller retail traders :]


  • $ ~ 1:43 pm on 07/04/2016 Permalink
    Tags: Matlab Simulink   

    NUCOM ALGO | X-Trader-Pro | Live trading FESX Future 

    Order Size matters, but speed trading is better :]

    Attached screenshot shows the Nucom Markov Chain DTMC scalp trading Algo [blue flagged order button “NU” in the DOM]. This specific Algo hit the Markets within a blink of an eye as limit order if a “logical boolean factor”” is true :]

    FESX Future trading at the Eurex Exchange in Frankfurt.



  • $ ~ 7:56 am on 07/03/2016 Permalink
    Tags: Brexit   

    A vicious trading Algo destroyed the Great Britain Pound… 

    excuse me please for the lurid headline :]

    This should be off topic, but i found no category on my website for news like this :] whatever, i use the public network section for bla…bla…bla…
    An unauthorized vicious algo destroyed this ASC artwork today which shows the flags from england, scotland, wales and ireland.

    shit happens sometimes overnight, from “great britain” to “little britain”.

    B |\ | | /| E | |*| | S |\:::::/| W | @|***| I |***  ****|
    R |\\| |//| N | |*| | C |\\::://|  A | , \***| R |*** **  **|
    I |_\| |/_| G |__|*|__| O |:\\://:| L |   ,\\)^*| E |——-|
    T |__ __| L |***** **| T |::> <::| E | \\*^*|   L | |
    A | /| |\ | A | |*| | L |://:\\:| S | {@/*^*  A |_______|
    I |//| |\\| N | |*| |  N |// :::\\| | ^|***  | N |:::::::|
    N |/_|_|_\| D |__|*|__| D |/:::::\| |___|** * | D |:::::::|



  • $ ~ 5:57 am on 07/03/2016 Permalink
    Tags: bloomberg   

    bloomberg markets almost everyone see the pound’s day… 

    the big short in 2016 :]

    bloomberg markets: almost everyone see the pound’s day are numbered….[kickmeto]

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