Updates from November, 2016 Toggle Comment Threads | Keyboard Shortcuts

  • $ ~ 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]

     

     
  • $ ~ 3:27 pm on 10/17/2016 Permalink
    Tags: , Daytrader loose money, , Manifest, Quant, , Quants,   

    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.

     

     
  • $ ~ 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.

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

    Succsessful Algorithmic Quantitative Trading… 

    manifest:

    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

    *NetCat

    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.

    [Click+Pic]

    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
    Tags:   

    Introduction to Discrete Time Markov Chain DTMC Definition… 

    Introduction to Discrete Time Markov Chain (DTMC).
    Definition:
    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   

    NO SEO is MORE 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

     
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