trading research e-documents - 2012

for the lone-trader

These advanced research papers are available seperately as they are beyond the scope of the web-site.

These documents are for lone-traders. It is assumed the reader knows "what" each function is, so no long explanations about "what" they are. This page is kept as brief as possible. The articles are written from the perspective of how they are used by the majors and the effect they have on the Main Cash Index and thus the underlying Future. At any given time, these functions can be either active or inactive. It's important for the lone-trader to know that. If they are in action they will be pressuring one way only: either up or down.

product preview uncut website plus intraday replay demo	AUD $100 On the Paypal receipt page click "return to camron" to download paper
tapereading tapereading the order-book - market-depth	AUD $100 On the Paypal receipt page click "return to camron" to download paper
arbitraging eighty percent of all managed funds are index funds. index funds abitrage the cash and futures market as a method of rebalancing. portfolios are rebalanced regularly during the day. with a significant and sudden impact on the futures market. futures are used as the medium for economic reasons. its cheaper. residual balances in the futures account are closed out weekly or monthly. know what to look for. know when to look for it. it's automatic. done by robots. Know when to get out of the way	AUD $100 On the Paypal receipt page click "return to camron" to download paper
market-depth and market making To understand market-depth you need to understand market-making. understanding market-making and the order-book and specifics to watch for. requires unique presentation of market depth. There is no commercial offering doing it. you need to arrange the depth in a specific format and know what to look for. Once you know what to look for you can read the market depth easily.	AUD $100 On the Paypal receipt page click "return to camron" to download paper
preopen understanding the preopen what it means - how it works - the mathematics - and how to use it requires an understanding of the order-book, strip orders, auction process. how to trade using the preopen session data	AUD $100 On the Paypal receipt page click "return to camron" to download paper
icebergs Detecting icebergs and how to cope with them any exit from a long position, above an iceberg will probably suffer. any exit from a short position, below an iceberg will probably suffer. Evidence of a immovable iceberg is reason to exit immediately. Depending on the size, it is the completion of the move, or The attacker will back away, presenting opportunities to re-enter later.	AUD $100 On the Paypal receipt page click "return to camron" to download paper
algorithms algorithm and robots and how to cope with them practical examples how an algorithms affect the SPI200 how to identify when algorithms are active	AUD $100 On the Paypal receipt page click "return to camron" to download paper
sweeping and sweep trades deals exclusively with sweep trades within a single market. when one single trade moves price four or more levels. increased use of sweep trades is a consequence of icebergs data specifications - using an unfiltered data feed how to programmatically detect sweep trades an explosive cluster of sweep trades occur at highs and lows refer sweep trades for further discussion.	AUD $200 On the Paypal receipt page click "return to camron" to download paper
DGAS trades DGAS trades are the drivers of the market when they occur in sets. They are an identifiable and specific subset of commercial trades. When the elephants are on the move.	AUD $100 On the Paypal receipt page click "return to camron" to download paper
SMASH trades Smash trades are a subset of sweep trades. They often occur at and establish highs and lows and reversal points. When the elephant is tired of waiting.	AUD $100 On the Paypal receipt page click "return to camron" to download paper
cancellations - inverse of market-depth Much global effort has been invested in analising market depth. More important is what's not there anymore as the HFTs pull their orders out and alter the distribution of orders in the order-book. Look at what's not there rather than what is there.	AUD $100 On the Paypal receipt page click "return to camron" to download paper
the lot all the above research papers	AUD $300 On the Paypal receipt page click "return to camron" to download paper