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trading research e-documents - 2010        


for the lone-trader


coming soon


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

tapereading

tapereading the order-book - market-depth
  AUD $100

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

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

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

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
click "return to camron"
in middle of receipt page
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

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

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

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

the lot

all the above research papers

  AUD $300