NexusFi: Find Your Edge


Home Menu

 





SP500 ES bits and pieces


Discussion in Emini and Emicro Index

Updated
      Top Posters
    1. looks_one Ozquant with 18 posts (21 thanks)
    2. looks_two trendisyourfriend with 2 posts (0 thanks)
    3. looks_3 Quick Summary with 1 posts (0 thanks)
    4. looks_4 ratfink with 1 posts (1 thanks)
    1. trending_up 6,941 views
    2. thumb_up 22 thanks given
    3. group 4 followers
    1. forum 22 posts
    2. attach_file 23 attachments




 
Search this Thread

SP500 ES bits and pieces

  #11 (permalink)
Ozquant
Brisbane Queensland Australia
 
Posts: 220 since Aug 2017
Thanks Given: 167
Thanks Received: 380


trendisyourfriend View Post
What does insider mean exactly?

SEC reported BUYS/SELLS by company employees , directors , board members

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Are there any eval firms that allow you to sink to your …
Traders Hideout
Exit Strategy
NinjaTrader
Futures True Range Report
The Elite Circle
Better Renko Gaps
The Elite Circle
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
61 thanks
Funded Trader platforms
39 thanks
NexusFi site changelog and issues/problem reporting
26 thanks
The Program
18 thanks
GFIs1 1 DAX trade per day journal
18 thanks
  #12 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG
Trading: ES, NQ, YM
Frequency: Daily
Duration: Minutes
Posts: 4,527 since Oct 2009
Thanks Given: 4,171
Thanks Received: 6,018


Ozquant View Post
SEC reported BUYS/SELLS by company employees , directors , board members

Should we infer that since they are insiders they know something the rest of us mere mortals are unaware of and consequently are more likely to align with a solid reversal or bottom?

Reply With Quote
  #13 (permalink)
Ozquant
Brisbane Queensland Australia
 
Posts: 220 since Aug 2017
Thanks Given: 167
Thanks Received: 380



trendisyourfriend View Post
Should we infer that since they are insiders they know something the rest of us mere mortals are unaware of and consequently are more likely to align with a solid reversal or bottom?

Not inferring too much at this stage given the liquidity and relative small size of insider in last week , but given the ratio of insider sells to buys over last 12 months its worth taking note to follow up . Fair to say relatively , insiders are more likely to have insight on whats value in their company compared to ' mere ' mortals , whatever that implies . All im doing here is looking for facts to quantify to make better decisions , i think i do ok . I try to have no biases and i am neither bull or bear , just looking for any swing in either direction to ride with a positive probability ( edge ) .


Reply With Quote
Thanked by:
  #14 (permalink)
Ozquant
Brisbane Queensland Australia
 
Posts: 220 since Aug 2017
Thanks Given: 167
Thanks Received: 380

SP500 forward earnings / revenue / margin spreads can be a useful tool in the longer term




Reply With Quote
  #15 (permalink)
Ozquant
Brisbane Queensland Australia
 
Posts: 220 since Aug 2017
Thanks Given: 167
Thanks Received: 380

Given the holiday induced low liquidity last couple of trading days not much to be gleaned from price action , Rally of recent lows now as high as 8.8% so not far to go till i tag my initial target of 10.3% of lows . My short term model still has room for more upside beyond that so will keep a small runner above 10% , willing to buy algo triggered signals on dips above 10% where i will hold daytrades only until my model regime flips bearish . This plan has played out nicely




Reply With Quote
Thanked by:
  #16 (permalink)
Ozquant
Brisbane Queensland Australia
 
Posts: 220 since Aug 2017
Thanks Given: 167
Thanks Received: 380


Ozquant View Post
Given the holiday induced low liquidity last couple of trading days not much to be gleaned from price action , Rally of recent lows now as high as 8.8% so not far to go till i tag my initial target of 10.3% of lows . My short term model still has room for more upside beyond that so will keep a small runner above 10% , willing to buy algo triggered signals on dips above 10% where i will hold daytrades only until my model regime flips bearish . This plan has played out nicely

8 days to tag 10.7% rise from lows . can cash out large part of longs here today for nice profit ( ES AND NQ ). Still holding SPX options that are now in the money with 10 days to expiry . Thats the easy money , now more daytrading buying dips from here . Regime filter still maintaining bullish outlook




SPX range finder which is a work in progress looks solid


Reply With Quote
Thanked by:
  #17 (permalink)
Ozquant
Brisbane Queensland Australia
 
Posts: 220 since Aug 2017
Thanks Given: 167
Thanks Received: 380

Next week getting time to flip bias here , looking for shorts and spikes to trade into . The Bull honeymoon is almost over here imo


Reply With Quote
Thanked by:
  #18 (permalink)
Ozquant
Brisbane Queensland Australia
 
Posts: 220 since Aug 2017
Thanks Given: 167
Thanks Received: 380


Ozquant View Post
I think probably the first time this year where insider buying > insider selling fwiw




Once market liquidity returned the insider ratio is stil bearish but a key takeaway is that still nowhere near as bearish as 2018 as a collective



Reply With Quote
Thanked by:
  #19 (permalink)
Ozquant
Brisbane Queensland Australia
 
Posts: 220 since Aug 2017
Thanks Given: 167
Thanks Received: 380


Ozquant View Post
SP500 forward earnings / revenue / margin spreads can be a useful tool in the longer term

SPX forward earn consensus '18 Q4 still trending down as is '19




Reply With Quote
Thanked by:
  #20 (permalink)
Ozquant
Brisbane Queensland Australia
 
Posts: 220 since Aug 2017
Thanks Given: 167
Thanks Received: 380


Is history telling us anything here ?




Given in 2008 SPX was so far below the 200DMA there was no significant bounce is stocks above 200DMA so that explains that anomaly


Reply With Quote
Thanked by:




Last Updated on January 27, 2020


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts