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Search: Posts Made By: Spartan
Forum: Trading Journals January 21st, 2015, 08:23 PM
Replies: 21
Views: 3,184
Posted By Spartan
S TASR Q 400 P 27.03 - Booking some profit ...

S TASR Q 400 P 27.03

- Booking some profit

Am I being efficient with capital using ES? Balances lots size with capital at risk but performance will only be index like unless you ride the waves...
Forum: Trading Journals January 14th, 2015, 02:00 PM
Replies: 21
Views: 3,184
Posted By Spartan
B TASR Q 800 P 25.70 - Sales growth /...

B TASR Q 800 P 25.70

- Sales growth / pipeline
- Cash flow
- Negative beta

- Looks under levered
- Should push use of cash or return to shareholders
Forum: Trading Journals January 9th, 2015, 01:47 AM
Replies: 21
Views: 3,184
Posted By Spartan
Notes on USD

Over 6 months the USD has appreciated significantly both:

US Dollar Majors Index = 10,410 @ 30 June 2014
US Dollar Majors Index = 11,679 @ 9 January 2015
12.2%

Source: FXCM.

And also:
Forum: Trading Journals January 9th, 2015, 12:31 AM
Replies: 21
Views: 3,184
Posted By Spartan
Source: Bloomberg - 4 January 2015...

Source: Bloomberg - 4 January 2015 (http://www.bloomberg.com/news/2015-01-04/credit-hedge-funds-game-stupid-wall-street-to-top-2014-ranking.html)

2014 top performances

1. Pershing Square / Bill...
Forum: Trading Journals January 8th, 2015, 11:41 PM
Replies: 21
Views: 3,184
Posted By Spartan
The Bad Zulu Trade

Portfolio size $111,841. Of which $100,000 was initial capital.

MAE of Z trade with Z going down to 6426.50 = $5,428 on a constant currency basis. Of which $70 was mitigated by a depreciating GBP....
Forum: Trading Journals January 5th, 2015, 09:30 AM
Replies: 21
Views: 3,184
Posted By Spartan
B Z03-15 6421.00 Now leveraged into market....

B Z03-15 6421.00

Now leveraged into market. Rationale for leverage:

Yellen said: rate hike in a "couple of meetings." Journalist asked what is a couple? "A couple means at least two."...
Forum: Trading Journals December 15th, 2014, 04:32 AM
Replies: 21
Views: 3,184
Posted By Spartan
B ES03-15 2000.00

B ES03-15 2000.00
Forum: Trading Journals December 14th, 2014, 03:25 AM
Replies: 21
Views: 3,184
Posted By Spartan
Considered short of ES at 2037.00. Did not...

Considered short of ES at 2037.00. Did not execute. Futures back below 2000 at 1996.75. Market swings above and below what intrinsic factors imply.

Once analysis done can be very idle with...
Forum: Trading Journals November 12th, 2014, 03:53 PM
Replies: 21
Views: 3,184
Posted By Spartan
S C 18,000 Q 2,000 P 4800.00 % 26.7% BBRY 11.40 V ...

S C 18,000 Q 2,000 P 4800.00 % 26.7% BBRY 11.40 V 9.00 SL 9.50 @ 6%
S C 5,000 Q 330 P -62.70 % -1.3% EWM 14.96 V 15.15
S C 19,208 Q 180 P 1803.60 % 9.4% IWM 116.65 V 106.63 ...
Forum: Brokers November 7th, 2014, 01:08 AM
Replies: 16
Views: 7,668
Posted By Spartan
Should add the comparison above looked at live...

Should add the comparison above looked at live data which was then compared to 'what actually happened' back fill data from CME. Even live and back fill streams can differ from the same vendor.

...
Forum: Trading Journals November 7th, 2014, 12:25 AM
Replies: 21
Views: 3,184
Posted By Spartan
B C 18,000 Q 2,000 P 2540.00 % 14.1% BBRY 10.27 V ...

B C 18,000 Q 2,000 P 2540.00 % 14.1% BBRY 10.27 V 9.00 SL 9.50 @ 6%
Total 18,000 Open P/L 2,540

S C 5,000 Q 330 P -62.70 % -1.3% EWM 14.96 V 15.15 ...
Forum: Brokers November 4th, 2014, 08:09 AM
Replies: 16
Views: 7,668
Posted By Spartan
IQ Feed data matches CME data of Friday 31...

IQ Feed data matches CME data of Friday 31 October 2014. Between 13:09:01 and 13:09:06 New York time. 140 did in fact trade on the bid at 2007.50.

On this one random sample, Gain Capital data...
Forum: Brokers October 31st, 2014, 01:51 PM
Replies: 16
Views: 7,668
Posted By Spartan
On the fly data, need to check but between 13:09...

On the fly data, need to check but between 13:09 and 13:21 ET today:

- IQ Feed reports 140 traded on the bid at 2007.50.

- Gain Capital (CQG-OEC) reports 148 traded on the bid at 2007.50.
...
Forum: Trading Journals October 30th, 2014, 01:55 PM
Replies: 21
Views: 3,184
Posted By Spartan
Guaranteed delivery uses listeners in low latency...

Guaranteed delivery uses listeners in low latency environments to confirm data is true and accurate on receipt. Idea: program fast peer-to-peer cross check of data. Napster for traders. Challenge...
Forum: Brokers October 30th, 2014, 01:45 PM
Replies: 16
Views: 7,668
Posted By Spartan
CQG / Gain Capital / OEC

Spoke with a representative:

1. CQG is a continuous stream over the network.
2. Does not drop ticks to provide price accuracy. Always tries to stream all data from the exchange.
3. Can not...
Forum: Brokers October 30th, 2014, 01:39 PM
Replies: 16
Views: 7,668
Posted By Spartan
Wow! Am on a similar path playing with the better...

Wow! Am on a similar path playing with the better documented IB API but finding it much harder going with the spartan IQ Feed API documentation.

I am encountering a lot of "wow" and "ah ha"...
Forum: Brokers October 28th, 2014, 05:23 AM
Replies: 16
Views: 7,668
Posted By Spartan
SMCJB good information. Thanks. Looks like TT...

SMCJB good information. Thanks. Looks like TT is exhaustive and robust in tackling data dissemination.

Big Mike. Will do. What data source and download tool are you using? I am using QCollector...
Forum: Brokers October 27th, 2014, 11:18 PM
Replies: 16
Views: 7,668
Posted By Spartan
Indeed that key piece of information! The ES...

Indeed that key piece of information!

The ES December 2014 contract. I downloaded the back fill tick data from IQ Feed.

Thanks for pointing me to the AMA thread, relatively new did not know of...
Forum: Brokers October 27th, 2014, 10:41 PM
Replies: 16
Views: 7,668
Posted By Spartan
Data Feed to Avoid Dropped Ticks - Rithmic vs CQG vs eSignal vs IQ Feed

1. Does DTN IQ Feed drop ticks in order to provide price accuracy at speed? Between 09:29:59 and 09:30:00 last Friday 24 October 2014. The TickID went from 26321491 to 26321589 in the back fill...
Forum: Trading Journals October 23rd, 2014, 08:05 PM
Replies: 21
Views: 3,184
Posted By Spartan
B C 18,000 Q 2,000 P 2620.00 % 14.6% BBRY 10.31 V ...

B C 18,000 Q 2,000 P 2620.00 % 14.6% BBRY 10.31 V 9.00 SL 9.50 @ 6%
B C 5,000 Q 330 P 3.30 % 0.1% EWM 15.16 V 15.15
B C 19,208 Q 180 P 786.60 % 4.1% IWM 111.00 V 106.63 ...
Forum: Trading Journals October 23rd, 2014, 07:59 PM
Replies: 21
Views: 3,184
Posted By Spartan
Importing NinjaScript 1. Copy or save .cs...

Importing NinjaScript

1. Copy or save .cs file to: My Documents\NinjaTrader [version_number]\bin\Custom\Indicator
2. From the Control Center: Tools > Edit > NinjaScript > Indicator
3. Click on...
Forum: Trading Journals October 21st, 2014, 06:54 AM
Replies: 21
Views: 3,184
Posted By Spartan
B C 18,000 Q 2,000 P 2,600.00 BBRY 10.30 V 9.00...

B C 18,000 Q 2,000 P 2,600.00 BBRY 10.30 V 9.00 SL 9.50. Lenovo unlikely to get approval to acquire.

November 7 date confirms US Ebola contained.

China 3Q GDP marginal beat of revised lower...
Forum: Trading Journals October 18th, 2014, 02:19 PM
Replies: 21
Views: 3,184
Posted By Spartan
Plosser no change. Market tanks AM. Bullard...

Plosser no change. Market tanks AM. Bullard channels Fischer. Market recovers PM. Proactive communication?

China Central Bank. Action: monetary expansion 200 bn Yuan.

Haldane echos Fischer...
Forum: Trading Journals October 15th, 2014, 03:45 PM
Replies: 21
Views: 3,184
Posted By Spartan
Janet Yellen (today): US on track for 3% GDP...

Janet Yellen (today): US on track for 3% GDP growth and unemployment has more room to fall.

Jeffrey Gundlach (yesterday): 2.2-2.8% 10 Year. Sub 2.2% can imply Fed push back rate hike from 2Q14....
Forum: Trading Journals October 15th, 2014, 01:08 PM
Replies: 21
Views: 3,184
Posted By Spartan
B C 18,000 Q 2,000 P -200.00 BBRY 8.90 V 9.00 B...

B C 18,000 Q 2,000 P -200.00 BBRY 8.90 V 9.00
B C 5,000 Q 330 P -125.40 EWM 14.77 V 15.15
B C 19,208 Q 180 P -338.40 IWM 104.75 V 106.63
B C 7,770 Q 1 P -4,450 ES12-14 1836.00 V 1925.00 SL 1771.00...
Showing results 1 to 25 of 30

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