a*e
2 楼
对不起广大空头啊。
c*t
4 楼
seems QI volume is so small, most people trade SI?
So must be a big player's market.
So must be a big player's market.
c*t
7 楼
b*r
9 楼
200捞AGQ,有戏不?
a*e
13 楼
嗯。股指要温和多了,而且有涨跌停。RISK/REWARD 都小一些。
Commodities 在美国也不定义内幕交易。
不过COT确实有参考价值,COT确实显示SILVER PLAYER上周大量平仓套利了。
什么时候COT改成daily的,我想就更加平等了。
CURRENCY FUTURES我觉得也不错,CURRENCY没人manipulate得起来。
【在 c**t 的大作中提到】
: I think index and bond future are easier to trade for small,
: less informed players.
: commodity has too much control by commercials and they can move the market
: big and
: their action is less predicable.
: Maybe like penny stock market.
Commodities 在美国也不定义内幕交易。
不过COT确实有参考价值,COT确实显示SILVER PLAYER上周大量平仓套利了。
什么时候COT改成daily的,我想就更加平等了。
CURRENCY FUTURES我觉得也不错,CURRENCY没人manipulate得起来。
【在 c**t 的大作中提到】
: I think index and bond future are easier to trade for small,
: less informed players.
: commodity has too much control by commercials and they can move the market
: big and
: their action is less predicable.
: Maybe like penny stock market.
c*t
14 楼
Some professional recommend COT big time before.
never read it since I do not trade commodity.
But I thought they made some change to it so it is less useful than before.
but not sure.
Currency suppose has longer trend.
So should be a good market to play in if trend following.
Only issue is the working hour, a lot of news release in EURO is over night
or early morning.
I am really just 9-11 kind of guy now. so only can
trade ES or ZN.
【在 a*****e 的大作中提到】
: 嗯。股指要温和多了,而且有涨跌停。RISK/REWARD 都小一些。
: Commodities 在美国也不定义内幕交易。
: 不过COT确实有参考价值,COT确实显示SILVER PLAYER上周大量平仓套利了。
: 什么时候COT改成daily的,我想就更加平等了。
: CURRENCY FUTURES我觉得也不错,CURRENCY没人manipulate得起来。
never read it since I do not trade commodity.
But I thought they made some change to it so it is less useful than before.
but not sure.
Currency suppose has longer trend.
So should be a good market to play in if trend following.
Only issue is the working hour, a lot of news release in EURO is over night
or early morning.
I am really just 9-11 kind of guy now. so only can
trade ES or ZN.
【在 a*****e 的大作中提到】
: 嗯。股指要温和多了,而且有涨跌停。RISK/REWARD 都小一些。
: Commodities 在美国也不定义内幕交易。
: 不过COT确实有参考价值,COT确实显示SILVER PLAYER上周大量平仓套利了。
: 什么时候COT改成daily的,我想就更加平等了。
: CURRENCY FUTURES我觉得也不错,CURRENCY没人manipulate得起来。
a*e
15 楼
I loaded 20 years data in my own database.
I think it's more useful now, because the frequency is from
monthly to biweekly to weekly now.
and the reported level remains 80% of total open interest adjusted
with the rapid increase of total volume.
Currency is tough, I am still feeling the pulse at this stage.
there are alot more round-the-clock futures, like NQ, TF(22 Hours)
YM,
I personally am clueless about treasury futures,
.
night
【在 c**t 的大作中提到】
: Some professional recommend COT big time before.
: never read it since I do not trade commodity.
: But I thought they made some change to it so it is less useful than before.
: but not sure.
: Currency suppose has longer trend.
: So should be a good market to play in if trend following.
: Only issue is the working hour, a lot of news release in EURO is over night
: or early morning.
: I am really just 9-11 kind of guy now. so only can
: trade ES or ZN.
I think it's more useful now, because the frequency is from
monthly to biweekly to weekly now.
and the reported level remains 80% of total open interest adjusted
with the rapid increase of total volume.
Currency is tough, I am still feeling the pulse at this stage.
there are alot more round-the-clock futures, like NQ, TF(22 Hours)
YM,
I personally am clueless about treasury futures,
.
night
【在 c**t 的大作中提到】
: Some professional recommend COT big time before.
: never read it since I do not trade commodity.
: But I thought they made some change to it so it is less useful than before.
: but not sure.
: Currency suppose has longer trend.
: So should be a good market to play in if trend following.
: Only issue is the working hour, a lot of news release in EURO is over night
: or early morning.
: I am really just 9-11 kind of guy now. so only can
: trade ES or ZN.
c*t
16 楼
most future is around the clock.
but it is the active hour counts.
nice volume, clear level, easy to catch trend.
for ES/ZN, only the 9-11.
【在 a*****e 的大作中提到】
: I loaded 20 years data in my own database.
: I think it's more useful now, because the frequency is from
: monthly to biweekly to weekly now.
: and the reported level remains 80% of total open interest adjusted
: with the rapid increase of total volume.
: Currency is tough, I am still feeling the pulse at this stage.
: there are alot more round-the-clock futures, like NQ, TF(22 Hours)
: YM,
: I personally am clueless about treasury futures,
:
but it is the active hour counts.
nice volume, clear level, easy to catch trend.
for ES/ZN, only the 9-11.
【在 a*****e 的大作中提到】
: I loaded 20 years data in my own database.
: I think it's more useful now, because the frequency is from
: monthly to biweekly to weekly now.
: and the reported level remains 80% of total open interest adjusted
: with the rapid increase of total volume.
: Currency is tough, I am still feeling the pulse at this stage.
: there are alot more round-the-clock futures, like NQ, TF(22 Hours)
: YM,
: I personally am clueless about treasury futures,
:
c*t
17 楼
20 years of all commodity?
wow, a lot of research.
But if supply and demand has changed in that industry,
for example, corn is considered an energy play now.
not sure if it is still relevent.
【在 a*****e 的大作中提到】
: I loaded 20 years data in my own database.
: I think it's more useful now, because the frequency is from
: monthly to biweekly to weekly now.
: and the reported level remains 80% of total open interest adjusted
: with the rapid increase of total volume.
: Currency is tough, I am still feeling the pulse at this stage.
: there are alot more round-the-clock futures, like NQ, TF(22 Hours)
: YM,
: I personally am clueless about treasury futures,
:
wow, a lot of research.
But if supply and demand has changed in that industry,
for example, corn is considered an energy play now.
not sure if it is still relevent.
【在 a*****e 的大作中提到】
: I loaded 20 years data in my own database.
: I think it's more useful now, because the frequency is from
: monthly to biweekly to weekly now.
: and the reported level remains 80% of total open interest adjusted
: with the rapid increase of total volume.
: Currency is tough, I am still feeling the pulse at this stage.
: there are alot more round-the-clock futures, like NQ, TF(22 Hours)
: YM,
: I personally am clueless about treasury futures,
:
c*t
22 楼
for treasury. my thought is do not use the ZN quote itself.
since it has several components and mature dates so hard to
get levels.
I use interest rate in stead.
My assumption is somewhere some big player keep doing
arbitrage so that ZN value is always (reversed) locking to interest rate.
Treasury dept only quote rate 7:20-2PM. CT.
since it has several components and mature dates so hard to
get levels.
I use interest rate in stead.
My assumption is somewhere some big player keep doing
arbitrage so that ZN value is always (reversed) locking to interest rate.
Treasury dept only quote rate 7:20-2PM. CT.
i*6
23 楼
What does "CTO" stand for?
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