Thursday, October 28, 2010

Weekend News 29 Oct

Polynomials 28 Oct


Source: Ninja Trader

Monday, October 25, 2010

Saturday, October 23, 2010

HFT/Algo News 22 Oct

Tuesday, October 19, 2010

Polynomials 19 Oct


Source: Ninja Trader

Midweek News 19 Oct

Tuesday, October 12, 2010

Midweek News 12 Oct

  • US decision on Chinese Yuan looms, Friday. (Reuters)
  • Corporate Bonds of all ilks, UP!! (FT Alpha)
  • 1-3M Volatility Structure drops to lowest level in years. (Zerohedge)
  • SP 500 performance history during week of Columbus Day. (Bespoke)
  • FOMC Minutes. (Zerohedge)
  • US Long-Only Funds selling now at levels following Lehman Colapse. (Zerohedge)
  • Bond Market Absurdity. (Zerohedge)
  • Yale P.H.D. and Former Fed Member tells Obama to sell all of America's Gold. (Zerohedge)
  • SP 500 & Sectors Graphic. (Bespoke)
  • JP Morgan "beats" "profit forecast" but revenue weak. (Reuters)