A Fistful of Dollars
"Gold is money and nothing else."- JP Morgan, 1913.
Wednesday, February 29, 2012
Polynomials 29Feb
CL London Session
CL NY Opening Range Session
CL Midday & Closing Range Session
Source: CME/Ninja Trader
MP 29Feb
CL Globex Profile
CL Pit Profile
Source: CME/Fin-Alg
5 Day Profile 29Feb
CL 5 Day Profile
DX 5 Day Profile
Source: CME/ICE/Fin-Alg
S&P Morning Update February 29, 2012
Source: Jim Dalton
Tuesday, February 28, 2012
Mid Week News 29Feb
Graphics
Durable Goods.
(Reuters/Scott Barber)
Case-Schiller.
(Zerohedge)
US Equity Performance, 2012.
(Reuters/Scott Barber)
ECB Feb LTRO.
(Reuters/ Scott Barber)
SP500 =+15% In 3 Months=?
(Bespoke)
Energy
Oil Priced In Gold= Cheap.
(Economic Policy Journal)
US Crude, 1860-2012.
(EIA)
Central Banks
LTRO Outlook For Wed.
(FT Alpha)
LTRO.
(Zerohedge)
LTRO, Credit Crunch, Carry Trade.
(FT Alpha)
Politics
ISDA Hearing 01Mar On Greek Default.
(Zerohedge)
ISDA, Thu.
(FT Alpha)
Ireland To Hold Referendum On EU Fiscal Treaty.
(Reuters)
Markets
Trade Creates Wealth. Protectionism Destroys It.
(Mises Blog)
Small Caps Outperform Large Caps In Earnings Season.
(Reuters)
HFT/Algo
Quote Spread Measurement.
(Nanex)
Polynomials 28Feb
CL London Session
CL NY Opening Range Session
CL NY Midday & Closing Range Session
Source: CME/Fin-Alg
MP 28Feb
CL Globex Profile
CL Pit Profile
Source: CME/Fin-Alg
5 Day Profile 28Feb
CL 5 Day Profile
DX 5 Day Profile
Source: CME/ICE/Fin-Alg
S&P 500 Morning Update February 28, 2012
Source: Jim Dalton
Monday, February 27, 2012
Polynomials 27Feb
CL London Session
CL NY Session
Source: CME/Fin-Alg
MP 27Feb
CL Globex Profile
CL Pit Profile
Source: CME/Fin-Alg
5 Day Profile 27Feb
CL 5 Day Profile
DX 5 Day Profile
Source: CME/ICE/Fin-Alg
Weekend News 24Feb
Graphics
Final Earnings Season Stats.
(Bespoke)
Earnings Growth Expectations.
(Reuters/Scott Barber)
Oil Price Correlation With Equities.
(Reuters/Scott Barber)
Initial Claims.
(Zerohedge)
European Growth Forecasts.
(Reuters/Scott Barber)
Most Overbought ETFs.
(Bespoke)
Energy
Brent In Euros At All Time High.
(Zerohedge)
Flashback: Bidders Of 30Million Barrels Of SPR.
(Zerohedge)
Central Banks
Central Bank Aggregate Balance Sheet.
(Zerohedge)
Traditional v. Shadow Banking.
Next, The Benefits Of The Easter Bunny.
(St. Louis Fed)
Future Of The Euro.
(Mises Blog/Phillipp Bagus)
Politics
US Budget Watch Finds Only Ron Paul Would Cut US Debt Burden.
(Zerohedge)
Markets
AIG "Profit".
(Zerohedge)
AIG "Profit".
(Reuters)
HFT/Algo
Clock Drift.
(Nanex)
Growth In HFT Slowing Down.
(SecTechMonitor)
Friday, February 24, 2012
Polynomials 24Feb
CL London Session
CL NY Opening Range Session
CL NY Midday & Closing Range Session
Source: CME/Ninja Trader
MP 24Feb
CL Globex Profile
CL Pit Profile
Source: CME/Fin-Alg
5 Day Profile 24Feb
CL 5 Day Profile
DX 5 Day Profile
Source: CME/ICE/Fin-Alg
Weekly Bar 24Feb
CL Weekly Bar
DX Weekly Bar
Source: CME/ICE/Ninja Trader
Thursday, February 23, 2012
Polynomials 23Feb
CL London Session
CL NY Opening Range Session
CL NY Midday & Closing Range Session
Source: CME/Ninja Trader
MP 23Feb
CL Globex Profile
CL Pit Profile
Source: CME/Fin-Alg
5 Day Profile 23Feb
CL 5 Day Profile
DX 5 Day Profile
Source: CME/ICE/Fin-Alg
Wednesday, February 22, 2012
Polynomials 22Feb
CL London Session
CL NY Session
Source: CME/Ninja Trader
MP 22Feb
CL Globex Profile
CL Pit Profile
Source: CME/Fin-Alg
5 Day Profile 22Feb
CL 5 Day Profile
DX 5 Day Profile
Source: CME/ICE/Fin-Alg
S&P Morning Update February 22, 2012
Source: Jim Dalton
Mid Week News 22Feb
Graphics
Historic Volatility, Brent Crude.
(Reuters/Scott Barber)
Algo In The SPY.
(Nanex)
China GDP & PMI.
(Reuters/Scott Barber)
Eurozone GDP & PMI.
(Reuters/Scott Barber)
Energy
JPM Sees $120 WTI By Election.
(Zerohedge)
CME Says Brent-WTI Spread At $2-4 By 2015.
(Platts)
Oil As Barometer, Beijing Is Rising.
(Oil Price)
Central Banks
Transition To Monetary Freedom.
(Ron Paul/Mises Blog)
ECB-OSI Bond Swap Scam.
(Zerohedge)
Politics
Why Can't We Nominate Our Own President?
(Zerohedge)
Putin: Russia Must Re-Arm Because Of US Aggression.
(Economic Policy Journal)
Markets
Bob Janjuah On Rigging Of Markets By Policy Makers.
(Zerohedge)
A Few Ways Governments Distort Food Markets.
(Mises Blog)
HFT/Algo
Reg NMS & Nasdaq Proposal.
(Nanex)
Tuesday, February 21, 2012
Polynomials 21Feb
CL London Session
CL NY Session
Source: CME/Ninja Trader
MP 21Feb
CL Globex Profile
CL Pit Profile
Source: CME/Fin-Alg
5 Day Profile 21Feb
CL 5 Day Profile
DX 5 Day Profile
Source: CME/ICE/Fin-Alg
Monday, February 20, 2012
Polynomial 20Feb
CL Holiday Session
Source: CME/Fin-Alg
MP 20Feb
CL Globex Profile
Source: CME/Fin-Alg
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