Weekend News 28Jul

Graphics

• S&P 500 Sector Relative Strength. (Bespoke)
• GDP, Pre & Post Revision. (Zerohedge)

Markets

• Initial Claims. (Zerohedge)
• GDP. (Zerohedge)
• US Earnings Seen Falling In Q3. (Reuters)
• EM Fund Flows. (FT Beyond BRICs)

HFT/Algo

• The Real Winner Of HFT Price Improvement. (Nanex)

Midweek News 25Jul

Markets

• Atlas FCM Ratings. (Zerohedge)
• CME Wants Customer Money Held At Clearinghouses. (Reuters)
• Futures Brokerage Industry Wide Crises Of Confidence. (Reuters)
• JPMorgan Investigation Into Of Alleged Manipulation Of Energy Markets In CA & Midwest. (Forbes)

Weekend News 21Jul

Markets

• Energy. (Sharedata)
• Initial Claims. (Zerohedge)
• Philly Fed. (Zerohedge)
• Wall St. Deception. (CNBC)

HFT/Algo

• Algo Price Action In KO, IBM, MCD, AAPL. (Reuters)

Midweek News 18Jul

Graphics

• Goldman Earnings. (Bespoke)

Markets

• Energy. (Sharedata)
• Initial Claims. (Zerohedge)
• NYSE: Trading Down 40% in 2 Years. (SecTechMonitor)
• US Fund Flows. (SecTechMonitor)
• Markit & CDS Pricing Redux. (Market Rap)
• CME On Gold As Collateral & Their London Based Custodian. (Zerohedge)
• BofA Earnings. (Zerohedge)

Midweek News 11Jul

Graphics

• Record Outflows From Euro Money Markets. (EPFR)
• Earnings Season Start. (Bespoke)

Markets

• Energy Market. (Sharedata Futures)
• Earnings Season Preview. (Zerohedge)
• Gold The Answer To Currency Wars. (China Daily)
• Indian Street Youth Develop Banking System. (RT)
• JPMorgan Silence On Risk Model Change. (Bloomberg)
• MFGlobal, PFG, Who Next? (Zerohedge)
• PFG Whitepaper: Commodity Customer Protections/Regs. (PFG)
• PFG Chairman Forging Bank Documents For Years. (Zerohedge)

HFT/Algo

• Hiring Software As Analyst. (SecTechMonitor)
• First Derivatives Unveils Algo Simulation Lab. (SecTechMonitor)

Daily Profile 10Jul

CL Daily Profile

Source: CME/Fin-Alg

5 Day Profile 10Jul

CL 5 Day Profile 

DX 5 Day Profile

Source: CME/ICE/Fin-Alg

Daily Profile 09Jul

CL Daily Profile

Source: CME/Fin-Alg

5 Day Profile 09Jul

CL 5 Day Profile 

DX 5 Day Profile

Source: CME/ICE/Fin-Alg

Daily Profile 02Jul

CL Daily Profile

Source: CME/Fin-Alg

Weekend News 02Jul

Graphics

• SP500 Sector Breadth. (Bespoke)
• EM Funds Flows. (FT Beyond BRICs)

Markets

• JPMorgan Trading Loss May Reach $9bil. (Dealbook)
• Barclays Libor Fine Paves Way For Competitors. (Bloomberg/Tabb)
• America Being Prepared For Full Spectrum Tyranny. (Zerohedge)

HFT/Algo

• Goldman Starts Electronic Bond Trading Sessions. (SecTechMonitor)

5 Day Profile 02Jul

CL 5 Day Profile 

DX 5 Day Profile

Source: CME/ICE/Fin-Alg