Monday, June 27, 2011

Weekend News 24 Jun

Energy
  • IEA To Release 60 Million Barrels Over Coming Months. (Zerohedge)
  • US Strategic Petroleum Reserve Primer. (Zerohedge)
Markets
Central Banks
  • China Will Suspend Open Market Operations, June 23. (Zerohedge)
  • NY Fed Announces 7 POMO Operations July 1, QE Lite. (Zerohedge)
  • Former Richmond Fed Pres. Broaddus Giving Go Ahead on QE3? (Zerohedge)
  • Jim Grant Says All The Bernank Wouldnt. (Zerohedge)
  • China Now Formally Working With IMF To Avoid Eurozone Restructuring. (Zerohedge)
Politics
HFT/Algo

Polynomials 24 Jun

(CL London Session)
(CL NY Session)



Source: Ninja Trader

MP 24 Jun




Source: Fin-Alg

Daily Bar 24 Jun



Source: Ninja Trader

Weekly Bar 24 Jun



Source: Ninja Trader

Wednesday, June 22, 2011

Polynomials 22 Jun

(CL London Session)
(CL NY Session)


Source: Ninja Trader

MP 22 Jun




Source: Fin-Alg

Daily Bar 22 Jun



Source: Ninja Trader

Delayed S&P 500 Pre-Market Update June 22, 2011

Source: Jim Dalton

Mid Week News 21 Jun

Energy
Markets
  • CME Cuts Treasury Futures Margins By 30% in 3 Weeks Despite 20% Rise In Volatility.(Zerohedge)
  • Federal Shadow Housing Inventory Getting Bigger. (FT Alpha)
Central Banks
Politics
  • Fukushima Disaster Failures Kept Behind Closed Doors. (Bloomberg)
  • Greek Default & Greek Confidence Vote, Tuesday. (Seeking Alpha)
  • Greek Government Survives "Confidence" Vote. (Reuters)
HFT/Algo
Graphs
  • Commodity Price Impact on Consumer. (Bespoke)