Weekend News 16 Dec (EOY)

Graphics

• 2011 Asset Performance. (Reuters/Scott Barber)
• German & French PMI, 10yr Yield, & Govt Debt Comparison. (Reuters/Scott Barber)
• 50 Day SP500/Gold Correlation. (Bespoke)
• Initial Jobless Claims. (Reuters/Scott Barber)

Markets

• Perspective On Liquidity, Funding, & Markets. (Zerohedge)
• Kyle Bass On Shortening Collateral Chains, Shadow Banking, & Re-Hypothecation. (Zerohedge)
• Regulators "Know" Where MF Global Funds Went. (Reuters)
• MF Global Re-Hypothecation Voodoo, Again With Feeling. (Reuters)
• China's Foreign Direct Investment Falls, First Since 2009. (Bloomberg)

Politics

• China Toughens Trade Stance With Tariffs. (Reuters)

Polynomials 15Dec

CL London Session

 CL NY Opening Range Session

 CL NY Midday & Closing Range Session

Source: Ninja Trader

MP 15Dec

Source: Fin-Alg

5 Day Profile 15Dec

Source: Fin-Alg

S&P 500 Morning Update December 15, 2011

Source: Jim Dalton

Polynomials 14Dec

CL London Session

CL NY Opening Range Session

 CL Midday & Closing Range Session

Source: Ninja Trader

MP 14Dec

Source: Fin-Alg

5 Day Profile 14Dec

Source: Fin-Alg

S&P 500 Morning Update December 14, 2011

Source: Jim Dalton

Mid Week News 14Dec

Graphics

• Asset Performance Since QE2 Hints. (Reuters/ Scott Barber)
• ECB Overnight Deposits. (Reuters/Scott Barber)
• ECB Marginal Lending Facility. (Reuters/ Scott Barber)

Energy

• Oil Jumps On Iran & QE3 Rumors. (Automated Trader)

Markets

• MFG & The Re-Hypothecation Scandal. (Reuters)
• Tradeweb Offers "Three Way Confirms" For US Repos. (SecTechMonitor)
• Investors Pull Back From Stock, Bond Funds. (SecTechMonitor)
• Brokerage Account Types. (Invest FAQ)

Central Banks

• At Home With The Bernank. (FT Alpha)

Politics

• Ron Paul Surges In Iowa. (Zerohedge)
• Internet Kill Switch. (Wired)

HFT/Algo

• Algo: Seeking An Edge. (Futures Industry)
• Algo Trading In Commodity Markets. (Trayport)

Polynomials 13Dec

CL London Session

 CL NY Opening & Midday Range Session

 CL FOMC (Closing) Range Session

Source: Ninja Trader

MP 13Dec

Source: Fin-Alg

5 Day Profile 13Dec

Source: Fin-Alg

S&P Morning Update December 13, 2011

Source: Jim Dalton

Polynomials 12Dec

CL London Session

 CL NY Session

Source: Ninja Trader

MP 12Dec

Source: Fin-Alg

5 Day Profile 12Dec

Source: Fin-Alg

Weekend News 09Dec

Graphics

• European Deficits/Surplus To GDP Ratios. (Reuters/Scott Barber)
• Global Inflation Rates. (Reuters/Scott Barber)
• European Bank Recapitalization Exercise. (Reuters/Scott Barber)

Energy

• 2011, A Momentous Year For Oil. (Platts)
• Growing Oil Data Deficit. (Commodities Now/Reuters)
• CME Preparing For The Death Of WTI? (Commodities Now)

Markets

• Redemptions From Mutual Funds Now Reaches $130 Billion. (SecTechMonitor)
• CME's Duffy Says MFGI Moved Customer Funds. (Futures)
• Testimony Of Duffy, CME. (CMEGroup)

Central Banks

• Mr. Bernanke & Congress. (Economic Policy Journal)
• Our Unregulated Banking System, Part I. (Mises Blog)

Politics

• George Kennan, Ideas Man. (Foreign Affairs)
• Jon Stewart Opines On The RJC. (Lew Rockwell)
• Some Questions Trump Might Ask.... (Lew Rockwell)
• New Deal In Europe. (Lew Rockwell)

HFT/Algo

• DTCC Launches Global OTC Interest Rate Trade Repository. Or, Is That Suppository? (DTCC)

S&P 500 Morning Update December 9, 2011

Source: Jim Dalton

Polynomials 09Dec

CL London Session

 CL NY Opening Range Session

 CL NY Midday & Closing Range Session

Source: Ninja Trader

5 Day Profile 09Dec

Source: Fin-Alg

Weekly Bar 09Dec

Source: Ninja Trader

Polynomials 08Dec

CL London Session

 CL NY Opening Range Session

 CL NY Midday & Closing Range Session

Source: Ninja Trader

MP 08Dec

Source: Fin-Alg

5 Day Profile 08Dec

Source: Fin-Alg

Polynomials 07Dec

CL London Session

 CL NY Session

Source: Ninja Trader

MP 07Dec

Source: Fin-Alg

5 Day Profile 07Dec

Source: Fin-Alg

S&P 500 Intraday Update Posted 9:50 am ET December 7, 2011

Source: Jim Dalton

Mid Week News 07Dec

Graphics

• ISM. (Reuters/Scott Barber)
• Sovereign Credit Ratings. (Reuters/Scott Barber)

Energy

• WTI-Brent Spread, 2011. (EIA)
• KinderMorgan-El Paso Merger. (Seeking Alpha)

Markets 

• Charting 2011's Cross Asset Chaos. (Zerohedge)
• Mandelbrot On Fathoming Markets. (Bloomberg) 
• S&P Puts EFSF On Downgrade Review. (Zerohedge)
• Money Safe At Brokerage Firms? (Economic Policy Journal) 

Central Banks

• 100 Reasons To End The Fed. (Silver Circle Underground)
• Central Bank Of Israel's Policy Effects. (Economic Policy Journal)
• Fed To Fund IMF, Bypassing Congressional Refusal Of Euro Bailout? (Zerohedge)

Politics

• One Nation, Under Arms. (Vanity Fair)
• Murray Rothbard On Newt Gingrich. (Economic Policy Journal)
• Brief History Of US-Iran Relations. (Zerohedge)
• AEI Admits Problem With Iran Is Not That It Would Use Nukes. (Political Correction)

HFT/Algo

• UBS Buys Stake In Nomura's Chi-X Global, Joining The Head Vampire Squid. (Bloomberg)

Polynomials 06Dec

CL London Session

 CL NY Session

Source: Ninja Trader

MP 06Dec

Source: Fin-Alg

5 Day Profile 06Dec

Source: Fin-Alg

S&P 500 Morning Update December 6, 2011

Source: Jim Dalton

Polynomials 05Dec

CL London Session

 CL NYSession

Source: Ninja Trader

MP 05Dec

Source: Fin-Alg

5 Day Profile 05Dec

Source: Fin-Alg