12/02/2009 白天灌水

stocklover

421# QuickHand
已经短期出现熊迹，待明日确认， 牛牛准备脚底抹油吧
trytry 发表于 2009-12-2 16:11

CoolMax

another way is to look at block trade data
abaqus 发表于 2009-12-2 04:11 PM

Under Program Trading, MM's order is divided down to small ones.

MM才不会傻傻地下Million Share Order呢。

Diver

CoolMax Laoda, I do not know how to calculate on your chart data. Is today an MAD? Thank you very much.

收盘图：

31123
CoolMax 发表于 2009-12-2 16:03

TXK

另外，不知道谁注意了，最近大跌都发生在周四！上周虽然是周五跌的，但是其实是周四米国休假，否则受Dubai事件影响，多半也是跌的。
Cobra 发表于 2009-12-2 15:08

蛇老大, 那你的洗桶是否显示明天/后天 要大跌了？我等了两天了。昨天烧了DIA，但是今天没着成大火。

CoolMax

熊现在有足迹了。
今天突破后就应该猪市N个小时最后探高结束，而不是起伏这么大。日线也是这样的，越涨越CHOPPY.
ppteam 发表于 2009-12-2 04:04 PM

熊套也不一定。 Who knows, just watch the Show.

CoolMax

CoolMax Laoda, I do not know how to calculate on your chart data. Is today an MAD? Thank you very much.


Diver 发表于 2009-12-2 04:13 PM

No, Up/Down = 1.50

stocklover

Under Program Trading, MM's order is divided down to small ones.

MM才不会傻傻地下Million Share Order呢。
CoolMax 发表于 2009-12-2 16:13

So cool!

Diver

thank you very much.

No, Up/Down = 1.50
CoolMax 发表于 2009-12-2 16:15

CoolMax

So cool!
stocklover 发表于 2009-12-2 04:17 PM

不要迷信Level II， Block Trades，
Easy be misled.

epsom

Thanks everyone

abaqus

Under Program Trading, MM's order is divided down to small ones.

MM才不会傻傻地下Million Share Order呢。
CoolMax 发表于 2009-12-2 16:13

That also is true. So it makes us so hard to make money.
But I don't think one block is defined as 1,000,000 share. It could be $100,000, $250,000,  or something. Of course, theres is no standard,  it depends on how you monitor it, and no free data for us.

Cobra

蛇老大, 那你的洗桶是否显示明天/后天 要大跌了？我等了两天了。昨天烧了DIA，但是今天没着成大火。
TXK 发表于 2009-12-2 16:13

俺的洗桶？目前应该没有short的setup triggered。但是也许可能大概明天你有机会，迷信说法，晚上看俺报告你就知道了。准不准，俺可不知哈。

ppteam

445# CoolMax

Yeah. Bears should WAIT.

stocklover

不要迷信Level II， Block Trades，
Easy be misled.
CoolMax 发表于 2009-12-2 16:19

Cool, cool, so cool!   is there a level 3?

abaqus

Cool, cool, so cool!   is there a level 3?
stocklover 发表于 2009-12-2 16:22

yes, HT system

you did block trade today, right?

trytry

if next is MAD, 熊脚底抹油吧

Diffusion

Cool, cool, so cool!   is there a level 3?
stocklover 发表于 2009-12-2 16:22

http://en.wikipedia.org/wiki/NASDAQ

NASDAQ quotes are available at three levels:
Level 1 shows the highest bid and lowest offer — the inside quote.
Level 2 shows all public quotes of market makers together with information of market makers wishing to sell or buy stock and recently executed orders.[2]
Level 3 is used by the market makers and allows them to enter their quotes and execute orders.

CoolMax

That also is true. So it makes us so hard to make money.
But I don't think one block is defined as 1,000,000 share. It could be $100,000, $250,000,  or something. Of course, theres is no standar ...
abaqus 发表于 2009-12-2 04:20 PM

说到Block Trade，其实那些反而是散户的。
或者客户委托MM成交的。

MM本身的Order，反而看不到。
你分不清，那些是MM自己的，那些是客户委托MM的。代码都一样。

谁能证明他/她通过Level II挣到钱钱了，我拜他/她为师。

stocklover

yes, HT system

you did block trade today, right?
abaqus 发表于 2009-12-2 16:23

Yeap, you were monitoring me, right !

Diffusion

说到Block Trade，其实那些反而是散户的。
或者客户委托MM成交的。

MM本身的Order，反而看不到。
你分不清，那些是MM自己的，那些是客户委托MM的。代码都一样。

谁能证明他/她通过Level II挣到钱钱了，我 ...
CoolMax 发表于 2009-12-2 16:26

level 1 骗散户，level 2 骗机构

也未必都是散户，比如passive index fund，mutual fund，这些fund交易次数极少，对交易成本不是很关心，所以会block trade。但是基本上也不说明股市短期走向。