c*****r
发帖数: 8227 | 1 The markets have been erratic lately, but the trading patterns in four
stocks today has been unusually, almost bizarrely erratic.
Dow components Coca-Cola, IBM, McDonald’s, as well as Apple have shown a
most unusual pattern, a sawtooth pattern of rapid, tight swings, as the
accompanying charts show.
It’s hard to say offhand what, if anything this means. We looked at a
number of other stocks, both Dow components and non-components, and didn’t
find the pattern repeated.
The pattern is roughly the same for the four: down for half an hour, up for
half an hour; down for half an hour, up for half an hour. The peaks all come
at the :30 mark, and the lows all come at the start of the new hour.
It’s not necessarily just a low volume juke. Traffic for all is at least
above average.
Here’s Coke’s chart:
Here’s McDonald’s chart:
Here’s IBM’s chart:
And, here’s Apple’s chart: | a**n
发帖数: 3801 | 2 这么蠢的algo
给人送钱啊
t
for
come
【在 c*****r 的大作中提到】
: The markets have been erratic lately, but the trading patterns in four
: stocks today has been unusually, almost bizarrely erratic.
: Dow components Coca-Cola, IBM, McDonald’s, as well as Apple have shown a
: most unusual pattern, a sawtooth pattern of rapid, tight swings, as the
: accompanying charts show.
: It’s hard to say offhand what, if anything this means. We looked at a
: number of other stocks, both Dow components and non-components, and didn’t
: find the pattern repeated.
: The pattern is roughly the same for the four: down for half an hour, up for
: half an hour; down for half an hour, up for half an hour. The peaks all come
| s*******s
发帖数: 1568 | 3 just sort of vwap order
t
for
come
【在 c*****r 的大作中提到】
: The markets have been erratic lately, but the trading patterns in four
: stocks today has been unusually, almost bizarrely erratic.
: Dow components Coca-Cola, IBM, McDonald’s, as well as Apple have shown a
: most unusual pattern, a sawtooth pattern of rapid, tight swings, as the
: accompanying charts show.
: It’s hard to say offhand what, if anything this means. We looked at a
: number of other stocks, both Dow components and non-components, and didn’t
: find the pattern repeated.
: The pattern is roughly the same for the four: down for half an hour, up for
: half an hour; down for half an hour, up for half an hour. The peaks all come
| a**n
发帖数: 3801 | 4 这也是KCG搞出来的？
t
for
come
【在 c*****r 的大作中提到】
: The markets have been erratic lately, but the trading patterns in four
: stocks today has been unusually, almost bizarrely erratic.
: Dow components Coca-Cola, IBM, McDonald’s, as well as Apple have shown a
: most unusual pattern, a sawtooth pattern of rapid, tight swings, as the
: accompanying charts show.
: It’s hard to say offhand what, if anything this means. We looked at a
: number of other stocks, both Dow components and non-components, and didn’t
: find the pattern repeated.
: The pattern is roughly the same for the four: down for half an hour, up for
: half an hour; down for half an hour, up for half an hour. The peaks all come
|
|
