a*****e
发帖数: 1717 | |
a*****e
发帖数: 1717 | 2 小时图上非常难看，先放量，再缩量，就是起不来了。
【在 a*****e 的大作中提到】
: 对不起广大空头啊。
|
c**t
发帖数: 9197 | 3 seems QI volume is so small, most people trade SI?
So must be a big player's market. |
a*****e
发帖数: 1717 | 4 1500 我尝试捞点金子。整数点位破了也会有假反弹。
商品集体下降，美元rebounce的前奏？
【在 c**t 的大作中提到】
: seems QI volume is so small, most people trade SI?
: So must be a big player's market.
|
a*****e
发帖数: 1717 | 5 Not really,
这三天，QI大概是3K,2K,1K的量。
SI大概是5K,4K,3K。
主要是QI仅仅是SI的一半，缺乏吸引力。
YI的这三天的量都不到1K。 1/5，还是不够mini
6Q又只有2014年的，没玩的。
【在 c**t 的大作中提到】
: seems QI volume is so small, most people trade SI?
: So must be a big player's market.
|
c**t
发帖数: 9197 | 6 I think index and bond future are easier to trade for small,
less informed players.
commodity has too much control by commercials and they can move the market
big and
their action is less predicable.
Maybe like penny stock market.
【在 a*****e 的大作中提到】
: 1500 我尝试捞点金子。整数点位破了也会有假反弹。
: 商品集体下降，美元rebounce的前奏？
|
c**t
发帖数: 9197 | 7 today I only see QI has 1.4K
while SI has 115K.
【在 a*****e 的大作中提到】
: Not really,
: 这三天，QI大概是3K,2K,1K的量。
: SI大概是5K,4K,3K。
: 主要是QI仅仅是SI的一半，缺乏吸引力。
: YI的这三天的量都不到1K。 1/5，还是不够mini
: 6Q又只有2014年的，没玩的。
|
b******r
发帖数: 16603 | |
a*****e
发帖数: 1717 | 9 我说的是SIM1，你可能看的是整个chain
【在 c**t 的大作中提到】
: today I only see QI has 1.4K
: while SI has 115K.
|
w*******o
发帖数: 6125 | 10 虽然没有涨跌停版，但是Silver有点像中国A股里面的庄股
上升的时候连续涨停，根本没有机会上车
下跌的时候连续跌停，根本没有机会下车
【在 a*****e 的大作中提到】
: 对不起广大空头啊。
|
|
|
c**t
发帖数: 9197 | 11 Remind me of CORN a few summer back...
【在 w*******o 的大作中提到】
: 虽然没有涨跌停版，但是Silver有点像中国A股里面的庄股
: 上升的时候连续涨停，根本没有机会上车
: 下跌的时候连续跌停，根本没有机会下车
|
a*****e
发帖数: 1717 | 12 嗯。股指要温和多了，而且有涨跌停。RISK/REWARD 都小一些。
Commodities 在美国也不定义内幕交易。
不过COT确实有参考价值，COT确实显示SILVER PLAYER上周大量平仓套利了。
什么时候COT改成daily的，我想就更加平等了。
CURRENCY FUTURES我觉得也不错，CURRENCY没人manipulate得起来。
【在 c**t 的大作中提到】
: I think index and bond future are easier to trade for small,
: less informed players.
: commodity has too much control by commercials and they can move the market
: big and
: their action is less predicable.
: Maybe like penny stock market.
|
c**t
发帖数: 9197 | 13 Some professional recommend COT big time before.
never read it since I do not trade commodity.
But I thought they made some change to it so it is less useful than before.
but not sure.
Currency suppose has longer trend.
So should be a good market to play in if trend following.
Only issue is the working hour, a lot of news release in EURO is over night
or early morning.
I am really just 9-11 kind of guy now. so only can
trade ES or ZN.
【在 a*****e 的大作中提到】
: 嗯。股指要温和多了，而且有涨跌停。RISK/REWARD 都小一些。
: Commodities 在美国也不定义内幕交易。
: 不过COT确实有参考价值，COT确实显示SILVER PLAYER上周大量平仓套利了。
: 什么时候COT改成daily的，我想就更加平等了。
: CURRENCY FUTURES我觉得也不错，CURRENCY没人manipulate得起来。
|
a*****e
发帖数: 1717 | 14 I loaded 20 years data in my own database.
I think it's more useful now, because the frequency is from
monthly to biweekly to weekly now.
and the reported level remains 80% of total open interest adjusted
with the rapid increase of total volume.
Currency is tough, I am still feeling the pulse at this stage.
there are alot more round-the-clock futures, like NQ, TF(22 Hours)
YM,
I personally am clueless about treasury futures,
.
night
【在 c**t 的大作中提到】
: Some professional recommend COT big time before.
: never read it since I do not trade commodity.
: But I thought they made some change to it so it is less useful than before.
: but not sure.
: Currency suppose has longer trend.
: So should be a good market to play in if trend following.
: Only issue is the working hour, a lot of news release in EURO is over night
: or early morning.
: I am really just 9-11 kind of guy now. so only can
: trade ES or ZN.
|
c**t
发帖数: 9197 | 15 most future is around the clock.
but it is the active hour counts.
nice volume, clear level, easy to catch trend.
for ES/ZN, only the 9-11.
【在 a*****e 的大作中提到】
: I loaded 20 years data in my own database.
: I think it's more useful now, because the frequency is from
: monthly to biweekly to weekly now.
: and the reported level remains 80% of total open interest adjusted
: with the rapid increase of total volume.
: Currency is tough, I am still feeling the pulse at this stage.
: there are alot more round-the-clock futures, like NQ, TF(22 Hours)
: YM,
: I personally am clueless about treasury futures,
:
|
c**t
发帖数: 9197 | 16 20 years of all commodity?
wow, a lot of research.
But if supply and demand has changed in that industry,
for example, corn is considered an energy play now.
not sure if it is still relevent.
【在 a*****e 的大作中提到】
: I loaded 20 years data in my own database.
: I think it's more useful now, because the frequency is from
: monthly to biweekly to weekly now.
: and the reported level remains 80% of total open interest adjusted
: with the rapid increase of total volume.
: Currency is tough, I am still feeling the pulse at this stage.
: there are alot more round-the-clock futures, like NQ, TF(22 Hours)
: YM,
: I personally am clueless about treasury futures,
:
|
w*******o
发帖数: 6125 | 17 9am-11am? or 11pm?
【在 c**t 的大作中提到】
: most future is around the clock.
: but it is the active hour counts.
: nice volume, clear level, easy to catch trend.
: for ES/ZN, only the 9-11.
|
a*****e
发帖数: 1717 | 18 农产品大多不是。
【在 c**t 的大作中提到】
: most future is around the clock.
: but it is the active hour counts.
: nice volume, clear level, easy to catch trend.
: for ES/ZN, only the 9-11.
|
c**t
发帖数: 9197 | 19 9-11AM CT, my time.
for open the trade. it can close later if super trend.
【在 w*******o 的大作中提到】
: 9am-11am? or 11pm?
|
c**t
发帖数: 9197 | 20 I thought even corn and soybean is more active when pit opens.
which is 7:20-1pm. CT.
【在 a*****e 的大作中提到】
: 农产品大多不是。
|
c**t
发帖数: 9197 | 21 for treasury. my thought is do not use the ZN quote itself.
since it has several components and mature dates so hard to
get levels.
I use interest rate in stead.
My assumption is somewhere some big player keep doing
arbitrage so that ZN value is always (reversed) locking to interest rate.
Treasury dept only quote rate 7:20-2PM. CT. |
i***6
发帖数: 442 | 22 What does "CTO" stand for? |
