Been doing some coding so a bit remiss on posting interesting bursts ... here are a couple related to longer dated treasuries ... specifically, TLT and TMF that went off at 10:00:01 ...
High Quote Count on $TLT with 7652 quote changes resulting in 2965 trades @ 2024-09-04 10:00:01. This symbol last appeared in the High Quote Count List on 2024-09-03 10:00:01, 2 days ago. Trade size is $38,186,875.00 @ rank 7 for Trade Size out of 92 occurrences.
High Quote Count on $TMF with 4027 quote changes resulting in 1850 trades @ 2024-09-04 10:00:01. This symbol last appeared in the High Quote Count List on 2024-08-30 10:35:26, 5 days ago. Trade size is $10,250,750.00 @ rank 1 for Trade Size out of 19 occurrences.
#liquidity #finance #stocks #economics #burst_trading #hft #whales #HF_Trading_Game
Activity picked up again today ...
Daily Wrap - Tickers: $TQQQ-81 $NVDA-35 $SOXL-34 $SPY-30 $QQQ-15 $NVDL-7 $SQQQ-6 $SOXS-4 $IVV-4 $DIA-3 $TLT-2 $VOO-2 $IWM-2 $BOIL-1 $MU-1 $UNG-1 $IONQ-1 $USO-1 $AES-1 $CM-1 $BZ-1 $NVDY-1 $BEN-1 $SO-1 $AEO-1 $SOXX-1 $U-1 $AMD-1 $XLK-1 $NOVA-1 $MTRX-1 $MO-1 $BEKE-1 $CAVA-1 $GLD-1 $IJR-1 $UVXY-1 $GDX-1 $PFE-1 $TNA-1 $QQQM-1 $T-1 $VALE-1 $NVDX-1 $KDP-1
Daily Wrap - Final Message: Daily Wrap up for 2024-09-03 - 257 events.
#liquidity #finance #stocks #economics #burst_trading #hft #whales #HF_Trading_Game
Another busy day for the machines ... 199 over threshold events ...
Daily Wrap - Tickers: $TQQQ-51 $QQQ-27 $SPY-25 $SOXL-15 $IVV-12 $NVDA-10 $SOXS-5 $GOOGL-4 $GBTC-4 $VOO-4 $XLK-4 $SQQQ-3 $INTC-3 $FBTC-3 $KRT-2 $GOOG-2 $IBIT-2 $CVE-2 $IWM-2 $A-1 $AAPL-1 $SE-1 $ITW-1 $SCHM-1 $NVDL-1 $MU-1 $BABA-1 $PYPL-1 $UVXY-1 $NVDX-1 $DIA-1 $PLTR-1 $MRVL-1 $TMF-1 $UCO-1 $NLY-1 $KRE-1 $TNA-1
Daily Wrap - Final Message: Daily Wrap up for 2024-08-30 - 199 events.
Will play the HF_Trading_Game again on Tuesday ... hoping more folks will see it and play ...
#liquidity #finance #stocks #economics #burst_trading #hft #whales #HF_Trading_Game
More $$$ moving in the #bitcoin funds ... $9.3M this time ...
High Quote Count on $IBIT with 3830 quote changes resulting in 804 trades @ 2024-08-30 12:27:34. This symbol last appeared in the High Quote Count List on 2024-08-26 10:15:18, 5 days ago. Trade size is $9,326,680.00 @ rank 10 for Trade Size out of 26 occurrences.
#liquidity #finance #stocks #economics #burst_trading #hft #whales #HF_Trading_Game
Quick question if you will pardon the intrusion, I am looking to implement Custom Reactions ala NIP-25 in a message generated in a primal client... any pointers on where to look or who to ask about prior art on that ? I realize this might be question that serves to illustrate, my ignorance, but so be it ...
A bit of #bitcoin related activity ...
High Quote Count on $GBTC with 3798 quote changes resulting in 312 trades @ 2024-08-30 11:02:29. This symbol last appeared in the High Quote Count List on 2024-08-21 15:17:26, 9 days ago. Trade size is $1,714,210.00 @ rank 32 for Trade Size out of 34 occurrences.
High Quote Count on $FBTC with 3788 quote changes resulting in 351 trades @ 2024-08-30 11:02:29. This symbol last appeared in the High Quote Count List on 2024-08-23 14:29:45, 7 days ago. Trade size is $1,631,000.00 @ rank 27 for Trade Size out of 27 occurrences.
Note, two different funds trading in the same one second interval for a total of $3.345M ...
#liquidity #finance #stocks #economics #burst_trading #hft #whales #HF_Trading_Game
Okay ... results are in ... in the 5 minute bar starting at 10:45 AM $INTC had OHLC as Open - 21.91, High - 22.00, Low - 21.86, Close - 21.92 ... so my vote of "Down" would have been wrong and the machine would have made $98,476 on it's investment if it closed the position at 10:50 AM ...
I'm thinking not many folks saw this ... will try again ... if you did see it and are interested in seeing this develop please follow me and/or react even though the time has expired ....
Looking forward to the future ... any tech advice from #NIP-25 experts is solicited and welcomed ... as is any input at all ...
73
#liquidity #finance #stocks #economics #burst_trading #hft #whales #HF_Trading_Game
These "Alerts" are examples of when entities with huge amount of resources change their allocations to individual assets in large chunks and use machines and algortihms to do it ... we know this because even a roomful of humans at keyboards can not change the quoted price levels thousands of times in a second.
Thinking about this some more ... did some research and found that #NOSTR #NIP NIP-25 is a "Reactions" interface. So I'm thinking perhaps this can be leveraged ... so as intital research into the concept let's take an example of one from this morning ... a burst trade on $INTC which is 7.82% today ... here are the details ...
High Quote Count on $INTC with 4454 quote changes resulting in 1187 trades @ 2024-08-30 09:43:41. This symbol last appeared in the High Quote Count List on 2024-08-26 10:39:11, 4 days ago. Trade size is $6,068,970.00 @ rank 33 for Trade Size out of 60 occurrences.
So machines toggled the submitted quote level 4452 times in one second and there were 1187 trades executed during that second with a dollar value of $6.068M ... this is a medium size trade on $INTC since bursts have been seen 60 times in our records and this is the 33rd in terms of size ....
The price of $INTC varied from an Open of 21.22 to a high of 21.6 and a low of 21.21 with a close of 21.57 in the five minute time interval starting at 9:40 AM ... this burst occurred at 09:43:41 ...
So just for fun let's predict given just this information vector (if we get this going the information vectors will get more detailed) whether the price will be higher or lower at 10:45 AM, one hour after the burst .... not sure exactly the best way to vote on this but I'm thinking a NIP-25 reaction for Up and one for Down might be the way to go ... any input on those more familiar with the protocol is welcomed ... I personally cast my vote for "Down" ...
I will repost the price info for the 10:45 AM bar when it occurs ...
Thanks for listening and thanks in advance for playing ...
#liquidity #finance #stocks #economics #burst_trading #hft #whales
Big change in machine activity ... 282 over threshold events ... action at 2:30 PM really got things rolling ... any of you NOSTR mavens out there, is there a preferred way to implement a survey? I'm thinking of adding some charts to this data and play a game of does this look like a buy or sell opportunity .... could be fun ...
Daily Wrap - Tickers: $TQQQ-101 $QQQ-44 $SPY-36 $NVDA-21 $DIA-13 $SOXL-13 $SQQQ-9 $IVV-9 $NVDL-6 $PSQ-4 $SOXS-3 $USB-3 $NVDX-1 $GLD-1 $XEL-1 $GOOG-1 $GOOGL-1 $XLK-1 $IWM-1 $WTRG-1 $ROIV-1 $IREN-1 $VOO-1 $HTZ-1 $MARA-1 $HPQ-1 $GBDC-1 $HNRA-1 $KMI-1 $CNQ-1 $CTRA-1 $SO-1
Daily Wrap - Final Message: Daily Wrap up for 2024-08-29 - 282 events.
#liquidity #finance #stocks #economics #burst_trading #hft #whales
Activity picked up ... 54 over threshold events yesterday and 152 over threshold events today ... mostly all the usual suspects ... waiting on $NVDA earnings ....
Daily Wrap - Tickers: $TQQQ-48 $SPY-17 $NVDA-16 $QQQ-12 $SOXL-8 $SQQQ-6 $DIA-5 $SOXS-5 $IPO-5 $IVV-4 $BABA-2 $TNA-2 $CNQ-2 $CNP-2 $TNXP-1 $PSQ-1 $DIS-1 $A-1 $HPQ-1 $SHOP-1 $SPXL-1 $VOO-1 $AZN-1 $PLTR-1 $V-1 $NCLH-1 $MNKD-1 $GDX-1 $XLK-1 $NVDX-1 $NVDS-1 $AMPH-1
Daily Wrap - Final Message: Daily Wrap up for 2024-08-28 - 152 events.
Reach out if you would like more info regarding what these mean and what they show...
#liquidity #finance #stocks #economics #burst_trading #hft #whales
In my case, being new and putting out something that I think has value (I guess everyone thinks their content has value) I can't tell if no one is seeing it or if folks are just not interested after having seen it . If folks are not interested I have other ways I can spend my time ... again thanks for engaging on this...
Thanks for your response ... hope you will check out the content I have been providing and would value any input you might have.
Not sure if there is a NIP or something that would track views of posts so that one could see if anyone is actually looking even if they don't follow ...
I'm game, please check out my content
Machines playing games ... someone always knows ... let's watch this one ... 4318 quote changes resulting in ZERO trades ...
High Quote Count on $IPO with 4318 quote changes resulting in 0 trades @ 2024-08-28 09:36:23. This symbol last appeared in the High Quote Count List on 2024-08-26 09:53:29, 2 days ago. Trade size is $0.00 @ rank 6 for Trade Size out of 6 occurrences.
#liquidity #finance #stocks #economics #burst_trading #hft #whales
Daily Wrap - Tickers: $TQQQ-17 $SPY-6 $QQQ-5 $NVDA-5 $TNXP-5 $SOXL-2 $DIA-2 $IVV-2 $RIVN-1 $VEEV-1 $NU-1 $SQQQ-1 $BUSE-1 $SPHB-1 $CMCSA-1 $BOIL-1 $CONL-1 $SOXS-1
Daily Wrap - Final Message: Daily Wrap up for 2024-08-27 - 54 events.
#liquidity #finance #stocks #economics #burst_trading #hft #whales
Here is the National version of the animation published in the previous post illustrating data for the state of Pennsylvania. Of particular interest is the correlation between the overall color profile of the final frame and a red/blue denominated map of the election results.
#facts #freedom #politics
1) Heard about NOSTR through researching Lyn Alden and reading 'Broken Money'.
2) A low stress way to disseminate fact-based information that others may find useful and possibly to find some collaborators for my projects.
3) What is the best way to introduce new accounts so that people will take a look at the available content.
Thanks for asking ...
Using data analytics to get to the bottom of relationships in the real world is tricky business. It is well known by that "correlation is not causation". Here is an animation I developed back in 2020 that attempted to provide color on whether large in-person political rallies held by candidate Donald Trump contributed significantly to the spread of COVID-19 and the resulting death toll from the pandemic.
Here is the first one showing just the state of Pennsylvania. Square bars are counties and number of cases reported by the concurrent Johns Hopkins tracking site that was in operation at the time. The height and color of the bar indicate levels of reported infections.
The date of the analysis is listed and progresses as the animation goes on. The tall black bars appear (first on 8/20/2020) at the location and date of Trump political rallies. To my eyes it appears that these seed the infections in the rural counties nearby, but everyone can draw their own inferences.
What to my eyes appears to be a huge inflection point occurs on Election day 11/3/2020 when the campaign encouraged voters to come out in person and stand in line to vote as part of an effort to cast doubt on the validity of mail in ballots.
I have one of these for the entire country if there is interest. One can argue the numbers but over a million people appear to have died in the COVID-19 pandemic ... and asking what could have been done differently to mitigate this number seems like something reasonable to discuss
#facts #freedom #politics
Meh ...not much to see here...
Daily Wrap - Tickers: $TQQQ-26 $NVDA-17 $DIA-8 $SPY-5 $IPO-5 $BABA-4 $SOXL-2 $FFIE-2 $QQQ-2 $XLI-2 $TNA-2 $TMF-1 $THO-1 $VOO-1 $SOXS-1 $NVDX-1 $AAPL-1 $CPB-1 $BEN-1 $ASTS-1 $LI-1 $PLTR-1 $IBIT-1 $XEL-1 $RUN-1 $NRG-1 $CPNG-1 $INTC-1 $SQQQ-1 $AMD-1 $IWM-1
Daily Wrap - Final Message: Daily Wrap up for 2024-08-26 - 95 events.
#liquidity #finance #stocks #economics #burst_trading #hft #whales
Late last week machines started the day with leveraged short ETF on NVDA .... today leverage long .... let's see what happens....
High Quote Count on $NVDX with 3535 quote changes resulting in 575 trades @ 2024-08-26 09:30:44. This symbol last appeared in the High Quote Count List on 2024-08-09 09:30:43, 18 days ago. Trade size is $2,156,133.00 @ rank 2 for Trade Size out of 2 occurrences.
#liquidity #finance #stocks #economics #burst_trading #hft #whales