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- zaphy replied Nov 17, 2010
range for GU — The range (bids min/max) for january and february in 2004 is: 200401,1.7784,1.8577 200402,1.8135,1.914 Definitely not 8000 pips. You have some unfiltered data.
EURUSD
- zaphy replied Nov 17, 2010
COT? — Where did you see APR 10? The COT provides aggregates: all futures (or all futures and options) that are traded at any given time, as far as I know. Could you please post a small excerpt or a link?? Thanks.
EURUSD
- zaphy replied Nov 17, 2010
volumes? — Tick counts can be used as a proxy for volume. Check the book High Frequency Finance for its drawbacks.
EURUSD
- zaphy replied Nov 17, 2010
COT? — Where do you see the COT broken down with regards to expiry??? I signed up for their newsletter ages ago but the link only shows totals. Thanks.
EURUSD
- zaphy replied Nov 17, 2010
oanda's sentiment — Are you guys looking at the number of positions or their net value? Moneywise everyone is wrong
.EURUSD
- zaphy replied Nov 17, 2010
too early — You said that earlier
, but then I guess lunch got in the way of answering the question 'in terms of what'? Not enough consolidation, not enough retracement, or just the move doesn't seem to be finished. Thanks.EURUSD
- zaphy replied Nov 17, 2010
in terms of? — In terms of time since the fall (meaning more consolidation), in terms of more bad news out of Brussels, or not enough retracement??? Thanks.
EURUSD
- zaphy replied Nov 17, 2010
words of wisdom — Which means you don't get burnt (much) but you also miss the move should the break materialise. So do you advise for a separate order in case there is a breakout?
EURUSD
- zaphy replied Nov 16, 2010
vegetarians — Presumably (unless this was a joke from you) the people who do the killing are not "Vegetarians"
.EURUSD
- zaphy replied Nov 16, 2010
retrace and drop — So your general view is some senseless volatility tomorrow as meetings start and end, but no proper retrace and drop?
EURUSD
- zaphy replied Nov 16, 2010
nice — Sure, but what exactly can they say when (1) Ireland up to this point has refused (on quite reasonable grounds) to take the pill, (2) Austria is refusing to pay the Greeks. I don't think a 'everything is gonna be OK' will do. ...
EURUSD
- zaphy replied Nov 16, 2010
the bright side — BMWs are getting cheaper and cheaper by the minute in the US, and China. I reckon the next German manufacturing numbers are going to be nice.
EURUSD
- zaphy replied Nov 16, 2010
options and spot — If you hold puts (in the derivatives market) you want the price to be below the strike at expiry so your puts have a value. Then if you are active in the spot market too you keep selling (as long as you have the firepower) ...
EURUSD
- zaphy replied Nov 16, 2010
fly in the ointment — While the EUR data is surprisingly good I guess the UK DLCG house prices 6.1% instead of the expected 8.9% keeps bulls at bay. House owners will be feeling poorer, not going to spend as freely...and the rest of ...
EURUSD
- zaphy replied Nov 15, 2010
knitpicking — Quoting you: Reporting higher deficit bears no relation to the bailout itself. Their numbers were fishy before, apparently now they have been corrected. I guess we are just reading the emphasis differently...I was just ...
EURUSD
- zaphy replied Nov 15, 2010
bloomberg — Are we talking about the same article on Bloomberg? The one I read said that EuroStat *revised* the Greek numbers based on new data (and EuroStat is now happy with the quality of data coming from Greece), and the Greeks announced ...
EURUSD
- zaphy replied Nov 15, 2010
great shots — Stunning, but I would have sworn that the gold covered pagoda (not the Monkey Temple) is Thai. Oh well, I need to refresh my memory
. Would you care to tell us where that one is?EURUSD
- zaphy replied Nov 14, 2010
which side — If I remember next weekend, I'll start my oanda feed earlier than the usual 7pm GMT. Will see, which way the spread closes. It is still 10.
EURUSD
- zaphy replied Nov 14, 2010
'wikispikes' anyone? — Can that be done without an API access? I guess if the broker doesn't object to you going through a proxy (and the feed is not encrypted), you can keep a copy of all prices.
EURUSD