• The Misconceptions Around Flash Orders by Advanced Trading
  (tags: flashorders highfrequencytrading trading automatedtradingsystem)

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20090729	AATI		4.63	3.62	346193	1
20090729	ACIW		15.51	15.62	298705	2
20090729	AOD		7.56	6.91	757285	1, 3
20090729	BEBE		6.69	6.76	577070	2
20090729	CAH		33.49	34.02	2782699	2
20090729	CAL		11.42	12.60	7801449	2
20090729	CATY		10.7	14.02	751222	2
20090729	DPZ		8.14	6.61	624006	1
20090729	ELY		5.68	7.73	1238307	2
20090729	ESE		40.73	37.76	275717	1
20090729	EWBC		7.96	9.45	1375263	2
20090729	FOE		4.62	5.10	1128456	2, 3, 5
20090729	GENZ		54.94	61.73	3458453	2
20090729	HAFC		1.57	1.98	333310	2
20090729	HPY		10.45	10.99	468493	2
20090729	ISBC		10.01	10.44	291766	2
20090729	KRC		22.88	23.77	1239782	2, 3
20090729	KRE		20.31	22.56	5109265	2
20090729	LCC		3.02	4.71	7663630	2, 5
20090729	MCY		34.99	36.68	330208	2
20090729	NVTL		8.57	6.62	552262	1, 3
20090729	ONNN		7.26	4.92	9958064	1
20090729	OSIP		34.72	34.98	1593968	2
20090729	PNFP		14.83	20.85	443647	2
20090729	PNX		2.03	2.27	1267155	2, 3, 4, 5
20090729	PPDI		20.72	24.06	1680129	2
20090729	PVX		4.75	4.64	1333584	1
20090729	QCOM		46.25	38.65	18975278	1
20090729	RBY		2.64	1.61	568505	1
20090729	RIGL		9.22	8.46	527297	1
20090729	SBGI		1.68	2.01	541026	2
20090729	SKYW		12.35	13.10	497965	2
20090729	SNDA		48.08	38.94	1356401	1
20090729	SRZ		1.61	1.74	939417	2, 3, 4, 5
20090729	STBA		13.1	23.38	260972	2
20090729	STM		7.5	6.54	1642016	1
20090729	TRAD		7.3	6.81	317034	1, 3, 5
20090729	TSFG		1.35	2.49	2139586	2, 3, 5
20090729	UMPQ		9.44	10.60	644688	2
20090729	UNP		56.13	48.82	5557032	1
20090729	WCC		24.39	20.53	736982	1, 3, 5

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

• Op-Ed Contributor – Hurrying Into the Next Panic? – NYTimes.com
  WIlmott's take on the High Frequency Trading story.
  (tags: highfrequencytrading trading automatedtradingsystem wilmott)
• Felix Salmon » Blog Archive » Judging high-frequency trading | Blogs |
  (tags: highfrequencytrading pairstrading trading stocks stockmarket)
• The Matrix, but with money: the world of high-speed trading – Ars Technica
  Another good write on HFT
  (tags: highfrequencytrading trading automatedtradingsystem)
• Nonprofit Online News: Outsmarting the Facebook Lobster Trap: Three Worries, One Guideline, Seven Principles
  Via Maoxian. A great article about FB.
  (tags: facebook web2.0 social)
• Pairtrade Alerts
  A new pairs alert service from the makers of Pair Trade Finder. Sends alerts via twitter when interesting pairs trigger.
  (tags: pairstrading trading pairtradefinder)
• High-Frequency Traders Say Speed Works for Everyone (Update1) – Bloomberg.com
  Finally a little more common sense in the High-Frequency trading stories…
  (tags: trading highfrequencytrading flashorders)

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20090728	ACIW		14.98	15.57	302848	2
20090728	AIV		9.11	9.51	4418902	2
20090728	AMCC		7.47	5.30	794715	1
20090728	CATY		10.66	14.06	753768	2, 5
20090728	CEPH		59.43	67.61	2162797	2, 3
20090728	EMKR		1.25	1.41	1438127	2
20090728	ENER		15.55	21.72	2552006	2, 5
20090728	FULT		6.52	7.48	1994939	2
20090728	GBCI		15.47	16.29	752522	2
20090728	GE		12.52	13.54	123343123	2
20090728	GPRO		41.41	42.77	527441	2, 3
20090728	HPY		10.26	11.10	474416	2
20090728	IO		2.68	2.89	1443950	2
20090728	KRC		22.28	23.84	1243121	2, 3
20090728	LXP		4.12	4.35	1663851	2
20090728	MCY		34.61	36.77	337894	2
20090728	NAL		12	12.29	1020822	2
20090728	PETD		16.71	17.06	254896	2
20090728	PLLL		2.05	2.21	614217	2
20090728	PPS		13.7	14.23	1023544	2
20090728	REG		30.82	34.36	2565465	2
20090728	RIGL		9.66	8.51	520686	1
20090728	SBGI		1.66	2.02	545003	2
20090728	SKYW		12.25	13.11	504674	2
20090728	SRZ		1.59	1.77	923451	2, 3, 4, 5
20090728	SVU		14.34	15.05	3694922	2, 3, 5
20090728	SWHC		6.3	4.12	1757063	1
20090728	TSFG		1.3	2.52	2110877	2
20090728	UMPQ		9.15	10.61	643733	2
20090728	VMC		48.41	49.61	1798540	2
20090728	WCC		25.14	20.52	736347	1, 3, 4
20090728	XTEX		3.49	4.59	293511	2, 3, 4
20090728	ZNT		24.09	26.31	410346	2

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

• Kid Dynamite's World: We Fear What We Don't Understand
  A good piece about high frequency trading, liquidity and more.
  (tags: trading highfrequencytrading flashorders stocks)
• AdvancedTrading: Senator Schumer Calls for Ban on "Flash Orders"
  (tags: flashorders trading highfrequencytrading)
• Turtle Trading
  (tags: turtlesystem trading)
• Raymond James On Implications Of Flash Elimination – NYSE Biggest Winner… | zero hedge
  (tags: flashorders highfrequencytrading trading)

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20090727	ACIW		14.98	15.57	301932	2
20090727	AMCC		7.47	5.30	794620	1
20090727	CEPH		57.66	67.64	2151062	2
20090727	EMKR		1.25	1.41	1436341	2
20090727	ENER		15.55	21.72	2551078	2, 5
20090727	GPRO		41.41	42.77	526870	2, 3
20090727	HPY		10.26	11.10	474416	2
20090727	IO		2.68	2.89	1443615	2
20090727	LXP		4.12	4.35	1663802	2
20090727	MCY		34.61	36.77	337893	2
20090727	MMC		19.67	21.47	5528316	2
20090727	PEI		5.48	5.79	963798	2, 3
20090727	PETD		16.65	17.11	255179	2
20090727	SWHC		6.41	4.10	1756668	1
20090727	TEG		33.84	34.78	849297	2
20090727	TWI		7.6	7.85	570297	2
20090727	UIL		25.23	25.39	251686	2
20090727	ZNT		23.92	26.33	413253	2
20090727	ZRAN		11.18	8.29	880080	1, 3, 4, 5

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

• Trading Blox
  A very interesting platform I would like to test out soon. Seems less active than it once was but appealing regardless.
  (tags: trading automatedtradingsystem backtesting platform daytrading software futures)
• Paul Tudor Jones Documentary from 1987 :: Move the Markets :: Entries ::
  Richard at MTM posted a link to the Paul Tudor Jones documentary from 1987. Worth watching…
  (tags: documentary trading futures paultudorjones)
• Investors Dump Brokers to Go It Alone Online by Wall Street & Technology
  In my book, this should have been happening years ago but maybe that's just me.
  (tags: investing brokerage trading)
• Nasdaq Rolls Out Flash Orders to Market Participants As Debate Stirs by Advanced Trading
  A June article from when the Flash Orders story began.
  (tags: flashorders highfrequencytrading trading)
• High-Frequency Trading Faces Challenge as Schumer Presses SEC – Bloomberg.com
  (tags: flashorders, highfrequencytrading, trading)

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20090724	AIG		12.46	2.54	107114753	1
20090724	AMCC		7.53	5.29	793762	1
20090724	CEPH		56.99	67.68	2156696	2
20090724	EZPW		12.08	13.06	588143	2
20090724	GME		24.15	25.31	4871371	2
20090724	IO		2.64	2.92	1469856	2
20090724	LXP		4.06	4.38	1670348	2
20090724	MCY		34.42	36.86	344026	2
20090724	PDS		5.55	5.73	2276818	2
20090724	PEI		5.23	5.81	967177	2
20090724	PETD		16.29	17.18	255105	2
20090724	TEG		33.54	34.84	858971	2
20090724	TWI		7.39	7.90	572480	2
20090724	UIL		24.87	25.43	252950	2
20090724	VPHM		6.86	8.21	1503455	2, 3
20090724	ZNT		23.84	26.37	415981	2

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!