• Traders Profit With Computers Set at High Speed – NYTimes.com
  (tags: highfrequencytrading, gs, 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
20090723	AMCC		7.6	5.28	794708	1, 3, 4, 5
20090723	BBI		.76	1.00	3287886	2
20090723	CRK		37.2	37.42	1063746	2
20090723	IO		2.55	2.96	1473743	2, 3
20090723	MCO		25.52	23.73	4033559	1, 3, 4, 5
20090723	MCY		34.06	36.95	349698	2, 3
20090723	MDCO		8.47	12.06	841252	2, 3
20090723	PETD		16.06	17.25	256625	2, 3, 4, 5
20090723	SAFM		40.41	36.54	371875	1, 3
20090723	T		25.48	25.55	31210600	2, 3, 4, 5
20090723	TEG		33	34.90	870731	2
20090723	ZOLT		9.33	8.36	416152	1

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!

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
20090722	AMCC		7.74	5.27	783495	1, 3, 5
20090722	BJRI		15.84	12.45	295739	1, 3, 4, 5
20090722	CBT		15.54	15.68	574291	2
20090722	CINF		23.68	23.97	1608516	2
20090722	CRK		36.59	37.42	1065892	2, 3
20090722	HOC		19.8	20.47	1194712	2
20090722	IFSIA		6.01	4.99	493981	1, 3, 4, 5
20090722	IO		2.51	2.99	1503620	2
20090722	MCY		33.93	37.04	352705	2
20090722	MDCO		8.22	12.13	846533	2
20090722	TXRH		10.95	8.91	860595	1
20090722	UNG		13.8	19.52	25294991	2
20090722	WAB		34.38	34.39	729075	2
20090722	WPP		7.58	7.94	276468	2
20090722	ZOLT		9.33	8.36	416152	1

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!

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
20090721	AIZ		24.81	25.38	1840961	2
20090721	AMED		37.83	38.39	677274	2
20090721	AZO		155.93	140.53	1226359	1
20090721	BBEP		7.93	7.98	289736	2
20090721	BJRI		16	12.43	293942	1
20090721	BLUD		15.82	21.91	1303730	2, 3
20090721	CBT		15.32	15.75	580864	2
20090721	CINF		23.47	23.98	1621924	2
20090721	COP		43.5	45.65	15391425	2
20090721	CRK		36.22	37.44	1068078	2
20090721	CVX		66.25	68.76	13621571	2
20090721	CYBX		16.79	14.31	305336	1
20090721	DAKT		8.26	8.56	320346	2
20090721	DVN		56.84	59.72	6138859	2
20090721	EBS		14.53	17.09	647500	2
20090721	FAST		34.16	34.17	2127104	2
20090721	FRPT		5.35	5.61	1428122	2
20090721	GSG		28.83	29.18	613647	2
20090721	GXP		15.64	16.38	1783569	2
20090721	HOC		19.68	20.48	1203036	2
20090721	HRS		31.1	33.69	1755699	2
20090721	IO		2.47	3.04	1533038	2
20090721	MCY		33.51	37.14	357958	2
20090721	MDCO		8.13	12.20	847929	2
20090721	OIL		22.99	24.83	1992894	2
20090721	PAYX		25.64	25.93	4453543	2
20090721	PVA		17.32	21.20	1028699	2
20090721	SUN		23.77	31.58	3614000	2
20090721	TXT		10.82	11.56	7750949	2
20090721	USO		34.94	36.40	17082265	2
20090721	VLO		17.93	19.86	12911057	2
20090721	WAB		34.05	34.45	732933	2
20090721	WIN		8.32	8.37	4230388	2
20090721	WPP		7.57	7.95	278311	2
20090721	WY		31.95	31.98	2471513	2
20090721	XOM		70.47	72.12	31149450	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!

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
20090720	AVY		26.96	27.63	1185535	2
20090720	BJRI		16.19	12.41	296959	1
20090720	CBT		15.28	15.83	582724	2
20090720	CMP		50.5	53.60	956210	2
20090720	CRK		35.41	37.47	1066175	2
20090720	CTX		8.94	9.39	6003625	2
20090720	CVX		65.64	68.83	13681160	2
20090720	CYBX		16.96	14.30	304740	1
20090720	DAKT		8.24	8.59	329621	2
20090720	DIG		27.34	27.59	12992391	2
20090720	DVA		47.87	47.78	1116956	1
20090720	DVN		56.25	59.85	6168316	2
20090720	EROC		3.3	5.73	510824	2, 3
20090720	EXH		16.81	19.25	1399232	2
20090720	FAST		34.05	34.21	2122836	2
20090720	FCE/A		6.39	7.58	1509214	2
20090720	FLO		22.93	23.77	1065995	2
20090720	FSYS		22.76	23.71	708262	2
20090720	FWLT		22.22	22.55	3568559	2
20090720	GCI		5.05	5.96	7646699	2
20090720	GSG		28.77	29.28	611719	2
20090720	GVA		34.96	36.14	933599	2
20090720	GXP		15.62	16.41	1787637	2
20090720	HERO		4	4.18	2864172	2
20090720	HNSN		3.18	5.90	380592	2
20090720	HRS		30.47	33.75	1765840	2
20090720	HW		3.76	4.98	889230	2, 3
20090720	IO		2.38	3.09	1541570	2
20090720	KSU		18.73	19.00	2061069	2
20090720	PAYX		25.6	25.96	4486450	2
20090720	PBT		10.56	13.11	295106	2
20090720	PDC		4.8	5.46	344357	2
20090720	PHM		9.21	10.16	8802291	2
20090720	PQ		3.3	5.21	1896715	2
20090720	PTRY		17.65	18.76	295283	2
20090720	PVA		17.06	21.34	1032887	2
20090720	RX		13.23	13.52	1784200	2
20090720	SHS		6.14	7.16	311531	2
20090720	STSI		1.09	3.27	3500137	2
20090720	SUN		23.56	31.62	3620927	2
20090720	TDS		28.46	29.30	436754	2
20090720	TMX		16.48	17.18	1445569	2
20090720	TRMA		3.545	4.64	352346	2
20090720	TXT		10.62	11.64	7749273	2
20090720	UTIW		12.04	12.10	1012918	2
20090720	VLO		17.81	19.90	12892161	2
20090720	WAB		33.98	34.51	734548	2
20090720	XOM		68.94	72.16	31267189	2
20090720	ZZ		2.02	2.42	833047	2, 3

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!

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
20090717	ABC		18.98	31.94	2362222	2, 3, 5
20090717	ADSK		18.77	18.82	4754786	2
20090717	AVY		26.3	27.72	1197896	2
20090717	BJRI		16.32	12.39	298491	1
20090717	CBST		18.24	19.66	869366	2, 3, 4, 5
20090717	CBT		14.73	15.92	585420	2
20090717	CRK		34.4	37.53	1070737	2
20090717	CTX		8.84	9.42	6056458	2
20090717	CVX		65.12	68.91	13851136	2
20090717	DAKT		8.15	8.63	336331	2
20090717	DIG		26.63	27.75	13247199	2
20090717	DVN		55.68	60.02	6229117	2
20090717	EPR		23.02	24.33	1023992	2
20090717	FCE/A		5.92	7.69	1510680	2
20090717	FLO		22.71	23.80	1075867	2
20090717	FSYS		22.11	23.77	708468	2
20090717	FTO		13.27	13.43	3084725	2
20090717	GCI		4.78	6.02	7661026	2, 4, 5
20090717	GSG		28.18	29.40	608032	2
20090717	GVA		34.61	36.14	940140	2
20090717	GXP		15.55	16.45	1800840	2
20090717	HAS		25.38	25.95	2668257	2, 3
20090717	HERO		3.86	4.23	2880511	2
20090717	HRS		30.09	33.83	1781798	2
20090717	HSII		18.1	19.01	266724	2, 3, 4, 5
20090717	HW		3.65	5.03	887396	2
20090717	IO		2.36	3.14	1547582	2
20090717	KSU		18.36	19.12	2070723	2, 3
20090717	LHCG		24.63	26.68	394969	2
20090717	LYV		5.33	5.40	956145	2
20090717	MMR		5.9	7.90	1724796	2
20090717	NR		2.83	3.55	507807	2
20090717	PAYX		25.36	26.00	4513570	2
20090717	PCX		7.06	7.68	5602487	2, 3
20090717	PDC		4.75	5.50	346853	2
20090717	PGH		7.9	7.95	1382616	2
20090717	PQ		3.23	5.27	1897247	2
20090717	PTRY		17.38	18.78	295238	2
20090717	RX		13.14	13.55	1794675	2
20090717	SHS		5.78	7.25	311738	2
20090717	SUN		23.4	31.67	3635135	2
20090717	TDS		28.31	29.35	437765	2
20090717	TEX		12.99	13.71	3781641	2
20090717	TMX		16.14	17.23	1444193	2
20090717	TRMA		3.49	4.70	352716	2
20090717	TXT		10.19	11.73	7782620	2
20090717	UFI		1.75	2.25	301905	2
20090717	UIL		23.3	25.75	259528	2
20090717	URI		6.15	6.42	1259165	2
20090717	UTIW		11.83	12.12	1013064	2
20090717	VLO		17.4	19.95	12945827	2
20090717	WBS		9.31	9.38	1360372	2, 3, 4, 5
20090717	WCN		26.62	27.76	819172	2
20090717	WGOV		19.58	20.26	837717	2
20090717	WW		37.25	43.70	604652	2
20090717	XOM		68.52	72.20	31609062	2
20090717	ZZ		1.91	2.44	823359	2, 3

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!

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
20090716	ADP		35.48	36.35	4222221	2
20090716	ADSK		18.68	18.89	4813184	2
20090716	B		11.88	12.75	534360	2
20090716	BCE		21.94	22.32	1084788	2
20090716	BDK		31.17	36.14	1724720	2
20090716	CBS		6.75	6.90	12148473	2
20090716	CENX		6.51	7.10	5270490	2
20090716	CFX		8.11	8.42	257115	2, 3
20090716	CRA		7.76	8.82	606603	2
20090716	CRDN		18.01	21.48	373970	2
20090716	CRK		33.96	37.61	1073849	2
20090716	CVA		17.66	17.74	2005907	2
20090716	CW		31.03	31.39	333921	2
20090716	CYT		20.45	20.61	789274	2
20090716	DAKT		8.02	8.67	346276	2, 3
20090716	DCOM		10.4	11.07	269507	2, 3
20090716	EE		14.57	15.67	356378	2, 3
20090716	EK		3.23	5.57	5411956	2
20090716	ELY		5.65	8.05	1135411	2
20090716	EMKR		1.17	1.53	1424896	2
20090716	EPR		22.71	24.48	1039176	2
20090716	ESI		94.44	97.45	1381617	2
20090716	ESL		28.48	30.16	372821	2, 3, 4, 5
20090716	FLO		22.63	23.84	1080570	2
20090716	GAS		34.66	35.15	554997	2
20090716	GMXR		11.5	19.43	1208558	2
20090716	GVA		33.82	36.15	946283	2
20090716	HAS		24.77	25.99	2665031	2
20090716	HCP		22.55	22.80	7288858	2
20090716	HERO		3.85	4.29	2883315	2
20090716	HME		33.75	34.88	1000170	2
20090716	HOV		2.45	2.47	2631902	2
20090716	HUN		5.53	5.59	4718920	2
20090716	IART		27.47	28.69	297041	2
20090716	IO		2.34	3.20	1554192	2
20090716	KMT		18.56	18.80	994568	2
20090716	KND		13.75	14.06	537456	2
20090716	KSU		17.54	19.25	2073834	2
20090716	LECO		37.5	41.23	425984	2
20090716	LHCG		24.52	26.70	398206	2
20090716	LLL		71.15	73.24	1181929	2
20090716	LNN		34.99	35.52	362800	2
20090716	LXK		18.63	21.43	2147613	2
20090716	LYV		5.21	5.46	959991	2
20090716	MAC		17.74	17.76	3936352	2
20090716	MATW		30.61	34.83	256807	2
20090716	MMR		5.77	7.99	1739580	2
20090716	MWA		3.7	4.83	1421570	2
20090716	NCOC		1.18	1.76	300754	2, 3
20090716	NSC		40.92	41.44	5450579	2
20090716	PAYX		25.35	26.03	4530000	2
20090716	PDC		4.68	5.55	349947	2
20090716	PFS		10.34	11.75	579870	2
20090716	RF		4.22	6.22	39672505	2
20090716	RTN		45.5	45.71	4266995	2, 3
20090716	SAI		17.95	18.39	2302589	2
20090716	SFY		16.13	16.64	843025	2
20090716	SGY		7.85	11.23	1962900	2
20090716	SKYW		11.63	13.21	536644	2
20090716	TDS		28.02	29.39	439447	2
20090716	TFX		46	46.68	432680	2
20090716	TRMA		3.48	4.77	353979	2
20090716	UEPS		13.26	13.73	405913	2
20090716	UFI		1.75	2.25	301905	2
20090716	UIL		23.3	25.75	259528	2
20090716	URI		6.15	6.42	1259165	2
20090716	VNO		45.43	50.16	6330073	2
20090716	WCN		26.62	27.76	819172	2
20090716	WGOV		19.58	20.26	837717	2
20090716	WMI		28.23	28.67	4026509	2
20090716	WTI		8.95	11.71	1256834	2
20090716	WW		37.25	43.70	604652	2
20090716	XTXI		3.5	4.52	872302	2
20090716	ZZ		1.9	2.46	807010	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!

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
20090715	ADSK		18.46	18.96	4862963	2
20090715	ALNY		20.4	21.06	334202	2
20090715	AWI		17.65	17.67	359162	2
20090715	BCE		21.65	22.38	1094196	2
20090715	BDK		30.18	36.28	1722483	2
20090715	CBS		6.56	6.94	12222786	2
20090715	CENX		6.02	7.19	5248400	2
20090715	CLF		23.2	23.99	6369212	2
20090715	COV		36.49	36.73	5807535	2
20090715	CRA		7.63	8.85	607021	2
20090715	CRK		32.68	37.67	1074613	2
20090715	CVA		17.6	17.76	2030411	2
20090715	CW		30.41	31.46	335684	2
20090715	CYT		20.05	20.70	789318	2
20090715	DAL		6.16	7.55	13694717	2, 3
20090715	DPTR		1.87	4.12	5405267	2
20090715	EGLE		5.45	6.36	3418441	2, 3, 5
20090715	EGY		4.84	5.46	652167	2
20090715	EK		3.2	5.62	5411434	2, 3
20090715	ELY		5.4	8.09	1128621	2
20090715	ERF		20.41	21.00	800963	2
20090715	FE		40.95	45.91	2912181	2
20090715	GAP		4.5	5.68	701266	2, 3
20090715	GAS		34.53	35.20	556596	2
20090715	GMXR		11.02	19.59	1205826	2
20090715	GVA		33.26	36.14	954817	2
20090715	HERO		3.68	4.34	2891210	2
20090715	HME		33.72	34.99	1011652	2
20090715	HOV		2.39	2.50	2637887	2
20090715	HUN		5.49	5.60	4742272	2, 3
20090715	IO		2.3	3.26	1568541	2
20090715	JBLU		4.8	5.02	8146934	2, 3
20090715	KSU		16.99	19.38	2085496	2
20090715	LHCG		24.26	26.72	402973	2
20090715	LLL		69.72	73.37	1186627	2
20090715	MMR		5.62	8.07	1725572	2
20090715	MWA		3.6	4.86	1425373	2
20090715	NCOC		1.16	1.77	299781	2
20090715	NCR		12	12.36	2504746	2
20090715	NRF		3	3.60	711973	2, 3
20090715	NSC		40.35	41.56	5465173	2
20090715	PFS		10.11	11.77	580119	2, 3
20090715	PVTB		21.83	23.04	663295	2
20090715	RF		4.21	6.24	39627523	2, 3
20090715	RTN		44.52	45.75	4269807	2
20090715	SFY		15.61	16.75	857903	2
20090715	SGY		7.72	11.38	1960103	2
20090715	SKYW		11.58	13.24	542514	2
20090715	TDS		28	29.42	445283	2
20090715	USG		10.68	10.89	1749314	2
20090715	WMI		27.69	28.69	4052228	2
20090715	WTI		8.72	11.80	1258622	2
20090715	XTXI		3.46	4.62	873238	2
20090715	ZZ		1.83	2.49	802285	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!

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
20090714	AMAG		46.29	38.89	467982	1, 5
20090714	BDC		16.55	16.92	506952	2
20090714	CRK		31.37	37.78	1075217	2
20090714	CSH		23.03	23.43	440164	2
20090714	DD		25.55	26.28	9509747	2
20090714	EK		3.06	5.68	5407690	2
20090714	ELY		5.31	8.13	1127533	2
20090714	EMR		31.87	32.73	5982099	2
20090714	IYT		57.04	57.63	1251735	2, 3
20090714	JBLU		4.63	5.03	8145993	2
20090714	KSU		16.19	19.53	2095144	2
20090714	NCR		11.42	12.42	2507922	2
20090714	NSC		38.78	41.71	5486741	2, 3
20090714	OC		14.07	14.18	1553149	2, 3, 5
20090714	RJF		18	18.18	2198465	2
20090714	RTN		44.23	45.81	4278470	2
20090714	SNPS		18.75	18.91	1401184	2
20090714	SVA		3.66	1.98	478472	1
20090714	SXT		23.18	23.33	462382	2
20090714	UPS		49.58	50.57	6159276	2
20090714	WLP		49.7	41.36	5563549	1
20090714	YZC		12.23	8.48	735629	1

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!