13:05 ET Dow -154.48 at 10309.92, Nasdaq -37.61 at 2138.44, S&P -19.130 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 13:05 ET Dow -154.48 at 10309.92, Nasdaq -37.61 at 2138.44, S&P -19.1313:05 ET Dow -154.48 at 10309.92, Nasdaq -37.61 at 2138.44, S&P -19.13

.

.

Thursday, June 30, 2011

@zerohedge Caught In The Act: HFT Option Algos Observed Frontrunning Today's PMI Release http://is.gd/SVWFs1

@zerohedge:

Caught In The Act: HFT Option Algos Observed Frontrunning Today's PMI Release http://is.gd/SVWFs1

--
shared via Twidroyd http://twidroyd.com'>Shared message via Twidroyd

@zerohedge:

Breakdown of Paulson's most recent 13F. http://is.gd/CH1v3h What goes after BAC?

--
shared via Twidroyd http://twidroyd.com'>Shared message via Twidroyd
@zerohedge:

How Much Would It Cost To Buy Congress Back From Special Interests? http://is.gd/nJfpUc

--
shared via Twidroyd http://twidroyd.com'>Shared message via Twidroyd
ef='Headlines for: June 30, 2011

Judge Approves LA Dodgers' $150 Million DIP Despite MLB Objections 06/29/2011 5:22:03 PM ET NEW YORK (Reuters)—U.S. Bankruptcy Court Judge Kevin Gross has approved a $150 million debtor-in-possession loan from Highbridge Principal Strategies, LLC , a hedge fund affiliate of JP Morgan, to the Los Angeles Dodgers Holding Company LLC, sources said.

CFTC's Gensler Stickhandles to Keep Influence 06/29/2011 5:17:14 PM ET WASHINGTON (Reuters)—Gary Gensler, head of the U.S. futures regulator, risks losing influence in Congress as his Wall Street reform efforts become bogged down in the details, possibly impairing progress on his ambitious agenda.

D.Boerse-NYSE Ask EU Regulators For Deal Approval 06/29/2011 3:23:20 PM ET BRUSSELS (Reuters)—Deutsche Boerse and NYSE Euronext formally sought EU approval for their planned $9 billion tie-up on Wednesday [June 29], triggering a lengthy review expected to focus on the derivatives and clearing businesses. The two exchanges struck a deal in February to create the world's No.

Lehman Adds Creditor Support, New Bankruptcy Plan 06/29/2011 2:16:14 PM ET EDITOR'S NOTE: This story has been updated throughout. NEW YORK (Reuters)—Lehman Brothers Holdings Inc. filed a new $65 billion bankruptcy liquidation plan that it said has won wider support, possibly setting the stage for the end of the biggest bankruptcy in U.

Paulson May Catch a Break on Bank of America Deal 06/29/2011 12:56:22 PM ET BOSTON (Reuters)—Hedge fund manager John Paulson may have finally caught a break, even if it is for just one day. As a long-term optimist on financial stocks, Mr.

New Settlement Push in CFTC Oil Manipulation Case 06/29/2011 12:33:09 PM ET EDITOR'S NOTE: This story has been updated throughout. NEW YORK (Reuters)—One of the biggest oil market manipulation cases undertaken by U.S. regulators is entering a new phase in which a judge will mediate settlement talks, three years after the case was launched.

Greek Bank Plan Unlikely to Trigger CDS 06/29/2011 12:13:30 PM ET LONDON (Reuters)—Politicians and bankers are confident that a French proposal for a Greek bailout can be adopted without triggering a pay-out in credit insurance, lifting a key hurdle to a rollover of Greek debt, sources told Reuters. The French plan, discussed at a high-level meeting in Rome this week, has resulted in "confidence" that Credit Default Swap markets would give it their thumbs-up, a derivatives expert with knowledge of the talks said.

U.S. SEC Proposes Conduct Rules For Swap Dealers 06/29/2011 11:56:06 AM ET WASHINGTON (Reuters)—Securities regulators proposed new rules on Wednesday [June 29] for how swap dealers interact with their customers, in a move designed to manage risk and protect clients from abusive practices. The 200-plus-page proposal by the U.'>Headlines for: June 30, 2011

Judge Approves LA Dodgers' $150 Million DIP Despite MLB Objections 06/29/2011 5:22:03 PM ET NEW YORK (Reuters)—U.S. Bankruptcy Court Judge Kevin Gross has approved a $150 million debtor-in-possession loan from Highbridge Principal Strategies, LLC , a hedge fund affiliate of JP Morgan, to the Los Angeles Dodgers Holding Company LLC, sources said.

CFTC's Gensler Stickhandles to Keep Influence 06/29/2011 5:17:14 PM ET WASHINGTON (Reuters)—Gary Gensler, head of the U.S. futures regulator, risks losing influence in Congress as his Wall Street reform efforts become bogged down in the details, possibly impairing progress on his ambitious agenda.

D.Boerse-NYSE Ask EU Regulators For Deal Approval 06/29/2011 3:23:20 PM ET BRUSSELS (Reuters)—Deutsche Boerse and NYSE Euronext formally sought EU approval for their planned $9 billion tie-up on Wednesday [June 29], triggering a lengthy review expected to focus on the derivatives and clearing businesses. The two exchanges struck a deal in February to create the world's No.

Lehman Adds Creditor Support, New Bankruptcy Plan 06/29/2011 2:16:14 PM ET EDITOR'S NOTE: This story has been updated throughout. NEW YORK (Reuters)—Lehman Brothers Holdings Inc. filed a new $65 billion bankruptcy liquidation plan that it said has won wider support, possibly setting the stage for the end of the biggest bankruptcy in U.

Paulson May Catch a Break on Bank of America Deal 06/29/2011 12:56:22 PM ET BOSTON (Reuters)—Hedge fund manager John Paulson may have finally caught a break, even if it is for just one day. As a long-term optimist on financial stocks, Mr.

New Settlement Push in CFTC Oil Manipulation Case 06/29/2011 12:33:09 PM ET EDITOR'S NOTE: This story has been updated throughout. NEW YORK (Reuters)—One of the biggest oil market manipulation cases undertaken by U.S. regulators is entering a new phase in which a judge will mediate settlement talks, three years after the case was launched.

Greek Bank Plan Unlikely to Trigger CDS 06/29/2011 12:13:30 PM ET LONDON (Reuters)—Politicians and bankers are confident that a French proposal for a Greek bailout can be adopted without triggering a pay-out in credit insurance, lifting a key hurdle to a rollover of Greek debt, sources told Reuters. The French plan, discussed at a high-level meeting in Rome this week, has resulted in "confidence" that Credit Default Swap markets would give it their thumbs-up, a derivatives expert with knowledge of the talks said.

U.S. SEC Proposes Conduct Rules For Swap Dealers 06/29/2011 11:56:06 AM ET WASHINGTON (Reuters)—Securities regulators proposed new rules on Wednesday [June 29] for how swap dealers interact with their customers, in a move designed to manage risk and protect clients from abusive practices. The 200-plus-page proposal by the U.

Automated & Algorithmic Trading & News - June 30, 2011

'Steve Lo Bosco joins Actant as US Sales Director Bobsguide (press release) His arrival is the latest in a series of recent strategic recruitments to launch Actant's new low latency, programmable, algorithmic trading application, Actant ExStream. Steve brings over 23 years of Wall Street and technology domain expertise in ...

See all stories on this topic »

This Little Piggy Went to the Gas Market Business Insider Issues with high-speed algorithmic trading are growing concurrently. Consider that on May 5 the crude oil market saw its second largest ever daily drop when sell-stops were triggered again and again by trading algorithms. This time there was no fat ...

See all stories on this topic »

Research and Markets: Alpha Trading - Profitable Strategies That Remove ... Business Wire (press release) Perry Kaufman has more than thirty years of experience in financial engineering and hedge funds, and is well-known for his role in algorithmic trading. Since 1971, he has specialized in the development of fully systematic trading programs in ...

See all stories on this topic »

How to damage market quality Citizen Economists (blog) This is typically automated, ie it requires algorithmic trading, but it's fully feasible. With a randomly chosen timepoint over a two hour horizon, the arbitrageur does not know when to closeout. This will exert a negative impact on pricing efficiency ...'>Steve Lo Bosco joins Actant as US Sales Director Bobsguide (press release) His arrival is the latest in a series of recent strategic recruitments to launch Actant's new low latency, programmable, algorithmic trading application, Actant ExStream. Steve brings over 23 years of Wall Street and technology domain expertise in ...

See all stories on this topic »

This Little Piggy Went to the Gas Market Business Insider Issues with high-speed algorithmic trading are growing concurrently. Consider that on May 5 the crude oil market saw its second largest ever daily drop when sell-stops were triggered again and again by trading algorithms. This time there was no fat ...

See all stories on this topic »

Research and Markets: Alpha Trading - Profitable Strategies That Remove ... Business Wire (press release) Perry Kaufman has more than thirty years of experience in financial engineering and hedge funds, and is well-known for his role in algorithmic trading. Since 1971, he has specialized in the development of fully systematic trading programs in ...

See all stories on this topic »

How to damage market quality Citizen Economists (blog) This is typically automated, ie it requires algorithmic trading, but it's fully feasible. With a randomly chosen timepoint over a two hour horizon, the arbitrageur does not know when to closeout. This will exert a negative impact on pricing efficiency ...
@zerohedge:

Eric Sprott Lashes Out Against The "Tyranny Of A Rigged Paper Monopoly Over Silver Price Discovery" http://is.gd/PRvxoW

--
shared via Twidroyd http://twidroyd.com'>Shared message via Twidroyd

@zerohedge Goldman Vs Pimco Round 2: Goldman Buying Belly Again As It Doubles Down On Client Call To Short The 5 Year http://is.gd/yEZX2S

'@zerohedge:

Goldman Vs Pimco Round 2: Goldman Buying Belly Again As It Doubles Down On Client Call To Short The 5 Year http://is.gd/yEZX2S

--
shared via Twidroyd http://twidroyd.com'>Shared message via Twidroyd

Wednesday, June 29, 2011

@AllJimRogers U.S. Government Bonds Are Going To Be One Of The Great Shorts Of Our Time http://sns.mx/GJcfy7

@AllJimRogers:

U.S. Government Bonds Are Going To Be One Of The Great Shorts Of Our Time http://sns.mx/GJcfy7

--
shared via Twidroyd http://twidroyd.com'>Shared message via Twidroyd

Google - Google Web Tools - StockWatcher Example

Automated & Algorithmic Trading Jobs & News - June 29, 2011

FX Algorithmic Trading C++ Developer, London, United Kingdom ...
The C++ Team - This is a unique opportunity for a talented developer to join a Greenfield, Front Office Quantitative FX Algorithmic Trading project with a ...
jobs.phds.org/job/29532/.../fx-algorithmic-trading-c-develope...
PhD/Post Doc - Quantitative Researcher, Algorithmic Trading jobs ...
PhD/Post Doc - Quantitative Researcher, Algorithmic Trading jobs in UK. Research careers in London with eFinancialCareers.fi.
jobs.efinancialcareers.fi/job-4000000000828786.htm
Can Individual Traders Get Into Algorithmic Trading ?
www.ezineart.com/.../can-individual-traders-get-into-algorith...
Members reviews to Algorithmic Trading with MATLAB - 2009 update ...
These are the files and some of the data that I used in my recent webinar on Algorithmic Trading. Data has been shortened for size reasons.
www.downloadplex.com/.../Reviews-algorithmic-trading-with-...
Issues - algo-trader - Algorithmic Trading System - Google Project ...
Algorithmic Trading System · Project Home Downloads Wiki Issues Source · New issue Search. Search within: All issues, Open issues, New issues ...
https://code.google.com/p/algo-trader/issues/list
@zerohedge:

Gross Indirect bid accounted for just 14.3% of the overall bid - a record low. Why bother with Italy when the vigilantes now have the US

--
shared via Twidroyd http://twidroyd.com'>Shared message via Twidroyd
@AndroidPolice:

New App: ObscuraCam Automatically Detects, Blurs Faces And Strips Metadata From Your Photos http://bit.ly/jh1seo

--
shared via Twidroyd http://twidroyd.com'>Shared message via Twidroyd

@zerohedge Some serious HFT action going on at NYSE and PACF right now

@zerohedge:

Some serious HFT action going on at NYSE and PACF right now

--
shared via Twidroyd http://twidroyd.com'>Shared message via Twidroyd

Tuesday, June 28, 2011

@CMEGroup With 5 Yr. UST yield having their largest 2 day jump in 6 months, more than 6 million of our UST & eurodollar contracts traded today $CME

@CMEGroup:

With 5 Yr. UST yield having their largest 2 day jump in 6 months, more than 6 million of our UST & eurodollar contracts traded today $CME

--
shared via Twidroyd http://twidroyd.com'>Shared message via Twidroyd

Monday, June 27, 2011

 Herbie Skeete 
 Herbie Skeete 

Permanent OMOs: Treasury - 6/27/2011

Permanent OMOs: Treasury
The purchase or sale of Treasury securities on an outright basis adds or drains reserves available in the banking system. Such transactions are arranged on a routine basis to offset other changes in the Federal Reserve’s balance sheet in conjunction with efforts to maintain conditions in the market for reserves consistent with the federal funds target rate set by the Federal Open Market Committee (FOMC).
Export to:
Excel | XML
  OPERATION 1 - RESULTS
Operation Date:06/27/2011
Operation Type:Outright Coupon Purchase
Release Time:10:14 AM
Close Time:11:00 AM
Settlement Date:06/28/2011
Maturity/Call Date Range:06/30/2015 - 11/30/2016
Total Par Amt Accepted (mlns) :$4,578
Total Par Amt Submitted (mlns) :$13,002
  INCLUSIONS:
CUSIP IDSECURITY DESCRIPTIONPAR AMT
ACCEPTED ($)
912828NL0T 01.875 06/30/159,000,000
912828NP1T 01.750 07/31/1565,000,000
912828EE6T 04.250 08/15/15223,000,000
912810DS4T 10.625 08/15/150
912828NZ9T 01.250 09/30/1588,000,000
912828PE4T 01.250 10/31/15498,000,000
912828EN6T 04.500 11/15/155,000,000
912810DT2T 09.875 11/15/150
912828PS3T 02.000 01/31/1646,000,000
912828EW6T 04.500 02/15/1617,000,000
912810DV7T 09.250 02/15/160
912828QJ2T 02.125 02/29/16703,000,000
912828KS8T 02.625 02/29/1629,000,000
912828QA1T 02.250 03/31/16173,000,000
912828KT6T 02.375 03/31/160
912828QF0T 02.000 04/30/16446,000,000
912828KR0T 02.625 04/30/160
912828FF2T 05.125 05/15/1665,000,000
912810DW5T 07.250 05/15/1610,000,000
912828QP8T 01.750 05/31/161,894,000,000
912828KW9T 03.250 05/31/160
912828KZ2T 03.250 06/30/160
912828LD0T 03.250 07/31/1620,000,000
912828FQ8T 04.875 08/15/160
912828LL2T 03.000 08/31/1671,000,000
912828LP3T 03.000 09/30/16216,000,000
912828LU2T 03.125 10/31/160
912828FY1T 04.625 11/15/160
912810DX3T 07.500 11/15/160
912828MA5T 02.750 11/30/160
  EXCLUSIONS:
CUSIP IDSECURITY DESCRIPTION
912828NV8T 01.250 08/31/15
912828PJ3T 01.375 11/30/15
912828PM6T 02.125 12/31/15
@zerohedge:

Fed's Kocherlakota says higher capital requirements for banks under Dodd-Frank are beneficial

--
shared via Twidroyd http://twidroyd.com'>Shared message via Twidroyd

@Reuters_Wealth Fed's Kocherlakota: Tax code hurts stability http://reut.rs/lSucA6

@Reuters_Wealth:

Fed's Kocherlakota: Tax code hurts stability http://reut.rs/lSucA6

--
shared via Twidroyd http://twidroyd.com'>Shared message via Twidroyd

Marc Faber News - 6/27/2011

 Juan Cabrera 
 Felicia Harrison 
 Leopard Capital 
 David Riffey 
 Googlyfish Hong Kong 
 Janice Grant 
 Kathrine Matthews 
 Stefany Blount 
 dwyer70905 
 QueenBee 
 Ron Paul News 
 Ethan Emek 
 HoustonCashDeals.com 
 tsiegtiez 
 ale! 
 GreatDanes 
 Tweet 4 All 
 OTC Gold