Squeezemetrics

This is the SPX DIX from Squeezemetrics. The code was generated with Python-Pandas. I cannot get the full DIX because I hit the variable limit and have not found a workaround. Publishing this to see if others know of a workaround.
Aug 28, 2020 · Gamma Exposure Effects are Getting Stronger. Recent data shows how the activities of option speculators and therefore dealer’s hedging requirements are becoming an increasingly significant part of the overall market.
@Thomas If you look at the charts posted by @STB you will see how it shows entries and exits going up until this past week. Currently (based on this set up, not my opinion) the market is long biased since either late March or early April. I'd say not so bad of an entry down there either
Intéressant Laetitia! Squeezemetrics a l'air intéressant! Es-tu abonné à quelque chose comme black box? Cheers, JG +1 Répondre. Produits.
Source: squeezemetrics，过去这种高位的Gamma Exposure骤减看图说话也就发生过5次四个数据点肯定不够多，但他们的历史表现如下所示 2013年年底，是美国国债的问题得到解决的余波，但我还没有完全搞清楚那个时候为什么会有那么多人卖SPX的期权
"This paper is the first high-profile one to really give the idea a proper treatment," said Matt Zambito of SqueezeMetrics, an analytic service that tracks derivatives exposure. "People are ...

The squeezemetrics site releases the data a couple hours after close on each trading day. Transfer over the most recent 755 days of data into the sheet I created and it will update and display correctly. This will not work, as is, on any other chart besides a 3 year/Daily Chart (which displays 755 bars). ...
Oct 12, 2020 · The Dark Index (DIX) is a dollar-weighted measure of the Dark Pool Indicator (DPI) of the S&P 500 components. When the DIX is higher, market sentiment in dark pools is generally more bullish. Top million domains by alexa. Home; Add Your Link Here; Contact Us; Buy 30 Backlinks; Alexa top domain list
- SqueezeMetrics的看法似乎很悲观，但阿诺特的总结也好不到哪里去，他说：「当人们问特斯拉的泡沫何时会破裂时，我开玩笑地说会在12月22日。
- Nov 05, 2020 · A paper by Squeezemetrics dives deep into the significance of changes in option deltas the post-election rally The negative feedback loop began to unwind in the opposite direction as the previous week on Monday before the election.
- Squeezemetrics and TradingVolatility provide free Gamma exposure indicators (That are based on the end of the day open interest), but you will have to pay to get more real-time or intraday alerts. SpotGamma provides a free 7 day trial for their services.
- Sep 22, 2020 · I don’t hear many people talk about the Dark Pools Index, but here is a quick introduction.If I am understanding it fully, and that is a big IF, it is an attempt by a market researcher (who can be found on twitter under the handle @Squeezemetrics) to hazard a guess at the buying and selling demand being processed by market makers.
- Scusa andavo a memoria ed ho fatto qualche errore. Il numero di brevetto e' stato scelto da Gill Gates ed e' WO2020, ossia World Order 2020. Il nome scelto tradotto in italiano e' Luciferasi.
- May 02, 2020 · The San Francisco Fed recently created a Daily News Sentiment Index, which is derived from 16 major newspapers.In the space of a few weeks, market psychology has turned from “the market is going to retest the March lows” to “the Fed is supporting prices, valuation doesn’t matter, the economy is recovering, – Buy”.
- Dette er en podcast med Peter Warren. Peter Warren har over 30 års erfaring som forvalter, trader og investor. Han startet innenfor metaller, råvarer og har de senere år forvaltet og tradet dette i tillegg til valuta, aksjer og renter.
- Two specific indicators, the Dix and the Gex, have been born from the investigations of SqueezeMetrics. They serve to monitor the behavior of short orders in the Dark Pools, which gives us an idea of the bullish sentiment of the real market:
- SqueezeMetrics, Financial Blogger at Seeking Alpha, specializes in the Services sector and covers 9 stocks with a 62.50% success rate.
- Dec 14, 2020 · ‎Dette er en podcast med Peter Warren. Peter Warren har over 30 års erfaring som forvalter, trader og investor. Han startet innenfor metaller, råvarer og har de senere år forvaltet og tradet dette i tillegg til valuta, aksjer og renter.
- Matt Zambito of New York-based SqueezeMetrics says his measure of gamma gives a more accurate prediction about market volatility than the widely followed Cboe volatility index, known as the VIX. In Mr. Zambito’s model, one-day moves up or down in the stock market are small when gamma is strongly positive, but much larger and more varied when ...
Which SEC filing (statement name) should I see if a hedge fund is buying that stock? > 13F report 45-day delayed filing of quarter end equity transactions 13D report 10-day delayed filing of equity transactions that are greater than 5% of shares o... The Dark Pool Block Trades on The Best Traders covers US Market Indices like the S&P500, Nasdaq100, Dow30, Russell 2000, OIL, Natural Gas, Energy, Metals such as Gold and Silver and many other sectors.
Scusa andavo a memoria ed ho fatto qualche errore. Il numero di brevetto e' stato scelto da Gill Gates ed e' WO2020, ossia World Order 2020. Il nome scelto tradotto in italiano e' Luciferasi. Feb 29, 2020 · For every percentage point that the S&P 500 dropped, SqueezeMetrics estimated that tens of billions of dollars of S&P 500 futures had to be sold. Here’s how the trade works. Investors buy S&P ...
- Gone Fishing Newsletter & Intermarket Chart Attack: Gluttony. by Samantha LaDuc | Apr 10, 2020. Market Thoughts In follow up to my April 5th client post – Intermarket Chart Attack: Digestion, Indigestion – this one will be entitled Gluttony, because even if you don’t have the stomach for it, we are called on to feast again, whether we want to...
- 至於另一大跌市原因，是低波幅的升市令short put期權大行其道，惟美股波幅由小轉大，令short put的投資者需沽售股票對沖，數據公司SqueezeMetrics估計，股市每下跌1%，市場需拋售300億美元的股票進行對冲，從而擴大股市跌幅。
- Squeezemetrics publishes two free daily indicators that track dark pool activities in the US market. The Dark Index (DIX) and the Gamma Exposure Index (GEX). Both are a great gauge for the US stock market. We will discuss them in more details and back-test simple strategies that use them as triggers.
- This is the SPX DIX from Squeezemetrics. The code was generated with Python-Pandas. I cannot get the full DIX because I hit the variable limit and have not found a workaround. Publishing this to see if others know of a workaround.
The download button doesn't seem to have a direct url attached to it, but when you click on it, it automatically downloads a .csv file that relates to the graph.Scusa andavo a memoria ed ho fatto qualche errore. Il numero di brevetto e' stato scelto da Gill Gates ed e' WO2020, ossia World Order 2020. Il nome scelto tradotto in italiano e' Luciferasi.
- The squeezemetrics site releases the data a couple hours after close on each trading day. Transfer over the most recent 755 days of data into the sheet I created and it will update and display correctly. This will not work, as is, on any other chart besides a 3 year/Daily Chart (which displays 755 bars). ...
- Aug 28, 2020 · One of my favorite follows on #voltwit is @SqueezeMetrics. The account more colloquially known as “the Lemon” has a personal crusade against using implied vol to refer to option prices. Recall, volatility is just the asset’s standard deviation of returns. It’s usually an annualized number. So if the SPX has a 15% volatility that just … Continue reading Straddles, Volatility, and Win ...
- This is the SPX DIX from Squeezemetrics. The code was generated with Python-Pandas. I cannot get the full DIX because I hit the variable limit and have not found a workaround. Publishing this to see if others know of a workaround.
- Source: squeezemetrics，过去这种高位的Gamma Exposure骤减看图说话也就发生过5次四个数据点肯定不够多，但他们的历史表现如下所示 2013年年底，是美国国债的问题得到解决的余波，但我还没有完全搞清楚那个时候为什么会有那么多人卖SPX的期权
- This is the SPX DIX from Squeezemetrics. The code was generated with Python-Pandas. I cannot get the full DIX because I hit the variable limit and have not found a workaround. Publishing this to see if others know of a workaround.
- Unconventional data, tools, and analysis for money managers.
The conceptual link between short sales and investor buying activity—the key to understanding what "short volume" really means—has never been clearly drawn before [now]. Data firm SqueezeMetrics estimates that for every percentage-point fall in stocks, trading firms need to sell $30 billion in stocks to hedge their stances. Those same firms need to buy that much when the market jumps one percent. Hence, still more volatility.
- With this script you can select 10 tickers and see the aggregated DIX for them. I have the highest volume equity ETFs as defaults, but one could easily select FAANGM and a few other mega caps and make a FAANGM DIX index by changing the tickers in the settings. One improvement item that I have not gotten around to doing is to create a dollar weighted version of this, similar to the actual ...
- Jul 18, 2019 · Collective2 is a social platform that matches up traders and followers with tracking and auto-trading services. Read our review to learn more.
- Scusa andavo a memoria ed ho fatto qualche errore. Il numero di brevetto e' stato scelto da Gill Gates ed e' WO2020, ossia World Order 2020. Il nome scelto tradotto in italiano e' Luciferasi.
- Two specific indicators, the Dix and the Gex, have been born from the investigations of SqueezeMetrics. They serve to monitor the behavior of short orders in the Dark Pools, which gives us an idea of the bullish sentiment of the real market:
- @SqueezeMetrics @IntrinsicInv 87 members, only a few of them are primarily retweeters (e.g. @TheStalwart, but he's a good one). Pretty happy with this list. #? Oct 10, 2020 14:21 Profile; Post History; Rap Sheet
We use the tool because it works great for what we like to do, and that is actively trade the market! Lets talk about HOT stocks for a minute along with volatility. Will be using
- Oct 14, 2020 · I ran across this indicator today and thought it was very interesting. It also backs up what Sean has been saying about the market topping. Admittedly, this is WAY over my head, but I thought some of…
- Gone Fishing Newsletter & Intermarket Chart Attack: Gluttony. by Samantha LaDuc | Apr 10, 2020. Market Thoughts In follow up to my April 5th client post – Intermarket Chart Attack: Digestion, Indigestion – this one will be entitled Gluttony, because even if you don’t have the stomach for it, we are called on to feast again, whether we want to...
- This is the SPX DIX from Squeezemetrics. The code was generated with Python-Pandas. I cannot get the full DIX because I hit the variable limit and have not found a workaround. Publishing this to see if others know of a workaround.