Finland
Trading strategy
Software systems and algorithms
Biography
Samples of trading code available santavaara.com/samples

Disclaimer

The Saxo Bank Group entities each provide execution-only service and access to Tradingfloor.com permitting a person to view and/or use content available on or via the website is not intended to and does not change or expand on this. Such access and use are at all times subject to (i) The Terms of Use; (ii) Full Disclaimer; (iii) The Risk Warning; (iv) the Rules of Engagement and (v) Notices applying to Tradingfloor.com and/or its content in addition (where relevant) to the terms governing the use of hyperlinks on the website of a member of the Saxo Bank Group by which access to Tradingfloor.com is gained. Such content is therefore provided as no more than information. In particular no advice is intended to be provided or to be relied on as provided nor endorsed by any Saxo Bank Group entity; nor is it to be construed as solicitation or an incentive provided to subscribe for or sell or purchase any financial instrument. All trading or investments you make must be pursuant to your own unprompted and informed self-directed decision. As such no Saxo Bank Group entity will have or be liable for any losses that you may sustain as a result of any investment decision made in reliance on information which is available on Tradingfloor.com or as a result of the use of the Tradingfloor.com. Orders given and trades effected are deemed intended to be given or effected for the account of the customer with the Saxo Bank Group entity operating in the jurisdiction in which the customer resides and/or with whom the customer opened and maintains his/her trading account. When trading through Tradingfloor.com your contracting Saxo Bank Group entity will be the counterparty to any trading entered into by you. Tradingfloor.com does not contain (and should not be construed as containing) financial, investment, tax or trading advice or advice of any sort offered, recommended or endorsed by Saxo Bank Group and should not be construed as a record of ourtrading prices, or as an offer, incentive or solicitation for the subscription, sale or purchase in any financial instrument. To the extent that any content is construed as investment research, you must note and accept that the content was not intended to and has not been prepared in accordance with legal requirements designed to promote the independence of investment research and as such, would be considered as a marketing communication under relevant laws. Please read our disclaimers:
- Notification on Non-Independent Invetment Research
- Full disclaimer

16 Followers
Write a Squawk to zefy
  • Squawk / 12 May 2018 at 19:01 GMT
    Hi,

    I hope you are fine,Im Stephanie by name please kindly email me at stephaniesaib2@gmail.com i have an important urgent information to give You. Hope to read your mail. Thanks
    Read the Squawk
  • 1y
    Qi2 Qi2
    As I try to get used to trading ES mini's
    1y
    Qi2 Qi2
    based on my earlier numbers, 60% of the time, either a new high or low has been made, statistically, ES favours being long today, yet I am...
    1y
    Qi2 Qi2
    Closed YM long at 24,175 and ES at 2632.50
  • Squawk / 27 March 2018 at 8:14 GMT
    Software systems and algorithms
    Finland
    Probably It has nothing to do with anything, but my attention is on FAANG/QMI ratio where QMI is Qualcomm-Microsoft-Intel.
    Read the Squawk
    1y
    zefy zefy
    New economy against old economy in tech sector...
    1y
    fxtime fxtime
    Thx....I will have a look at some data :-)
    1y
    Qi2 Qi2
    I like stocks, I find them much easier to trade then futures :)
  • Squawk / 13 March 2018 at 15:14 GMT
    It would seem the revised algo is much better suited to stocks, with small positions in futures to hedge (at at times improve) the performance of the portfolio, (blue line is the algo's performance vs S&P etc)
    Read the Squawk
    1y
    zefy zefy
    Great stuff. Elevated volatility is good for us. Do you have volatility measurements which trigger this algo or do you run this algo regardless of vola levels?...
    1y
    Qi2 Qi2
    I use both volume and time/sales, based on its ROC, position size gets reduced or increased on my futures trades only, which are a hedge for my...
    1y
    zefy zefy
    Thanks for the clarification.
  • Squawk / 19 October 2017 at 8:52 GMT
    Hypothesis Testing
    United Kingdom
    Having had the chance to work through the latest MAN AHL group accounts release there are some interesting areas that may be of interest to us all.
    FIRST we need to realise MAN is a major Algo player on equities and indices (cash and futures) in the World markets. Man AHL report with a breakdown of results which is exceedingly helpful. Profits are positive sharpe in otherwords they exceed the index growth. They trade high frequency trades that last seconds to hours plus all the usual areas. Typical trade structure is high beta stocks that are cash generative to capex etc. Sector leaders too. BUT what we also see is that the last period returns on HFT went to zero where as the beginning of the year they were very positive. So if the HFT algos aren't performing what is earning revenue. what statistical arbitrage or skew have they found that is income generative? Remember this is a cutting edge algo driven quant funds manager.
    Read the Squawk
    1y
    Lad1 Lad1
    Can you do it on tandem ? me behind???
    1y
    fxtime fxtime
    LOL
    1y
    zefy zefy
    Cutting edge indeed!
  • 1y
    fxtime fxtime
    Watch the mobius mate....I highlighted/arrowed the last two showing cause+effect
    1y
    Rogan Rogan
    I've read that equity ETFs are experiencing record inflows($15.2 Billion) just in the last week.... Are ETFs the new tulip bulbs?
    1y
    fxtime fxtime
    Personally I reckon these ETFs can be caustic to your wealth. Yes you can track the index and have exposure pro-rata to the exchange but the underwriter...
  • 2y
    fxtime fxtime
    Using the same theorems and looking at the USA tech sector we see evidenced a 28% year todate rally. The dollar trade weighted index drops 6% over...
    2y
    fxtime fxtime
    FWIW; Those with a probability bias might be interested about the cable as 1.3220 it breaks the rolling three day trading range which is bullish and if...
    2y
    fxtime fxtime
    Remember to partially correlate inversely your cable trade to the FTSE...it isn't a perfect correlation and really this will not be a swing trade as we have...
  • 2y
    La tahzan La  tahzan
    если пробьет пятничный лоу, то скорее устремиться падение , как бы в "3" волне не играет начальный диагональ
  • Squawk / 06 October 2017 at 15:44 GMT
    Hypothesis Testing
    United Kingdom
    FWIW the sp500 is reaching rare levels IMHO. The number of continuous close new highs is at a record and the ascending continuous day lows are getting there too. These two scenarios have often presaged a good mean reversion. The risks to the downside are ''LARGE'' compared to a potential further rally. Trade very carefully if you are bullish. personally I prefer the bearish scenario.... :-)
    Read the Squawk
    2y
    Rogan Rogan
    interesting post....isn't the Fed starting balance sheet normalisation in October?This is what concerns me the most
    2y
    usxau usxau
    FX, same here, taking the folks for a lovely meal while the market does what ever! :) Wishing you a great weekend too! See you next week!...
    2y
    fxtime fxtime
    Yeah Rogan you are so right.... that is definitely a tricky act for them to manage.
    Enjoy Sabrina :-)
Check your inbox for a mail from us to fully activate your profile. No mail? Have us re-send your verification mail