Return To Mean

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Return To Mean

Return To Mean

@return2mean

from @VolSignals & @Trading_closed... streaming microstructure daily

them there swaps Katılım Aralık 2024
33 Takip Edilen2.3K Takipçiler
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Return To Mean
Return To Mean@return2mean·
UPDATE FOR NEW SUBSCRIBERS We’re incredibly grateful for the continued growth in RTM subscribers — genuinely. With that growth, it’s no longer feasible for us to offer weekly trials. For now, RTM trials will run on the 2nd and 4th Monday of each month. As before, each trial runs for 5 trading days — serving both as an evaluation period and onboarding. Pricing remains unchanged under the RTM 5.0 model. The next price increase is currently scheduled for Q3.
Return To Mean@return2mean

NEW MODEL & SUBSCRIPTION UPDATE: The RTM 5.0 model over performed our expectations through roll week. It is clearly ready to now stand on its own. The 5.0 update builds on the flows we have always tracked, but it also includes an additional, short-term signal suite. Folks in the stream last week got to see a sneak peak of beta testing of this new suite - and they also got to annoy TC by giving it a pretty funny nickname. On our backend, the full migration to the 5.0 will be completed by the 5 JAN '26. This means, that anyone joining on from that date and on will be locked in at our new price levels: 5 DAY TRIAL: $235 MONTHLY SUBSCRIPTION: $1235 All current members continue to retain the rate they started at. These new levels only apply to those joining from 5 JAN. To make it all clean and orderly with a 'New Year = New Levels' vibes, we are going to run the end of year period as one single, extended trial. There are holidays in the middle, so it makes sense to do it this way for a whole raft of reasons. The Trial Cohort starting from MON 22 DEC will run till FRI 2 JAN. This will be the final opportunity to lock in at the current price level.

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Return To Mean
Return To Mean@return2mean·
@PharmD_KS White... Like the arrows.... Hmmmm... I think I know who you're texting for those.....
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PharmD_KS
PharmD_KS@PharmD_KS·
I did a bad thing. New pup
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Return To Mean
Return To Mean@return2mean·
presented with no comment
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Return To Mean
Return To Mean@return2mean·
the ol' Thread The Needle Trade. Happy Weekend y'all!
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Return To Mean
Return To Mean@return2mean·
You don't see that every day...
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HG
HG@HayeksGhost1·
@return2mean Cheers mate! Amazing work since TC 1.0, truly!
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Return To Mean
Return To Mean@return2mean·
UPDATE FOR NEW SUBSCRIBERS We’re incredibly grateful for the continued growth in RTM subscribers — genuinely. With that growth, it’s no longer feasible for us to offer weekly trials. For now, RTM trials will run on the 2nd and 4th Monday of each month. As before, each trial runs for 5 trading days — serving both as an evaluation period and onboarding. Pricing remains unchanged under the RTM 5.0 model. The next price increase is currently scheduled for Q3.
Return To Mean@return2mean

NEW MODEL & SUBSCRIPTION UPDATE: The RTM 5.0 model over performed our expectations through roll week. It is clearly ready to now stand on its own. The 5.0 update builds on the flows we have always tracked, but it also includes an additional, short-term signal suite. Folks in the stream last week got to see a sneak peak of beta testing of this new suite - and they also got to annoy TC by giving it a pretty funny nickname. On our backend, the full migration to the 5.0 will be completed by the 5 JAN '26. This means, that anyone joining on from that date and on will be locked in at our new price levels: 5 DAY TRIAL: $235 MONTHLY SUBSCRIPTION: $1235 All current members continue to retain the rate they started at. These new levels only apply to those joining from 5 JAN. To make it all clean and orderly with a 'New Year = New Levels' vibes, we are going to run the end of year period as one single, extended trial. There are holidays in the middle, so it makes sense to do it this way for a whole raft of reasons. The Trial Cohort starting from MON 22 DEC will run till FRI 2 JAN. This will be the final opportunity to lock in at the current price level.

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Return To Mean
Return To Mean@return2mean·
alright then... Back to Sec MR, I guess.
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Return To Mean
Return To Mean@return2mean·
@linglingfool @PharmD_KS (Take #2 from this account. lol) Contact your local, friendly nyse data salesperson. i kinda hope it does turn into a daily thing. cause it will finally force the regulator's hand.
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linglingfool
linglingfool@linglingfool·
@return2mean @PharmD_KS I don't know how someone like me would get access to D order data, but after I got done counting all the money I made on the tick I said "even for TC 1.0 that felt awfully aggressive" Hoping that's an everyday occurrence going forward
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Return To Mean
Return To Mean@return2mean·
of course I should not be surprised that you're, literally, the only person I've seen/heard talking about it. I haven't fallen down a "ok - lemme pull all the f**king tick data." rabbit hole like last night in a long time. We has Stevie and TC 1.0 (guess who's back??) both selling, but.... even despite that, I'm pretty sure that was straight up spoofing. imo, it's impossible for both a) the current nyse d-orders rules ; & b) the current anti-spoofing regs to exist at the same time. One of them needs to be sunset.
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linglingfool
linglingfool@linglingfool·
@return2mean @PharmD_KS Yesterday's MOC headfake was one of the biggest I've seen in a year. Haven't had a solid $10 blip that immediately retraced in a while.
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Return To Mean
Return To Mean@return2mean·
@linglingfool surprised me too. with everything seemingly so active at that time, I c was fully expecting a super late one. But it printed in both the 5.0 and the 6.0. And then held like a motherf**ker. Impressive
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linglingfool
linglingfool@linglingfool·
@return2mean And they printed an *early* afternoon line?! As an owner of today options: thank you.
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Return To Mean
Return To Mean@return2mean·
@linglingfool at least everyone immediately knew that we would now rip the other way. ha
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VolSignals
VolSignals@VolSignals·
RTM + dealer profile, combined = very solid maps today You cannot and SHOULD NOT assume that I- or anyone- can "predict" those headline-driven vol spikes. You just have to have an understanding of the underlying system and its STATE to know how to navigate it
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HG@HayeksGhost1·
@return2mean 😬this feels personal
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VolSignals
VolSignals@VolSignals·
What is RTM? RTM captures institutional order flow. Flow large enough to actually move indexes. It's not dealer hedging flow, but there are similarities (and it pairs really, really well with VS3D hedging data) Here's what RTM is >>
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VolSignals
VolSignals@VolSignals·
6.0 model looking really good @return2mean
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