seoul, Korea
Experience: Intermediate
Platform: Multicharts
Broker: CQG, DTN IQfeed
Trading: YM 6E
Posts: 897 since Jul 2012
Thanks Given: 291
Thanks Received: 1,039
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I would say a good rule of thumb is that the higher the time frame, the more institutions are using that time frame. obviously specific stats are just guesses as these firms are probably not going to reveal any part of there systems. I would venture to say weekly and daily probably have the highest amount of institutional participation. If they are working intraday its for a specific reason, for example algorithmic trading, hedging other positions, or filling clients orders.
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