When talking to day traders, they often mention that they primarily rely on reading the order book (market depth) to make profits in the stock market. They observe the thickness of buy and sell orders after executions and assume that the price will move in the direction of the thicker side. However, it's also common for the price to move in the opposite direction, even after placing orders based on this strategy.
It's challenging to figure out how to interpret signs of price fluctuations from the order book to anticipate upward or downward movement accurately.
Furthermore, although today I learned that trading based on the order book information from Japanese brokerage firm SBI Securities might yield different results compared to trading CFDs with IG Securities due to potential disparities in timing. Relying solely on order book information for day trading seems impractical.
By the way, despite the US 10-year Treasury yield surpassing 4.3% and increasing, the S&P 500 index ended in positive territory. The Nikkei Average futures and USD-denominated Nikkei Average also showed gains. I wonder what might have caused this discrepancy.
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デイトレーダーに話を聞くとみんな株では板読みをメインにすえて儲けているという。
単純に約定した上下の注文の厚みを見ていて多い方に動くだろうと売買の注文を入れても
逆方向に動くこともよくある。
上下に価格変動が起きる兆候を板からどのように読んだら良いのかサッパリみつからない・・・
また、本日わかったことではあるが、日本の証券会社sbi証券の板情報をベースに取引をしてみても
IG証券のCFDでの取引とは乖離するタイミングが十分にありえそうなので板情報を厳密に当てにしてデイトレードを行うことは不可能で
あることがわかった
それにしても、米国債の10年金利が4.3%を突破して上昇したのに結局S&P500指数は＋で
日経平均先物、ドル建て日経平均もプラスなのはどうしたことだろうか・・・