Barry Parker

Faith-based trader | Dark pool & option flow expert | Finding Alpha with divine discipline 📊✝️ | #TrinitySystem | 💡Trade smarter, led by Spirit

[Sania Ai @AiWithSania]

CLAUDE BUILDS DASHBOARDS!

🚨BREAKING: Claude can now build a premium dashboard UI in 30 minutes—for free.

Here are 7 prompts to build like a pro.

[ATA SABANCI @sabanci_ata]

TradingView yeni bir kapı açtı: Resmî MCP Server artık beta olarak kullanıma sunuldu.

Bunun anlamı şu: TradingView verileri ve bazı platform araçları artık ChatGPT, Claude ve MCP destekleyen diğer yapay zekâ istemcileriyle doğrudan bağlanabiliyor.

Şu anda MCP üzerinden OHLCV verileri, screener sonuçları, teknik göstergeler, haberler, temel veriler, ekonomik takvimler, watchlist’ler ve alert’ler gibi birçok veriye erişilebiliyor. Bazı işlemler, örneğin alert oluşturma ve watchlist yönetimi de destekleniyor.

Bağlantı OAuth 2.1 ile yapılıyor; API key gerekmiyor. TradingView tarafında özellik Essential ve üzeri planlarda sunuluyor.

Ben de bugün ChatGPT ile bağlantıyı kurup test etmeye başladım.

Şimdilik kişisel Pine Script indikatörlerinin kendi ürettiği özel değerleri doğrudan okumaya yönelik bir araç görünmüyor. Ancak MCP araç seti beta aşamasında ve TradingView bunun zamanla genişleyeceğini belirtiyor.

Bence asıl ilginç olan, piyasa verisi ile yapay zekâ arasındaki bu doğrudan bağlantının bundan sonra nereye evrileceği.

Resmî TradingView MCP dokümantasyonu:
https://t.co/rl3U8D1xVs

[Nihan @CodebyNihan]

DELETE AS MUCH OF YOUR PERSONAL INFO FROM THE INTERNET AS POSSIBLE.

Most people have no idea how much of their personal data is publicly exposed.

Here’s how to remove as much of it as possible: 🧵

[The Kobeissi Letter @KobeissiLetter]

This oil deal with Venezuela is absolutely insane.

President Trump just announced that the US has reached a deal to secure "majority control" of over 65 billion barrels of Venezuelan oil reserves.

Furthermore, the US currently has ~46 billion barrels of proven crude oil reserves.

Combined with the 65 billion barrels covered by this agreement, the US would have domestic reserves plus control over ~111 billion barrels of oil.

To put this into perspective, the entire world has roughly 1.57 TRILLION barrels of proven crude oil reserves.

In other words, the US is set to control ~7.1% of all proven oil reserves in the world under this new agreement with Venezuela.

At ~111 billion barrels, the US would be almost exactly in-line with the United Arab Emirates, which has 113 billion barrels of proven crude reserves, and it would exceed Kuwait's 102 billion barrels.

Assuming the agreement is structured as outlined in President Trump’s announcement, the implications for global energy markets will be enormous.

We will publish more in-depth analysis soon.

[Jason @3PeaksTrading]

Seasonality stats the past 20 years for August in the markets tend to favor a weaker start first two weeks of month which then creates a late August bullish bias ahead of the Labor Day holiday

Lots of headlines driving short term of course but seasonally tend to see volatility the first part of month.

$SPX during midterm election years is slightly weaker with avg return of -0.4% while Nasdaq avg is -1.4% and ranks the 10th best calendar month out of 12 so fairly sluggish overall.

Will be interesting to see if rallies hold this week ahead of Friday's jobs report but VIX should be key to watch as usual.

Also find it interesting SPX options this week are pricing in just above 100 points of range which seems very small considering late last weeks realized volatility increasing.

[Black Enterprise @blackenterprise]

The dinner took place at The FARM Institute, a 162-acre working farm and educational center in Edgartown https://t.co/tF8dHCE5zX

[Min Choi @minchoi]

This Claude Code prompt is literally $300/hr senior engineer🤯

[The Kobeissi Letter @KobeissiLetter]

The US housing market is in for a wild ride.

As rates rise to new highs, the average interest rate on a 30Y Mortgage is nearing 7%.

In other words, if you bought a home in 2021 at 3% interest, moving to a new home today would increase your rate by ~400 basis points.

Assuming you buy a $500,000 home with 20% down:

1. Monthly Payment at 3% Interest: $1,686/mo
2. Monthly Payment at 7% Interest: $2,661/mo

That's an increase of almost $1,000/mo, or +58%.

The already stagnant housing market is set to freeze.

[Special | سبيشل @Special_MBS]

📊 طريقة استخدام الفريمات بالشكل الصحيح:

كل فريم له استخدامه، لكن الأفضل دائماً تبدأ من الفريمات الكبيرة لتحديد الاتجاه العام، ثم تنتقل إلى الفريمات الأصغر لاختيار أفضل نقطة دخول.

هذي الطريقة تحصل على رؤية أوضح للسهم، وتقلل الإشارات الوهمية، وتسهل عليك قراءة مؤشرات الشموع واتخاذ القرار بثقة أكبر.

[Awa K. Penn @TawohAwa]

🚨BREAKING: Claude Fable 5 can now build, host, and publish websites with a domain name, just like a WordPress engineer.

Here are 8 prompts you can use plus steps 👇

[Rishabh @Rixhabh__]

I don't understand why so few people use AI tools.

Most people only know about ChatGPT, and Claude.

Here are 12 hidden gems you need to know:

[Rahul @sairahul1]

You're using Claude wrong.

Here's my (exact) setup before I even prompt:

Step 1. Download Claude and open Cowork
→ Go to Claude. com/ download.
→ Install the desktop app.
→ Click the Cowork tab at the top.
→ You need a Pro plan ($20/mo). Worth it.

---

Step 2. Select the right model (don't skip this)
→ Click the model dropdown.
→ Select "Opus 4.6."
→ Turn on "Extended Thinking."
→ Never change these. Wrong model = bad output.

---

Step 3. Build your folder
→ Create one master folder on your computer.
→ Inside it, create 4 subfolders:
✦ ABOUT ME - who you are + how you write
✦ PROJECTS - one subfolder per live project
✦ TEMPLATES - your best work as structures
✦ OUTPUTS - where Claude saves finished files
→ Upload this folder. That's how it reads you.

---

Step 4. Create 3 context files inside ABOUT ME
→ These replace prompting. This is the setup.
→ Create them as .md files. Plain text, saved as .md
✦ about-me.md - what you do day-to-day.
✦ my-voice.md - tone, phrases you hate, 3 example
✦ my-rules.md - ask first, show a plan, get approval

(check these inside the guide)

---

Step 5. Set Global Instructions (once, forever)
Go to Settings → Cowork → Edit Global Instructions.
→ Paste: "I'm [Name], [Role]. Read my files before every task. Ask clarifying questions before executing. Show a plan before acting. Never delete without my approval."
→ You set this once. It runs every session.
→ Your prompts can now be 10 words long.

---

Before your next Cowork session, check these:
1. Am I in Cowork (not Chat)?
2. Is Opus 4.6 + Extended Thinking on?
3. Did I point it to my folder with context files?

Set these first. Then prompt.

Top 1% of Claude users do this. Now you can too.

(all prompts are mentioned in the article)

[Alphatica @alphaticaio]

The $716 print is going to dominate your feed all weekend. Here's what it actually was and what actually matters heading into next week.

WHAT $716 WAS:

A 30-second intra-auction flash inside the closing cross. Dealers forced to sell by their own hedging math hit a vacuum below $720. Institutional bids caught it at $716.58. It snapped back $13 in seconds. The official NYSE closing auction printed $731.13. Not $716.

The $716 was not a trade at fair value. It was a gamma feedback loop that exhausted itself in half a minute. The same mechanic that drove the MRVL flash from $329 to $310 two weeks ago. Forced mechanical selling hitting a thin order book. Caught by real buyers on the other side.

4.7 million shares in one minute. 8x normal volume. Then it was over. The plumbing spiked. The plumbing normalized.

WHAT DIDN'T CHANGE:

MU beat earnings by 20%. Flash PMIs accelerated. Core CPI came in cold. The AI capex thesis is intact. No major company has missed or guided down. The S&P 500's earnings picture is the same one that powered $650 to $760 over six months.

Our correlation scanner read 1.5/10 green through the entire rebalancing week. Correlations actually DECLINED every session as the selling intensified. The cross-sector dispersion is healthy. Financials, energy, healthcare, and tech are NOT selling together. The forced selling is mechanical and dispersed, not systemic.

WHAT ENDS TUESDAY:

$165B of forced institutional rebalancing hits its deadline June 30. GPIF, Norges Bank, US pension funds, the SNB. The selling is calendar-driven with a calendar expiration. Tuesday at 4 PM, 1.39 million puts expire and the forced selling window closes.

WHAT STARTS WEDNESDAY:

July. Over the past ten years, S&P 500 has averaged +3.37% in July with a 100% hit rate. Ten for ten. The strongest seasonal month in the dataset.

The falling wedge pattern detected this week has a 97% historical success rate across 34 prior patterns. The Reverse H&S has a 90% success rate. Both target $790+. Both are active. Both waiting for the rebalancing headwind to expire.

Vanna is at +168.8K, the largest supportive loading we have ever recorded. When IV compresses, the mechanical recovery is the most powerful in our dataset. The spring is at maximum tension.

THE BOTTOM LINE:

The $716 print will generate panic posts all weekend from accounts that don't understand closing-cross mechanics. It will be framed as a crash signal, a collapse warning, a sign that the market is broken.

It was a 30-second gamma cascade that institutional bids caught and reversed. The earnings didn't change. The correlations are green. The forced selling ends Tuesday. The seasonal tailwind starts Wednesday. The recovery patterns are loaded.

The noise is loud. The data is clear. Two days.

$SPY $QQQ $NVDA

[Ted Cruz @TedCruz1072676]

🚨BREAKING: PEOPLE KNOW WHEN YOU'RE USING CHATGPT AND CLAUDE.

​The structure, the tone, the excessive polish. It all gives you away.

​7 prompts that fix this:

[Market RebellionHQ @RebellioMarket]

William O’Neil (1933–2023) explains how the general market creates major tops long before most investors realize what’s happening.

In this classic lesson, O’Neil analyzes more than 10 leading stocks simultaneously, showing how market leaders often begin breaking down before the broader market peaks.

Featured names include:

$NASDAQ
$AAPL
$NFLX
$AMZN
Green Mountain Coffee
Cerner
VistaPrint
https://t.co/QTlCXZnv3l
$BIDU
Express Scripts
Synaptics ($SYNA)

One of the greatest investing lessons you’ll ever study:

Don’t just watch the indexes.
Watch the leaders.

When leading stocks start cracking, the market top may already be forming.

A timeless masterclass from the founder of CAN SLIM and one of the greatest growth investors of all time. 👇📈

[ThiccTeddy @ThiccTeddy]

HOW TO FIND OUT WHAT CALLS & PUTS ARE BEING PURCHASED BY WALL STREET WHALES🐳

[Atif Hussain @AtifHussainOG]

The LAST Liquidity Strategy You'll Need:

1) Find Liquidity on the 4H

2) Trade only in that direction

3) Wait for a sweep on the 15M/5M/1M

4) Wait for a FVG to form opposite the sweep

5) Enter on that FVG

6) Target opposing Liquidity

Repeat until rich.

[John Matrix (FlawInTheMatrix) @FlawInTheMatrix]

This is probably the most slept on @I_Am_The_ICT concept there is 🫠

I'm guilty of sleeping on these but not anymore, I used to use them when I was at peak for my game 📸

Weekly profile templates 💎

🧵🧵

$ES $NQ $YM
$USD $EUR

#TRADINGTIPS
#tradingstrategy

[L2WTrades @L2WTrades]

my friend in new york works as an analyst at a hedge fund and taught me more about risk management in one call than every trading course i ever bought

he runs risk models for a $2B fund

said retail traders use the word "risk management" but don't actually manage risk at all

thought he was being dramatic

until he showed me how his fund sizes positions vs how retail sizes positions

the gap was embarrassing

i asked for an example

he pulled up his screen and walked me through their daily VAR report

every position. every exposure. every correlation. every drawdown scenario modeled before a single dollar is deployed

$50M positions sized to the third decimal place

"you guys risk 1% per trade and think that's risk management. we risk 0.04% per position and call that aggressive"

he broke it down:

in a hedge fund, position sizing isn't a number you pick. it's a number that falls out of a model

your max loss per position is dictated by your total portfolio drawdown limit, your correlation to existing positions, your liquidity profile, and your conviction score

four variables. one output. no feelings involved

the rule is simple

no single position can put more than 0.5% of total portfolio AUM at risk

no two correlated positions can combine to more than 0.75%

no single sector can carry more than 4% total exposure

the rules exist BEFORE the trade idea exists

"but you guys are managing $2B. retail traders have $50K"

"the math doesn't change because the account is smaller. risk management isn't about size. it's about a rule that exists before you click buy. retail traders make up the rule AS they click buy. that's not management. that's improvising"

the gap is identical to amateur poker vs pro poker

amateur poker player thinks pot odds are something you calculate when you're already in the hand

pro poker player has pot odds memorized for every possible scenario before they even look at their cards

the math is done. the decision is automatic. that's the difference

he showed me how his analyst team thinks about a losing trade

"we don't think about losing trades. we think about losing weeks. losing months. losing quarters. a single trade losing is a non-event. a single position taking us above our portfolio drawdown threshold IS the event. that's what we manage. you guys are managing the wrong unit"

his system, ported to retail:

no single trade can risk more than 0.5% of the account

no two correlated trades (NQ and ES, both long for example) can combine to more than 1% open exposure

no single session can result in more than 1% account drawdown - if you hit it, you stop trading for the day automatically

no single week can result in more than 2% drawdown - if you hit it, you stop trading for the week

the rules exist before the trade. you don't decide them in real time. you don't override them. you don't make exceptions for "high conviction" setups

"the moment you override a written risk rule you stop being a trader and start being a gambler. doesn't matter how right you are about the setup"

most traders set a 1% risk per trade and call it risk management

that's like a poker player saying "i won't bet more than 1% of my chips on any hand" while taking 40 hands an hour with no other rules

you sit at the table for 8 hours risking 1% per click = you're playing 40 hands a day at 1% each = your effective daily portfolio risk is 40%

one bad day wipes you

retail traders manage one number. institutions manage four

position risk. correlation risk. session risk. weekly risk. four layers. one stack
my career before i started using his framework: 14 funded accounts blown in 18 months. average loss per account: $4,200. average time to blow: 31 days

each one started with "i had a 1% risk per trade rule"

same edge i have today

same setups

same screen time

the only thing that changed was the risk framework

funded account number 15 lasted 11 months. funded account number 16 is still alive. so is 17. so is 18

the math is identical

position risk × correlation risk × session risk × weekly risk = your real exposure

if you don't multiply all four, you're not measuring your real risk

you're measuring the smallest, most flattering number you can find and pretending that's risk management

"the casino doesn't beat tourists because the tourists pick bad games. the casino beats tourists because tourists don't have a rule for when to leave the table. the market doesn't beat retail because retail picks bad setups. the market beats retail because retail doesn't have a rule for when to stop clicking"

i checked the math after that dinner

retail risk management: pick a per-trade number. ignore correlation. ignore session exposure. ignore weekly drawdown. trade until you blow up. call it variance

institutional risk management: four rules written before the trade. multiplied together. capped at every layer. enforced automatically. blow-up rate near zero

he's right

it's not even close

and he doesn't have to break a sweat to do it
(DM "SYSTEM" for 1-on-1 coaching, I only take 1-2 traders at a time to work fully private with)

[The Kobeissi Letter @KobeissiLetter]

Investors have never used this much leverage:

US margin debt surged +$83 billion in April, to a record $1.3 trillion.

Over the last 12 months, margin debt has risen +$453 billion, or +53%.

As a result, margin debt is up to a record 5.2% of US GDP.

This is ~3 percentage points above both the pre-2008 Financial Crisis level and well above the 2000 Dot-Com Bubble peak.

Market leverage is through the roof.