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Program Trading at 55.80% of Volume Program Trading at 55.80% of Volume

The New York Stock Exchange quietly moved the Program Trading goals posts a few years ago and not one trader in a thousand even noticed.   Did you? 

Program Trading Averaged 55.80% of the Volume from April 23 to April 27, 2012
Buy programs were 51.30% of the total program trading volume.  That is down from the previous week.   Sell programs were 48.70%.   That is up  from the previous week.

Pure index arbitrage was 2.10% of the total program trading volume.  That is normal and up from the previous week.   Index arbitrage is only a very small part of program trading and is not relevant for the great majority of traders.   Instead, you should be concentrating on the other 97.90% of program trading that week that is very important and very predictable.

If you would like to know who is doing all of this program trading click here.  

If you would like to know which stocks they were trading that week click here.

If you would like to know which stocks they were trading this past week click here.

If you would like to know which stocks they will be trading this week click here.

 

2012-05-07 00:02

Program Trading at 61.40% of Volume Program Trading at 61.40% of Volume

The New York Stock Exchange quietly moved the Program Trading goals posts a few years ago and not one trader in a thousand even noticed.   Did you? 

Program Trading Averaged 61.40% of the Volume from April 16 to April 20, 2012
Buy programs were 50.94% of the total program trading volume.  That is down from the previous week.   Sell programs were 49.06%.   That is up from the previous week.
 

Pure index arbitrage was 10.40% of the total program trading volume.  That is normal and up from the previous week.   Index arbitrage is only a very small part of program trading and is not relevant for the great majority of traders.   Instead, you should be concentrating on the other 89.60% of program trading that week that is very important and very predictable.

If you would like to know who is doing all of this program trading click here.  

If you would like to know which stocks they were trading that week click here.

If you would like to know which stocks they were trading this past week click here.

If you would like to know which stocks they will be trading this week click here.

  

2012-04-30 02:40

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