April 14th SPY close $84.35; VWAP close: $84.77
April 15th SPY close$85.25; VWAP close: $84.41, lower than prior close.
Note the massive buying spree above $85.20, amounting to 24 million shares, a tenth of the total VWAP volume of 241 million shares.
Looking forward to news out of quant land over the next few days with intense interest.
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