Showing posts with label SPW. Show all posts
Showing posts with label SPW. Show all posts

Friday, June 26, 2009

Intraday Equity Observations

The SPY is stuck between Friday's low and Monday's gap open on no volume - and it is RUT rebalancing day! Also high beta is the place to be it seems today (IWM outperforming). And guess what - VWAP reversion wins, at least every 5 minutes or so.





Sphere: Related Content