Showing posts with label These are not the droids you are looking for. Show all posts
Showing posts with label These are not the droids you are looking for. Show all posts

Wednesday, April 15, 2009

Broken Market

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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