fair value end of day / end of week

has anyone ever done a study

to see if the prem or discount to fair value

at 4 pm close end of day or week has any significance?
 
Quote from SethArb:

has anyone ever done a study

to see if the prem or discount to fair value

at 4 pm close end of day or week has any significance?
Not a study per se, but all spoos traders that I know from the MERC are always aware of whether the spoos went out at a discount or at a premium. They also take note of things like the value of where TICK, etc went out.

nitro
 
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