How To Trade Russell Rebalancing?

S

shortie

today as Russell gets rebalanced what kinds of trading opportunities are created? i have read that MOC strats make ton of money on this day, is it still true? what is the reason? do stocks that get in/out of Russell tend to create excessive moves closer to EOD? do OTHER stocks move like crazy as well? are these moves likely to mean-revert or is it momentum play?

what other question could i ask here?
 
is this your typical Russell rebalancing day? an average summer day? the market is been chocked to death it seems.
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Have a look at AMEX:ZN for a good laugh.

My guess (and it's only that) is that the stock is up because of the Russell rebalancing. Still bid above $14.00 as I type.
 
Quote from m22au:

Have a look at AMEX:ZN for a good laugh.

My guess (and it's only that) is that the stock is up because of the Russell rebalancing. Still bid above $14.00 as I type.
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Nice!!! +70% today, AFTER a pullback!
 
you trade with the imbalance, you can LOC, MOC, or just get out before the bell. AHL, WCN, IR, SY were good for me today, BAC had 17 million to buy, but I only got a few cents out of it.
 
fuck i wish i could do today over again....

should have doubled my month but a stupid human error only let me make enough to get a few hookers.
 
I'll take "Things I won't say to my mom when she asks me about my trading for this week" for $100 please Alex


Quote from bespoke:

fuck i wish i could do today over again....

should have doubled my month but a stupid human error only let me make enough to get a few hookers.
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