MOC Imbalance Edge

[kcgoogler]

Hello all,

Recently did a quick study to see if there is any usable edge in MOC imbalance data.

Enjoy reading!

https://siramcapitalresearch.substack.com/p/moc-imbalance-is-there-an-edge-part-c98


Regards!
-gariki

 

[2rosy]

I remember NYSE had something called D quotes that were still viable (profitable) at least a couple years ago. Maybe still is

 

[Sekiyo]

Refreshing read !
Nice to see someone looking for a real edge

I’d like to share 2 blogposts from @peterkto
They’re about the same subject (Structural edge) and interesting read as well.


Trading the Uptick Rule: A Breakdown

Tape Reading

 

[zdreg]

Hello all,

Recently did a quick study to see if there is any usable edge in MOC imbalance data.

Enjoy reading!

https://siramcapitalresearch.substack.com/p/moc-imbalance-is-there-an-edge-part-c98


Regards!
-gariki

My recollection is that playing MOCs successfully, particularly on quarterly rebalancing, requires the assistance of a floor broker and is not for the retail trader.

 

[kcgoogler]

Refreshing read !
Nice to see someone looking for a real edge

Thanks for the kind words Sekiyo.

-gariki