Nanex and the ES Arb

[stock777]

http://www.nanex.net/FlashCrashFinal/FlashCrashSummary.html

Does anyone recall seeing that huge arb they document??

Seems nearly impossible that it would have lasted so long but anything is possible under that kind of stress.

 

[stock777]

No? no one has a clue? I thought the best and the brightest lurked here.

 

[bone]

Ask and ye shall receive. This is the stat arb currency weighted. Not even as much there as the one minute implies. Would take speed and low commissions to make it work. Very saturated to state the obvious.

 

[stock777]

not sure what you posted there.

Im speaking only of the time period in the Nanex report.



What they show required only a pulse and money in the account to make a rather nice score, but dont recall anyone talking about it that day.