Just imagine if you could calculate the next cash tick value before the Sp 500 itself calculates it. By using direct feed from exchanges a super computer could calculate it ahead of time. So in essence you could front run the next cash tick. Look at cash and futures and see how much they lag or lead each other.
someone frontrun the turn using AAPL..notice AAPL filled the gap down, but NFLX and SPY didn't...(YET) .
--Position trade. Short here Dec contract at 1994.50. Initial stop is 2235.00 --Out at 2052.00 for a loss of 57.50 pts. --Rolled into March contract Short 2044.75 Same stop 2235.00 --Staying short here with price at 1964.75 Stop remains the same.Position trades are 2 to 1 margin.