fair value end of day / end of week

Discussion in 'Trading' started by SethArb, Jun 27, 2003.

  1. 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?
  2. nitro


    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.