How To Trade Russell Rebalancing?

Discussion in 'Trading' started by shortie, Jun 26, 2009.

  1. 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?
  2. is this your typical Russell rebalancing day? an average summer day? the market is been chocked to death it seems.
  3. NYC212


    bump. wondering if the ES will run up through the roof here
  4. so, MOC strat on the rebalancing day really works wonders if everyone chose to keep quite!


    Shortie Holmes Out :cool:
  5. 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.
  6. Nice!!! +70% today, AFTER a pullback!
  7. 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.
  8. 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.
  9. m22au


    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

  10. worst day ever. where did all these dollar stocks come from? weren't even on the list. did ok with was sh*t.
    #10     Jun 26, 2009