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