Ready for Russell rebalancing ?

Discussion in 'Trading' started by taodr, Jun 29, 2003.

  1. taodr


    The previous two years have been crazy after 3.00pm. Will it be another free for all ?
  2. How is anyone going to play this? Anyone have a link to the stocks going into the index?


  3. rrisch


  4. Check the attached spreadsheet I put together with all the changes (additions and deletions).
  5. JT47319


  6. nitro


    I would be interested to see how options prices fluctuate around the massive swings...

  7. Could be some decent sized imbalances for market on close. I think they publish them earlier than usual tomorrow(around 3:00??).
    Here's an arb idea from this week's Barrons. Merrill Lynch recommends buying IJR - S&P 600 ETF and shorting IWM - Russell 2000 ETF tomorrow and holding for 2 months. They say this was a profitable trade all 9 of the last 9 years.
  8. looking over some of the names on the list, I see there were already some very silly prints on Friday. Warming up for the big show?

    Look at BTFG for an example. How do they justify this?

    Ok, I just looked at a few more, seems like at 3:33:46 Fri, all hell broke loose in these names. I don't watch this small stuff lately , so I didnt see it live.

    Look exactly like what happens on the last day. Did they do it a day early? Just check out the tick charts and t&s for a good laugh.
  9. I am following this thread with interest. 777, I'm curious, when you refer to the big show and silly prints, are you anticipating a down day tomorrow on IUX, or are you saying IUX was dramatically oversold on Friday before people poured money into the new smallcap additions?
  10. I'm pointing out that on Friday there was already some very bizzare stuff going on in these names.

    Have no opinion on direction of the Russell.
    #10     Jun 29, 2003