WTH is with these End of Day Spikes

Discussion in 'Trading' started by kmiklas, Oct 11, 2016.

  1. kmiklas

    kmiklas

    Dear Peeps,

    I'm noticing something that I find to be a bit irritating: end of day spikes.

    I see some equities gently hovering around a certain price a little while before market close. Everything looks calm... until the clock ticks 4pm. Then, out of nowhere, the price spikes up or down, sometimes 1% or more. :mad:

    What gives? How is this possible? Is this dark pool liquidity being declared at EOD? Is some algo running a trade one second before market close? Is it an "after-hours" trade, several seconds after market close? Is this some kind of "on-market-close" order?

    Thanks, Keith :^)
     
  2. CyJackX

    CyJackX

    What is wrong with the simplest answer? Traders all over simply closing up shop for the day?
     
  3. Maverick74

    Maverick74

    Market on close orders.
     
    VPhantom, d08 and Statistical Trader like this.
  4. Does it matter? Irritating? How so?

    If you've found a consistent pattern, you should exploit it.
     
    VPhantom, MoreLeverage, zdreg and 2 others like this.
  5. Daal

    Daal

    [​IMG]

    the guy being interviewed is Eric from nanex
     
    VPhantom and kmiklas like this.
  6. zdreg

    zdreg

    exactly.
    make loot!
     
  7. The bid-ask spread is large so any new order after the close may move a lot the price...
     
  8. kmiklas

    kmiklas

    If only I knew the direction of the move...
     
  9. lovethetrade

    lovethetrade Guest

    Clearly there's many that knew the answer the first time they encountered it. ;) If only all of us had that ability.

    Reckon EOD can be a dangerous time to be trading, especially discretionary trading because the market can be fast, erratic and illogical but as others have mentioned, at times it can also be predictable and exploitable. I guess it comes down to whether you think you can be profitable over the long run trading this time of the day.
     
  10. MUCH of the market's movement is just noise... including EOD action.
     
    #10     Oct 12, 2016
    aex likes this.