Aggressive HFT quickly process news and respond in real-time to information. As a result, tracking the differences in the % of volume initiated by the aggressive HFT buyers vs. sellers may be highly indicative of the impending price direction. Earlier today, at 3:30 PM, most
Intraday aggressive HFT index predicts direction of the price change. Today was not a great day for AT&T (NYSE:T). Aggressive HFT participated in sell-off way before the market started falling down, as the Figure shows.
By Irene Aldridge Many ETF and active portfolio managers need accurate end-of-day price direction forecasts to optimally execute their daily portfolio reallocation requirements. Predicting the end-of-day direction of the price is crucial to solidify performance, as the last half-hour is known to be marked by
#Institutional activity in $SPY today shows favorable increase in buy sentiment toward the end of the trading day.
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The institutional “oversold” price threshold appears to be $275.45.