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Intraday Equity Observations

Submitted by Tyler Durden on 06/27/2009 18:59 -0400

The SPY is stuck between Friday's low and Monday's gap open on no volume - and it is RUT rebalancing day! Also high beta is the place to be it seems today (IWM outperforming). And guess what - VWAP reversion wins, at least every 5 minutes or so.

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