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Visualizing The 8-Year Evolution Of The-Last-Second-Of-Trading Panic
By now, every trader who watches markets every day is acutely aware of the increasing concentration of massive amounts of volume in the last second of the trading day. Here is 8 years of the last few seconds of the trading day and how 'efficiently' it has evolved...
h/t @NanexLLC
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i call shananigans
plunge protection team
See
PLUNGE PROTECTION
Yep, a free... fair... and efficient Market!
What's just as impressive is how volume has died over 8 years.
Who needs volume if we have central bank liquidity.
Sorry guys but there's no "ah-ha!" moment or "gotcha" HFT moment here. At 16:00pm New York closes but Chicago is open until 16:15. So about one min before the NY close, we see huge size and (mostly) ZERO price movement because of position squaring. Maybe the algos are all waiting until then these last few years to now...because everyone else is too...so liquidity is at its highest.
It's just position squaring --- no scam, no bullshit, no cheating...and no need to call the CFTC.
Would calling the CFTC to report fraud be more/less/or equally effective to dialing 911 during the Ferguson riots to report a small business on fire? Fucking .gov.
At best this is an incomplete explanation.
I've observed 15:59 EST volume spikes in many individual equity names and not in just SPX futures. But.. to your point, the price movements associated with these end of day volume spikes have almost always been negligible.
Not sure why the market is open for the first 6 hrs and 25 mins each day?
Why doesn't everyone just put in VWAP orders at 1555 EST and be done with it?
Oh.... that's what DOES happen?
Oh.
Incredible ! Now we get images behind the words...
kinda kills the 'fat finger' theory
exceedingly bullish!
All of this bullshit is self reinforcing too since the algos train on history. If trends start to break the machines are going to go berserk.
My love for you is ticking clock...
"To the Moon Alice!"
"TURN THOSE MACHINES BACK ON!"
Stinking proof of high level deceit. A few pennies here, a few pennies there, next thing you know your gold is gone. Sense? Not for the Muppets!
Took me a minute to figure out that the color scheme was time, going from orange to blue.
Your resistance only makes my genetalia grow longer and harder!
Blatant in your face market rigging, baseball and apple pie.
Algorithms closing up shop for the day. Who cares?
Thats some pretty high frequency and amplitude in the last 5 minutes on that action video chart and it's growing over time, presumably relative to central bank intervention. Too queer to be ignored.
Harvard professors lie.
no you are just stupidity...they said so.
Did they finally figure out how to stuff the final quotes? I've been doing final bids 2 seconds before closes (manually) fo.rev.er
'They' only work one second a day for millions a year.....
pic.twitter.com/BaCBOUAoeI
Isn't this just the old fashioned "banging the close"? Happened in the penny mining stocks, always was someone needing to sell 1 share at the last second to knock the price down a notch, somethings never chanfe
Dude, Have you heard of the book, "Flash Boys" by Michael Lewis?
Here is why markets love to close at 4 PM.
http://michaelekelley.com/2014/11/12/why-stock-markets-and-forex-are-not...
Good luck.
not forget the last 1 share trade of companies at a lower/higher price to tempt sheeples
Ah, you gotta start accepting the fact that you are no longer a human with rights or a life of your own. You are a cell in an organisim . your fate is decided by faceless machines and you can not escape it. Your money is not money your wealth is not wealth your world is not your world and your future is not your future but what they say it will be and you can not escape it.
Maybe its just open end mutual funds.