S2Ep117 | I Tested My Own Finding And It Did Not Repeat | Correlation Minus 0.712 On The Rebalance Day, Minus 0.087 On A Normal One | 44 Stocks Mispriced Then, One Now | The Auction Is Not Broken, It Is Thin | 3rd Sept Thursday
The Tanmay Edge | India's pre-market edge, every trading day... di Tanmay Kurtkoti
Note sull'episodio
sion and it comes apart when size turns up. That is a depth problem, not a design problem.
METHOD NOTE. The reversal test no longer needs the delivery file. Day VWAP can be rebuilt from the BhavCopy as turnover divided by volume, validated on 2,186 names against the official average price with a median error of 0.0009 percent.
AND YET. The Nifty's high for the day was 23,914.45 and its close was 23,914.45. The Sensex high 76,570.35, close 76,570.35. The BANKEX the same. Three indices printed the day's high as the closing print and the continuous market never traded above it. On the exchange's auction chart the indicative was near 23,930 at 15:20, 24,042 thirty seconds later, then nine minutes of decay to 23,914.45. That is 128 points, the day after 117.
THE TAPE. Nifty 23,914.45, down 141.35, minus 0.59 percent. Open 23,858, a g ...