Concretum Research (@concretumr) 's Twitter Profile
Concretum Research

@concretumr

We swing and trade intraday US markets exploiting statistical edges. We investigate the effect of demand/supply imbalance across time-frames and asset-classes

ID: 1562814939336941570

linkhttp://www.concretumgroup.com calendar_today25-08-2022 14:51:41

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Concretum Research (@concretumr) 's Twitter Profile Photo
Concretum Research
@concretumr

2 months ago

Today, the $SPY is expected to open 4% below Friday's close. In the past 30 years, there have been only 9 days where an overnight gap exceeded this level. So, what can we expect today? We've created a simple chart plotting the daily candlesticks (OHLC) for the 20 worst opening

Today, the $SPY is expected to open 4% below Friday's close. In the past 30 years, there have been only 9 days where an overnight gap exceeded this level. So, what can we expect today? We've created a simple chart plotting the daily candlesticks (OHLC) for the 20 worst opening