ea futures way more liquid when stock market open than not
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I have no idea where you got this bizarre idea that futures are untethered from SPY prices from? It's not like the stock market opens and suddenly the futures are like "oh shit, out of line, better trade up to where the stocks are". It is literally the exact same people trading
the futures, the constituents, and the ETFs. The (suitably adjusted) futures price is an incredibly good indicator of where the index will open and it is absolutely used to hedge SPY options overnight.
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Knowing where futures are trading is a much better indicator of where the constituent stocks (and the ETFs) are going to move to than vice-versa. As I said, all the price discovery happens in the futures.
Thanks. Twitter will use this to make your timeline better. UndoUndo
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So back to the main point then.
@nope_its_lily @yup_its_lily 's point that EOD NOPE being indicative of dealer hedging imbalance can't possibly be the driver since the hedge using /ES. It must be measuring something else that is indicative. P.S. How is prop fund coming?Thanks. Twitter will use this to make your timeline better. UndoUndo
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