Liquidity Dying, Rally is on Fumes
Tyler Durden over at Zero Hedge explains this “crap rally” in great detail in Equity Rally Reaches Escape Velocity. The future implications are not pretty and time is quickly running out…
Although I don’t currently post about it this Ninja does quite a bit of intraday trading using proprietary “gray box” strategies (Working on a NinjaCam. Patience). Some of the tricks in my arsenal consist of hunting for and abusing “black box” strategies. This has become more difficult as it would appear that quite a few quants are simply shutting off their computers. Liquidity is dying as evidenced by the ever increasing number and ever increasing size of the overnight gaps in single names and entire indices.
Although I don’t currently post about it this Ninja does quite a bit of intraday trading using proprietary “gray box” strategies (Working on a NinjaCam. Patience). Some of the tricks in my arsenal consist of hunting for and abusing “black box” strategies. This has become more difficult as it would appear that quite a few quants are simply shutting off their computers. Liquidity is dying as evidenced by the ever increasing number and ever increasing size of the overnight gaps in single names and entire indices.
Liquidity Dying, Rally is on Fumes
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Reviewed by Information
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