March 10… )
Ooof what a day…
Relentless box to box twapping kept intense pressure on all three major stock indexes bell to bell today. At one point, the Dow was down 1200, S&Ps down > 200, NDX almost 1000.
My sense from the early going was very large algo driven execution models were actively competing for bids, and once set in motion, they were time slic…
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