1, who is buying and who is selling in bh/ah market?
Mainly those institutions and brokers who can see the trade books.
2,how long have you monitored the bh/ah trading? how many data do you have
for previous's down day(>=100 point dow). in terms your samples size is
larger enough, you can run a regression analysis
hehe, in term of down day, there is a high chance in the previous day that market show a shooting star which close at the low 20% end. and the second day, normally the second day will open high less than 5 ticks but turn around afterward.
3,the beauty of stat is even you don't know if there is any existing
correlation or not, you still can build a regression model, then use
stepwise method to find out which factor really affect the market direction.
hehe, we need sample sizes, and I believe this will be divided into a KNN classification problem. :)
4, in the day of feb, when market dip more than 400 points, what's the pre
market volume? do you expect multi-m volume in pre market?
that is abnormal which means super bigboys are selling their holding.
once you can answer these question, we can talk over the weekend
4 comments:
nice info, learned new knowledge whenver I open your blog
to robin,
thanks:)
I'd like to raise a question for bobo here.
Since in AH (pre-open and after-close) both sides of deals are likely professionals, I assume they have approximately same amount of information. My question is, if they have the same information, say, a bad news, why the buy side will buy the shares even if they heard the bad news already?
Before you answer the question, I will state my stance first. My guess is, based on players' mentality difference, some may be more bullish than others, well, the greater fool situation applicable here. But as the whole, a bad news will drive the AH price down because bears will overcome bulls. and vice versa.
I'm wondering what your take is on this question? Thank you so much.
mitbbs id: izi
just give you an example, check ACUS, on May 1st morning when the research data came out, the pre-hour hour actually went up significantly to 5.xx initially (60%+ gain), and it slipped gradually later, and got hammered (-35% loss) by MM who thought all the three end point has to be made to have a strong FDA case.
Those ppl who follow ACUS closely (who is likely BH player on data release) obviously thinks differently, thus gave me a clue about the situation to have a contrarian's play. Works not bad so far
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