What happened to Doe last night? - page 9

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Mathemat >>:
You're confusing yourself, it's simple - when an index is traded, stocks are sold and bought in packages. There are no corollaries or causes, the index or the stock is all stocks.
 
OK, I'm confused. It happens.
 

even if the sale was mainly through futures, the arbitrage instantly transferred everything to other - correlated markets. So the volume of sales was such as to bring them all down at the same time. And that's hundreds of yards even for a "trigger". The range in certain circles was ripe for active selling, and the fact that it materialized on that particular day may have been an accident rather than a planned action.

 
There were relatively low volumes at the very time of the move. In theory, arbitrageurs should have picked up volumes, but they did not.
 
gip писал(а) >>
There at the very time of the movement the volumes were relatively small. Overall, it is a mystery of nature.


We need to summarise all the markets which worked and failed at that time as there is arbitrage between almost all markets and instruments. With commodities, currencies, stock markets of different countries

 
gip >>:
Там в самое время движения объемы были сравнительно небольшие. В общем загадка природы.

looks to me like nature's mystery is why life on Earth, and why the Dow collapsed and there will be a debate on the euro on 9 May is pretty predictable: just the start of phase 2 on the eurobucks: the release of scary numbers on America, which overshadow the situation in the eurozone

 
Alexey. Here, checked out plan.ru - haven't looked at it for ages. I remember this site back when it was essentially just a private blog... never mind. Here's a post about index shedding. Nothing new, of course, just a bit of information, however, also known.
 
http://www.slon.ru/articles/370614/
 
Avals >>:

даже если продажа была в основном через фьючь, то арбитраж моментально все переносил на другие - коррелированные рынки. Поэтому объем продаж был такой, чтобы обвалить их все одновременно. А это сотни ярдов баксов даже для "спускового механизма". Сантимент в определенных кругах созрел для активных продаж, а то что он реализовался именно в этот день возможно и случайность, а не запланированная акция

Totally agree.

 
Richie >>:

Господа трейдеры, а не мог бы кто из вас перепутать 0,1 лот с 1000 лотами на Альпари. Только, большая просьба, пожалуйста, меня предупредите за полчасика до перепутывания, в личку. Буду очень благодарен.

The DC will not let you "mix it up" - it controls the margin.

The Citigroup trader probably has more margin at his disposal than you or I, although he is supposed to have risk managers over him.

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