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  • SPX Vs Gamma-HFT Buying

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    The document appears to show two line graphs with dates on the x-axis from January 28th to April 17th. The left y-axis corresponds to the S&P 500 index and shows its values ranging from 1800 to 3600 over this period. The right y-axis corresponds to dealer gamma and high-frequency trader activity and shows values ranging from -3 to 4 over the same period.

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    The document appears to show two line graphs with dates on the x-axis from January 28th to April 17th. The left y-axis corresponds to the S&P 500 index and shows its values ranging from 1800 to 3600 over this period. The right y-axis corresponds to dealer gamma and high-frequency trader activity and shows values ranging from -3 to 4 over the same period.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    8 views1 page

    SPX Vs Gamma-HFT Buying

    Uploaded by

    trump
    The document appears to show two line graphs with dates on the x-axis from January 28th to April 17th. The left y-axis corresponds to the S&P 500 index and shows its values ranging from 1800 to 3600 over this period. The right y-axis corresponds to dealer gamma and high-frequency trader activity and shows values ranging from -3 to 4 over the same period.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    1800

    2200
    2600
    2800
    3200
    3400

    2000
    2400
    3000
    3600
    1/28/2020
    1/30/2020
    2/1/2020
    2/3/2020
    2/5/2020
    2/7/2020
    2/9/2020
    2/11/2020
    2/13/2020
    2/15/2020
    2/17/2020
    2/19/2020
    2/21/2020
    2/23/2020
    2/25/2020
    2/27/2020

    SPX(left axs)
    2/29/2020
    3/2/2020
    3/4/2020
    3/6/2020
    3/8/2020
    3/10/2020
    3/12/2020
    3/14/2020
    3/16/2020
    3/18/2020
    3/20/2020
    3/22/2020
    Dealer Gamma

    3/24/2020
    3/26/2020
    SPX vs Gamma-HFT Buying

    3/28/2020
    3/30/2020
    4/1/2020
    4/3/2020
    HFT

    4/5/2020
    4/7/2020
    4/9/2020
    4/11/2020
    4/13/2020
    4/15/2020
    4/17/2020
    0
    1
    4

    2
    3

    -1

    -3
    -2

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