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November 27, 2024 at 3:30 p.m. EDT
It is a holiday shortened week but there has not been a shortage of headlines for investors to digest. Monday markets rallied following the appointment of Scott Bessent as Treasury Secretary and tariff headlines dominated the action on Tuesday. Today, while football and Turkey are top of mind, investors are digesting an economic data dump, more tech/retail earnings and a couple more cabinet appointments. Coming into today the S&P 500 had closed higher for seven consecutive sessions despite the flip-flopping rotational activity. Tech has been underperforming throughout the week and last night’s earnings didn’t do anything to help that sentiment. There aren’t gains elsewhere in the market to offset those losses and major indices are pulling back modestly but remain just below all-time highs.
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The Significant Imbalance utilizes a dynamic formula by referencing the notional amount of the imbalance at 3:50 pm and stock-specific characteristics rather than a static trigger of 500 round lots (50,000 shares ) as the previously named Regulatory Imbalance. Early results show improved closing auction performance since its introduction
NYSE is hosting an academic/industry conference covering U.S. Equity Market Microstructure and its intersection with AI on November 11, 2024.
NYSE has updated its NYSE Auction Graphical Interface to include three months of open auction imbalance data, providing investors with insight into liquidity opportunities in the NYSE Open Auction.
The Significant Imbalance utilizes a dynamic formula by referencing the notional amount of the imbalance at 3:50 pm and stock-specific characteristics rather than a static trigger of 500 round lots (50,000 shares ) as the previously named Regulatory Imbalance. Early results show improved closing auction performance since its introduction
NYSE is hosting an academic/industry conference covering U.S. Equity Market Microstructure and its intersection with AI on November 11, 2024.
NYSE has updated its NYSE Auction Graphical Interface to include three months of open auction imbalance data, providing investors with insight into liquidity opportunities in the NYSE Open Auction.
NYSE Senior Market Strategist, Michael Reinking, offers his weekly update on the market and a look to key upcoming catalysts.
The NYSE Data Science team looked at the dollar cost saving for imbalance-offsetting auction orders and the likelihood of such orders being executed at favorable auction price.
NYSE Senior Market Strategist, Michael Reinking, offers his weekly update on the market and a look to key upcoming catalysts.
The NYSE Data Science team looked at the dollar cost saving for imbalance-offsetting auction orders and the likelihood of such orders being executed at favorable auction price.
NYSE Research explores market trends, analyzes exchange products and trading situations, and offers data-driven perspectives on key policy matters.
Exchange-traded products are one of the fastest growing investment products in the world, combining the simplicity of stocks with the diversified risk of mutual funds.
Through a dual options market structure, traders and brokers have choice and flexibility that comes from a mixture of electronic trading and open outcry interaction.
Our new integrated trading technology platform that will enable member firms to connect to all of our equities and options markets using a single specification.
Get news and insights from ICE.
Exchange-traded products are one of the fastest growing investment products in the world, combining the simplicity of stocks with the diversified risk of mutual funds.
Through a dual options market structure, traders and brokers have choice and flexibility that comes from a mixture of electronic trading and open outcry interaction.
Our new integrated trading technology platform that will enable member firms to connect to all of our equities and options markets using a single specification.
Get news and insights from ICE.