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Re: Doodooinmypants post# 73201

Thursday, 03/27/2014 10:38:43 PM

Thursday, March 27, 2014 10:38:43 PM

Post# of 120682
Sorry, no. This is a line of research I've just started pursuing. I'm not sure the signal to noise ratio would let you see it in a major stock with a lot of volume. Also in a larger stock, as the reference I mentioned pointed out, you'd need major investors like pension funds to control the VWAP. It will be interesting to see if anything special actually develops in the near term to corroborate the hypothesis.


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