Yeah, but if you were going to do say arbitrage between stocks and the futures, what are you going to use? Little dinky stocks that don't count for much or the big guns that make up the bulk of the indexes?
If 1 out of every 3 shares trades on average these days is the computers, it's probably important to figure out what the computers are up to. It's agreed that some of it is arbitrage, but then it gets murky when they say, but not all of it. Well what else are the computers doing? I haven't been able to find that out.
But in the case of arbitrage, the computers don't much care about FA or TA or if the markets are suppose to be going up or down. They just go, if I buy this and sell that, I've got some "free" money. And if you only see half the deal, it may make no sense whats so ever. Something tells me nobody is going to spill their guts and let us in on the secrets. We're probably going to have to dig for them if we are to find them out at all. Sounds like work. <g/ng>
Market Data 
Markets 
AI
