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Archeogeek

03/27/14 10:38 PM

#73203 RE: Doodooinmypants #73201

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.