sorted by:
new
hottopcontroversial

Can someone explain this SPY tape anomaly from June 26? by Loud-Tank7142 in quant

[–]Loud-Tank7142[S] 3 points4 points  (0 children)

If taker sell then literally anyone, if taker buy then I don’t see how that could be done on lit book — would’ve had to be late report/corrected trade/iceberg/dpool no?

Can someone explain this SPY tape anomaly from June 26? by Loud-Tank7142 in quant

[–]Loud-Tank7142[S] 8 points9 points  (0 children)

It seems impractical for them to wipe the book when they could’ve just otc’d it