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Relationship between fair value and program trading

  • To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
  • Subject: Relationship between fair value and program trading
  • From: Mark Jackson <maj@xxxxxxx>
  • Date: Wed, 24 Feb 1999 09:40:26 -0500 (EST)

PureBytes Links

Trading Reference Links

 
Can someone give me a quick and dirty explaination of the relationship,
if any, between S&P fair value and intra-day DJIA and SPY movement.
Please recommendaiton a basic reference for further reading.  Thanks M.
Jackson maj@xxxxxxx