Tag: closing-auction
Concepts
- How The Uncrossing Price Is Computed
- Closing Auction Imbalance Strategies
- The Closing Auction
- Price Dislocation In The Closing Auction
- Working An Index Rebalance Day
- Deciding What To Leave For The Close
- Why Volume Keeps Migrating To The Close
- MOC Cut-Offs And Late Order Rules
- The MOC Imbalance Reversal the Next Morning
- Official Closing Price vs Last Trade
- Market-On-Close And Limit-On-Close Orders
- Opening and Closing Auctions
- Paired And Unpaired Quantity
- Target-Close Algorithms
- Trading The Index Rebalance Close
- Why Markets Use Call Auctions