Why are there large moves in the last hour of expiry day? People say reverse arbitrage is taking place. What does that mean? How can people predict with certainity that the stock/index will move up or down during the last hour of trade? What sort of data do they analyse?
How can they be sure that arbitragers will be selling in cash and buying in futures or vice versa on the expiry day? Do they analyse data for the entire month?
Expert advice needed. Thank You :thumb:
How can they be sure that arbitragers will be selling in cash and buying in futures or vice versa on the expiry day? Do they analyse data for the entire month?
Expert advice needed. Thank You :thumb: