Post date: 2022-11-23 16:29:47 GMT
This chart shows distribution of AHFT flows for VXX: % AHFT buyers in green and % AHFT sellers in red. The proportions of the AHFT flows are estimated as a % of the total volume traded in VXX at 1110 on 20221123. As the chart shows, there is more mass on the buyers side of AHFT flows than on the sellers side. However, the history of AHFT flows and their relative proportion over time also matters.