By Anya P. (https://twitter.com/ablemarkets
AbleMarkets has reported that AHFT sellers dominated AHFT buyers in the VXX at 1330 on 20230125. Specifically, the analysis revealed that AHFT sellers held a net position of 9.5 million shares, which was 79.7% greater than AHFT buyers' net position of 5.3 million shares. This is an opportunity for institutional investors, CFOs, and quant traders to take advantage of the current AHFT trends and make strategic decisions based on the data. Furthermore, this data can provide valuable insights on market trends and help inform decisions related to investment strategies.
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 1330 on 20230125. As the chart shows, there is more mass on the sellers side of AHFT flows than on the buyers side. However, the history of AHFT flows and their relative proportion over time also matters.