AbleMarkets: AHFT sellers dominated AHFT buyers in VXX on 20221122

By Elsya K. (https://twitter.com/ablemarkets)

Post date: 2022-11-23 16:29:06 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 on 20221122. As the chart shows, there is more mass on the sellers side of AHFT flows than on the buyers side. The history of AHFT flows and their relative proportion over time also matters. The 20-day trendline shows the slope of 0.51%. This implies that the trend has been neutral.

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