AbleMarkets: AHFT buyers vs. sellers in R3K at 1550 on 20220805



By Anya P. (https://twitter.com/ablemarkets)

The chart shows distribution of net AHFT flows: % AHFT buyers less % AHFT sellers of the total volume traded across Russell 3000 at 1550 on 20220805. As the chart shows, there is more mass on the buyers side of AHFT flows than on the sellers side. However, relative position of the sellers and buyers away from 0 also matters.