Mama, I am not sure yet, I got to go into the "wunderkid" shoes and try to visualize the potential opportunities, they may not even be the one that "crossed" in the morning session, I would guess that once you see the "print" of the volume and there is a strong possibility of a closing price away from the VWAP, that is when even outsiders might do some arbing. As for arbing by those crossing, a good half of the "consrvative" institutions are not even allowed to do arbing, so there will often be situations when only the buyer or seller has an arbing opportunity, IMHO.
Zeev
PS, I think that we just coined a new word here, "arbing", add it to the growing family of SI originated lingo, in about a year it will appear in the WSJ, and then you'll now "we have arrived" (VBG). |
