Maybe the put sellers were hedging by selling contracts which led to getting margin calls on the "black swan" move down which led to more selling which led to more margin calls which led to...
_____ From: [email protected] [mailto:[email protected]] On Behalf Of Fred Tonetti Sent: Thursday, May 06, 2010 12:16 PM To: [email protected] Subject: RE: [amibroker] Wow what a plunge ! The reality of not being able to get blood from a stone starts to be understood. _____ From: [email protected] [mailto:[email protected]] On Behalf Of Tomasz Janeczko Sent: Thursday, May 06, 2010 3:12 PM To: [email protected] Subject: [amibroker] Wow what a plunge ! Hello, Wow what a plunge ! Did some quant algorithms gone wild again ? Best regards, Tomasz Janeczko amibroker.com
