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June 22, 2011 PHANTOM INDEXES Major Market Indexes Reflect Only 30% of All Trades Intraday A Themis Trading LLC White Paper By Sal Arnuk and Joseph Saluzzi
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Document Date: 2012-04-04 02:47:47

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City

Derby / New York / Chatham / /

Company

TABB Group / Oxford University Press / A T & T Inc / S&P / NASDAQ / All Trades Intraday A Themis Trading LLC / GE / Goldman / Russell / Themis Trading LLC / Instinet Corporation / C BA CA T CV X CS CO / /

Country

United States / /

Currency

USD / /

/

Facility

Town Square / /

IndustryTerm

retail and institutional investors / electronic communication networks / index-based trading products / tradable index-based products / /

MarketIndex

S&P 500 / NASDAQ 100 / DJIA / Russell 2000 / Dow 30 / /

OperatingSystem

XP / /

Organization

Congress / Oxford University / U.S. Securities and Exchange Commission / FINRA / /

Person

Joseph Saluzzi / L. Arnuk / /

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Position

broker / Major / Trader / /

ProvinceOrState

New Jersey / /

SportsEvent

the Kentucky Derby / /

Technology

Flash / /

URL

http /

SocialTag