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Search: Posts Made By: mattz

Forum: Commodities

August 1st, 2018, 12:06 PM

Replies: 6

Gold GC Futures - Extreme Price Movements

Views: 1,687

Posted By mattz

Hi goldalgotrader The Dec moves could have...

Hi goldalgotrader
The Dec moves could have been triggered due to liquidation in Aug. Sometimes you see volatility across the liquid month as a result of other expirations. Maybe this was not the...

Forum: Commodities

August 1st, 2018, 11:51 AM

Replies: 6

Gold GC Futures - Extreme Price Movements

Views: 1,687

Posted By mattz

This is not necessarily algos, but you are right...

This is not necessarily algos, but you are right it could relate to exiting a month that is close to delivery. It could also be a manual "at market" exit.
Not sure there is a way to avoid it, but I...

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