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Sometime ago on the trading floor I heard of a strategy that uses TAS ( trade at settlement ) to capture 4-5 ticks on the CL market . I don't remember many details since I was trading stocks at that time. Sounded like MOC to me....Does anyone know/traded anything like that ?
Can you help answer these questions from other members on NexusFi?
Trade at Settlement (TAS) Trades are trades that will be executed at the settlement price (which is established between 2:28 and 2:30) or a few ticks above or below that price.
