Hi @nithin sir,
Would you please enlighten us about the reason of this abnormal price volume behaviour of most of the largecap stocks today at the same time i.e. 3:00pm. The volume on candles formed after 3pm is huge compared to any other day. How do we comprehend this and what conclusions should be drawn from it ?
(This behaviour is seen across the stocks, I am attaching screenshot of only some of them).
simple explanation for this will be uptick in volatility, other than this we cannot really justify all the time why prices rises or falls manifold without any news etc…
Yes your answer seems to be the most accurate regarding today activity, it has occured because of MSCI reshuffle. But I have also noticed many times that such high volumes on 1 minute candles (in the last 30 minutes) happen either on expiry days or sometimes in month end also (But not on every month end).
Expiry we all know, because of squaring up of trades, it happens; but @Kunal_Gupta1 Can you explain why it happens only on certain month ends also while not on other month ends ?
How MSCI reshuffle affects? Its only for those additions and deletions right? Also that list comes last week. After so many days this is happened. @Stonecold
@SubairNA list for additions and removals did come out last week or so but last day to implement changes and complete rebalancing of msci index was 27 november…