Here is what is keeping me up at night. Ok. Maybe up during the  day: So many of our traditional, historical perspectives of the market, and charts, and % moves, and predictive tools, use volume somewhere in the analytical equation.  I guess the simplest example is that we are used to  seeing the market advance on increasing volume, and decline (correct healthily) on decreasing volume.  Somewhere in these little rules of thumb that we have accumulated over time, is the intiuitively appealing notion that individuals and mutual funds buy stocks at $10, with the hope (or fear in case they (more…)

From the NYSE site : http://www.nyse.com/press/1242296036688.html Click on the blue Top 15 Most Active A Pdf formatted link will come up. Notable: Goldman traded 1 billion shares of program trading this week. 928 million shares was prop. 130 million was customer business. This is huge market moving program trading. Interesting. The game has changed. Is anyone watching this? (more…)