V. 20:7 (48-49): Q&A by Don Bright

V. 20:7 (48-49): Q&A by Don Bright
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Q&A by Don Bright


I’m interested in what information or data is needed to calculate opening fair value for stocks, and how the calculations are made. Any help would be appreciated — Matthew Murray

We use the fair value (FV) number offered at www.programtrading.com (there are other sources, but I find theirs to be right on most of the time). We then find where the spot price of the S&P futures closed, add FV to it, and call this number “Spinx” (this is an actual symbol on some data vendors, like Neovest FirstAlert)....continuded

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