Yes, but "was it good?"
Some charts I started to do 4(?) months ago based on Rule 605 Data provided by Citadel and other market participants. Check the monthly Charts starting at 3/12 Jan 2020 to Feb 2021 and make up your own mind regarding
2/12- Overview.

1/12
Starting at 3/13:
Monthly charts Timeframe 2020-2021 Feb regarding order execution quality aka. price improvement.

Starting at 10/12:
Comparison of Rule 605 Data provided by Citadel for order execution of #FB #GME and #AMD shares, Jan to June 2021.

2/12
The Following Monthly chart will display the reported information regarding order routing (Rule 605) by Citadel and others.
Charts contain 2 months per tweet with.
1. Marketable Limit Order Price Improvement
2. Market Order
for the smalles category report - 100-499 Shares.
3/12
March & April 2020
While Citadel was routing most of the trades in the researched timeframe, Citadel is not the top company regarding price improvement - looks like the price improvement by other institutions was way better.

4/12
May & June 2020
5/12
July & August 2020
6/12
September & October 2020
7/12
November & December 2020
8/12
January & Febuary 2021

Decrease in Perfomance in Feb 2021.

9/12
Still asking myself what a negative average realized spread means?!

Notice Chart 4: Quality of trades outside the quote.
(Smaller>Larger)

10/12
C1: Time to execution for trades outside the quote.
C2: % or Shares executed with price improvement, at the quote and outside the quote.
C3: After Feb, the % of shares traded OTQ for GME increased!
C4: Trades in Report as % of monthly vol acc to yahoo.
11/12

• • •

Missing some Tweet in this thread? You can try to force a refresh
 

Keep Current with AnnihilationGods_Data_Project

AnnihilationGods_Data_Project Profile picture

Stay in touch and get notified when new unrolls are available from this author!

Read all threads

This Thread may be Removed Anytime!

PDF

Twitter may remove this content at anytime! Save it as PDF for later use!

Try unrolling a thread yourself!

how to unroll video
  1. Follow @ThreadReaderApp to mention us!

  2. From a Twitter thread mention us with a keyword "unroll"
@threadreaderapp unroll

Practice here first or read more on our help page!

More from @Annihil4tionGod

28 Sep
New File researched regarding the

"JANUARY 2021 SHORT SQUEEZE
TRADING LITIGATION"

in the file shown below - will be a longer post I guess^^

courtlistener.com/docket/5978349…

1/14
I read the 83 pages and extracted some of the information and argumentation.

It gives an interesting insight on the happenings and that #Robinhood was aware of an drastical increase in requirements while these where rising over time - but likely(?) ignored.

2/14
3/14
Read 14 tweets
27 Sep
Today, I came across the post: "An analysis of Citadel's Pink Sheet Stocks" - by u/skifunkster

reddit.com/r/Superstonk/c…

1. It was an interesting read.
2. I got the idea to take a flook at the FTDs of the Pink Sheets Citadels is trading. 😎

Check ADTM (1) Value: 0,00010 USD

1/4
2/4
Foy Johnston Ord Shs FOYJ
0,00010 USD

CNXS
0.00000 No idea what value

BSSP
0.0003-0.0002 (-40.00%)

3/4
Read 6 tweets
27 Sep
1. Daily Short Volume Ratio Update for 24. September 2021

1.
#GME $GME
#HGEN $HGEN

2.
#AMD
#AMC

3.
#SLGG
#ALTO
4.
#MMAT
#BNGO

5.
#BB
#SKLZ

6.
#CRSR
#EVGO

7.
#ATER
#WTRH

8.
#MRIN
#KOSS

9.
#EXPR

10. Sources used

1/10
2. Daily Short Volume Ratio Update for 24. September 2021

#AMD $AMD
#AMC $AMC

2/10
3. Daily Short Volume Ratio Update for 24. September 2021

#SLGG $SLGG
#ALTO $ALTO

3/10
Read 10 tweets
24 Sep
Short Volume Ratio Update for 23. September 2021

1.
#GME $GME I+V-
#HGEN $HGEN D V+

2.
#AMD I V-
#AMC I+V-

3.
#SLGG D V+
#ALTO D V-
4.
#MMAT I V+
#BNGO D V-

5.
#BB I V+
#SKLZ D V-

6. Sources used

Legend:
SVR I=Increase D=Decrease +=>50%
Volume V+=Increase V-=Decrease
1/6
2. Daily Short Volume Ratio Update for 23. September 2021

#AMD $AMD
#AMC $AMC

2/6
3. Daily Short Volume Ratio Update for 23. September 2021

#SLGG $SLGG
#ALTO $ALTO

3/6
Read 6 tweets
23 Sep
So, many people are digging into this atm - so i try to add some stuff from the new court filing.

Page 83f (85 in PDF)

READ it. pls.

storage.courtlistener.com/recap/gov.usco…
@rensole @__ZionLion__ @trey53881765 @K_R_Hamblin @MlleNadjie @trey53881765 @ConwayYen @Taylor72350938 @ZammyymmaZ
"running point on this narrative for us" - Nice! @rensole
Read 9 tweets
23 Sep
Hey @ZammyymmaZ -> @CorblynD Suggested to take a look at @jimcramer on Wikileaks - here are some of my first finding:
First - Spam and Advertisment.
wikileaks.org/gifiles/docs/4…

5/7 -> Probably related to Cramer, Banks and Brazil
1/7
So, @jimcramer has a History regarding Sears? Very interesting!
wikileaks.org/gifiles/docs/1…
2/7
He likes partys, sponsored by American Airlines.
wikileaks.org/dnc-emails/ema…
3/7
Read 7 tweets

Did Thread Reader help you today?

Support us! We are indie developers!


This site is made by just two indie developers on a laptop doing marketing, support and development! Read more about the story.

Become a Premium Member ($3/month or $30/year) and get exclusive features!

Become Premium

Too expensive? Make a small donation by buying us coffee ($5) or help with server cost ($10)

Donate via Paypal Become our Patreon

Thank you for your support!

Follow Us on Twitter!

:(