“The best way to track the PPT is actually to watch the premium between the cash and the futures in the S&P at certain times during the day, mostly 10, 10:30, and 11 am and noonish PST, so 4 specific times. When it expands indicating a buy program at those times, you can easily get on that train for a good run. This can also be large institutions and not the PPT. It is most often the PPT on the late day saves on downward moves. Most people don’t trade intraday, but for those that do, this is one way to follow the insiders.”
Thanks for the tip, Chris
I use Tradestation to trade – I’m looking at @SP.P for the CME pit prices and $SPX.X for the CBOE index – will I be able to see what you are referring to with these symbols? – can you point me at some dates to look at?