Tanmay Kurtkoti | Quant Trading @TanmayKurtkoti · 02 Sep 2026
On Monday the closing auction printed ITC at 255.50. The market had spent six hours trading it at 262.30. On Tuesday it closed at 266.60. So I tested it across the whole auction list. Universe: the 210 futures and options stocks, which is the auction list. Control group: https://t.co/waTN1VmCcn
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