How Short Squeezes Really Work (Infosys ADR Case)
Автор: The Rich Money Trader
Загружено: 2025-12-20
Просмотров: 103
Описание:
Infosys ADR’s wild 40% intraday spike on the NYSE wasn’t about earnings or any hidden news – it was about a data error and algo chaos. In this video, the full breakdown covers how a reported ticker‑mapping glitch allegedly mixed up Infosys (INFY) with American Noble Gas Inc., feeding wrong identity/price data into global data feeds and trading models.
Algorithms scanning this corrupted feed saw a “mispriced” INFY, piled in aggressively into a thin ADR order book, and mechanically drove the price vertical before it cooled off – while the India‑listed INFY on NSE barely moved. Infosys later officially clarified there was no material development behind the move.
This video explains:
What a ticker/data‑mapping glitch is in simple language
How algos and quant funds react to bad data in real time
Why ADRs are more vulnerable when home markets (like NSE/BSE) are closed
Why this move says more about market plumbing than Infosys’ fundamentals
If you trade US ADRs, Indian IT stocks, or you’re an F&O trader trying to understand short squeezes, liquidity, and data risks, this is a must‑watch.
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