How Big Money ACTUALLY Moves The Market | Scott Pulcini
Summary
Scott Pulsini and Randy Baines discuss how market dynamics have shifted from stop runs to options flow, driven by dealer hedging and zero-dte expirations. They analyze how headline-driven volatility impacts trading edges and demonstrate using Bookmap’s MBO bundle to identify gamma levels and iceberg orders. The episode covers practical strategies for validating entries with VWAP and relative volume while navigating algorithmic price changes.
Topics discussed
Headline-driven markets and the shift from stop runs to options flow
How zero-dTE options and dealer hedging drive market movement
Sponsor: PropFirmMatch and the evolution of trading edges
Analyzing stop runs, icebergs, and identifying big money vs. retail
Why CVD divergence can be misleading and the role of VWAP
Using GEX levels and Spot Gamma for reversion trades
Sponsor: Tradinker copy trading for prop traders
Spot Gamma percentiles as magnets and resistance levels
Using relative volume to identify significant market moves
Case study: Iceberg orders and options flow crushing trades
Hero flows and predicting market reversals
Real-time trade example: Anchored VWAP and GEX confluence
Setting thresholds for tradable iceberg and stop run events
The Price Change Algo: Scalping mean reversion moves
Managing risk with Price Change and relative volume filters
Combining Pace of Tape, Price Change, and GEX for entries
Layering tools: Validating areas with multiple indicators
Understanding normal relative volume and chart clutter
Conclusion: Simplifying charts and final thoughts
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