Market Maker Move from Thinkorswim

Market Maker Move is a measure of the expected magnitude of price movement based on market volatility. We arrive at this calculation by using stock price, volatility differential, and time to expiration. It helps to identify the implied move due to an event between now and the front month expiration, if an event exists.


http://tradingjustice.com/how-to-determine-the-mmm-market-maker-move-for-earnings-gap/

https://tlc.thinkorswim.com/center/release/rel-04-18-2015.html

https://tlc.thinkorswim.com/center/charting/thinkscript/reference/Functions/Tech-Analysis/GetMarketMakerMove.html

Based on this idea, I created a scan with the following conditions. It looks for stocks with low float , strong momentum and expected big movement. This is not necessarily mean the stock will go up. The stock can also go down.

1. MMM>2.5
2. low float: outstanding share <=100million.
3. daily volume >100k
4. market cap <=3000m
5. STIB >1.05

http://finviz.com/screener.ashx?v=211&ft=3&ta=0&o=-change&t=ACLS,ADMS,AERI,AHT,AIT,BEAT,BHLB,BIOA,BLUE,BNCL,BOBE,BRKL,CALL,CATY,CEQP,CEVA,CGI,CLMT,CLVS,CORE,DAKT,DLNG,ERI,FGP,GATX,GTLS,GTT,GV,IIIN,KFY,KIN,KLXI,LCII,MLI,MRC,NDRM,NOVT,NR,NSA,NVTA,OCFC,OSUR,PEN,PES,PLXS,PRGS,RYAM,SAH,SALT,SCAI,SCHL,SSP,STRP,SWM,TESO,TILE,TRMK,TSE,VCEL,ZGNX