I'm looking for a fast feed to the Liffe. I live in london and trade from home using an automated system. My budget is 700 euro a month. Is...
Alpha is easy to generate. Just sell options. CAPM is a little too simplistic and doesn't account for higher moments of the distribution.
What prop firms offer market on close order imbalance information? Also, can you lookup market on close order imbalance information on bloomberg...
Anyone know where I can get NYSE alerts, specifically MOC order imbalance information.
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