Rosy2, I am curious. Was your observation just a thought - or have you tried and found it to be workable?
Certainly a safe idea from Rosy2...
LngEnf2NoBetter, Thanks for you considered replies. You mention two things: Volatility and Position sizing. Position sizing, I understand...
I don't use off the shelf products - I like to code all my own so that I fully understand what it's doing. For price-taking model, I am pretty...
Hi LngEnf2NoBetter, Your comments re filtering not working echo true with me. I have spent many hours trying to find good filters over the...
BlackMage I checked through some of your other posts and I notice you mention that simulating Marking Making was very difficult - but I got the...
I am not sure I am directly competing. Although I will in effect be providing liquidity for short periods - that's not the reason for doing it!...
I am thinking about FX, so not sure there is a lot of micro-structure data available - unlike on the exchanges
Hi, I am looking for ideas as to how to test a market making strategy. Trading aggressively (price-taker) is easier to backtest, put putting...
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