I hear you on the lazy bit, I'm definitely not wanting to be that guy. My question on binary files was too broad - I have read up on them in...
cj- I hope you don't mind me coattailing a bit in your thread. I have a few questions about my set up and if volpunter's approach might be able...
Sounds like you know the poker world. Couldn't one avoid the computers entirely and grind it out in AC/Vegas/etc.? Not saying that's a life many...
Agree that most would have far better odds pursuing poker rather than trading. #2 (playing low enough stakes so that you're better than the...
The amount of nonsense surrounding display size, hidden/visible, spoofing, etc. has reached an absurd level. Time to make all price level...
Another ignorant rule by congress that will hurt the economy. CLOs are cash products - nothing like the synthetics that blew up during the...
This should be relatively straight forward if you enter the basket as a combo and then put a stop order on the combo price.
For guys like RobertG and Cornix, what type of business are you running? A business that complements trading seems like a good way to diversify...
I'm sure it will be a nice change of pace to work with other humans on some tangible projects. Hopefully the career center at your school can get...
What kind of work did you get into?
General contractor? Just curious...find this stuff interesting.
If getting done at mid is 50% and lifting offer/hitting bid is 100%, on average how much of the spread would you guess a retail guy pays on small...
Gotcha, thanks.
This was my initial impression as well, that there's something signalling going on, but 8-10 cents in stocks that trade over 20M/day seems hard to...
The % likelihood of course depends on how large the differential is between the div and extrinsic. If it's a close call between exercising or...
Apex, Lime, and Lightspeed would all most likely fit/offer what you're looking for. I listed them in order of cheapest to most expensive (from my...
I'm not a microstructure guy, so the only things that come to mind for me are order book delta or something like garachen's VPIN suggestion. I'm...
Gotcha, good post. Thanks.
Lightspeed?
Have they still not published the methodology for the fee?
Separate names with a comma.