Question for lescor, or anyone who would like to chime in. Considering what happened on may 6, would you maintain a seperate account on another...
actually the more vague the answer, the closer I think I am to finding my own truths.
1. commissions. Solution: try to get the commissions that suit your trading style while not compromising level of service. 2. bigger...
so you mean the trade would look like this - 15.50 - 100 shares 15.49 - 100 shares 15.48 - 100 shares 15.47 - 300 shares Your...
hey lescor, great work on the journal, definitely a good read and headed for the ET Hall of Fame. I have a question about your...
The vix where it is now is going to force HFT and MMs to either quote wider or not quote at all. Well some can walk away some have to quote...
well said. HFT shouldn't be forced to trade if they don't want to. Just like any other trader they have the right to stop trading (providing...
no.
if its an opening order, sometimes the specialist will delay the open. Not all stocks open right at 9:30.
Hey Lescor, long time reader, first time poster. Its a long read so thank you in advance for taking the time to read, and more thanks for...
BANG!
credit traders taking over SIRI, its trading above a dollar.
Im pretty sure there is an algo that can monitor edga/nqbx and can cross market for example 5000 shares when the total amount showing is some...
so u pay when you add liquidity on edga? and you get paid for removing?? seems like is a good way to filled on the super thick stocks. pay 20...
anyone care to record it and put it on youtube?
I'm looking for a firm that will waive the sterling fee for doing volume. 20c/1000 shares and split. Remote. Can some one pm me and let me know...
Cost structure is 20c/1000 shares, all other fees are standard. I tried hedging with etfs but its never a perfect hedge, so gross is important....
My data is from live execution. 100 shares per execution. I did it on cheap, liquid stocks so I wouldn't get burned on an outlier movement....
just found this on zerohedge....good read on HFT MM. " The one factor consistent across all HFT strategies is that they benefit from...
I have been playing with a market making strategy for some time now. Below you will find attached a sample of my trading. My observation is...
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