Baron has achieved the american dream. Now we know why the name elitetrader. How did you come up with the name Baron?
Let's all sell puts on S&P since it's obvious tt gov will bail out stock market if it should tank. Free money FTW
Maybe elitetrader earned him more $$$
As above
How can you tell?
So you mean there is only toxic flow during ETH? Is there any literature or study for this? Thanks
It's so lucrative with such huge spreads, why don't more market makers compete in ETH? Isn't this guaranteed profit?
From the markets I track, I don't see any panic. Everything is orderly and there weren't a lot of trades generated? Why do people say this is a...
Hi GAT, Is there a place to check the daily AHL number online? Or is it restricted access?
Hi GAT, for a down year, can you claim tax credits for your losses as an individual trader in UK?
Not limited to NYSE, but it's just a problem statement. Anyway jarloo doesn't work.
Hi, does anyone know if there is a way to accomplish this through some API, say IB, Yahoo? Doesn't work for Google finance
Open is volatile sure, but the bid ask spread of many stocks reflect this. How do you overcome this if you are not a HFT?
Sir, WorldQuant is using it for small-scale trading, said a person with knowledge of the firm. Man AHL may soon begin betting with it too. Winton...
Is there any reason for not trading individual stocks systematically? won't it help to add diversification to a portfolio?
yes, the process and measurement variance matrix. Can you elaborate more or link to academic paper that does this?
How do you estimate the parameters for a Kalman filter?
let me explain more indetail. The model trades a variety of instruments. For a few of them, the holding period is shorter and average trade...
Wow why so salty when nothing to contribute? I'm not the HFT that is arbing u
If my limit order for MSFT is $60. Will I always get executed only at $60 without any price improvements ?
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