Another problem you may run into is that a large portion of the trading volume is unavailable to typical exchange-based trading due to practices...
FIOS is excellent, in my experience -- significantly better than anything else I've used (various other DSL's, cable), especially in terms of its...
I can't see any way for someone to frontrun you on a public ECN, unless your broker is colluding and/or your trading platform is horribly buggy....
What do you mean? Don't they post liquidity backed by their own accounts?
:confused: Why? My understanding is that Getco has in fact become one of the largest liquidity providers.
I think NxCore reports (separately) every trade reported through the national system (whatever its name is, I don't remember). I'm pretty sure it...
Sorry if I'm being dense, but would you mind elaborating on this? (0.0005 for what?)
Looks like you are spamming and violating the terms of service of this site. Speaks volumes for your "product"...
All things being equal, I'd say FIX is better since it's portable. But this is very dependent on what features of FIX are offered; some broker...
I think that R has a lot of packages that address these problems, at least from a theoretical point of view; search on Markowitz portfolio and...
How is what Fidelity's alleged action any worse than IB kicking its orders to its Timber Hill unit through its "smart" routing and calling it...
I'd say the way best is to only use brokers that don't make a habit of trading against their own clients, a practice usually termed...
I too have experience with NxCore and I think it's an excellent offering, on many levels. It runs well on Linux under wine, in my experience.
I think a lot of the problem comes from these markets being relatively closed. This not only makes risks very opaque at large, complex...
To do this in Excel, you would probably need to learn something called Visual Basic. I wouldn't bother paying someone else to do something this...
True! I am not opposed to darkness, per se; in fact, I think it would be more fair if institution-exclusive dark pools were forced to be...
I hope those reading this understand that this "paper" is a marketing piece for ITG's own dark pools. Essentially, they are advocating...
Interesting. I wonder why BATS or some other equity ECN hasn't created an ECN for bonds -- I'd expect that it would dramatically improve pricing...
Give a real example, with as precise information as you can provide (specifying down to the second you placed the order, or even the microsecond,...
Thanks, Don, for bringing this up! These issues deserve a lot more light than they've gotten. As I said before, the impact of flash orders,...
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