I think there are a couple of (related) issues playing into this, one being fragmentation, and the other internalization. The following was...
[img] Evidently, crgarcia's objective, through several thousand ET posts, is not to debate falsifiable facts; rather, it's to generate angry...
I don't think market makers have much control over anything anymore, as liquidity addition is now distributed amongst many types of...
I agree 100% (although my impression is that there's also dramatically increased competition even in the smaller-volume stocks in recent months)....
I would take whatever you find on zerohedge with a grain of salt. It seems the author has an ax to grind and merely cherry-picks...
TokyoGhetto, Not sure what those results are -- is that some sort of backtesting system? If so, you might find that reality yields profoundly...
A 5-day track record and 10 trades? Wow...what an amazingly long track record. Give it another 5 days and I'm sure it'll give back everything...
Yet it seems that you yourself are basing your conclusions on your observations of your own friends from Ivy's who succeeded: [B] I think...
Thanks for posting, Chelsea FC. Interesting and insightful. That would seem to explain a lot of what's gone on in the "ex-bulge-bracket" over...
I see this as your wanting to wait for something that's already there, which doesn't make sense to me (and similarly for "shorting the bid"...
What (if any) is the rule that prevents "blackbox op" in a mutual fund? Isn't an index mutual fund a "black box"? Or do they adjust all...
Any firm offering portfolio margin (PM) can give you much more leverage, if you meet their requirements and are trading a "statistically...
I'm pretty sure you guys are dealing with a troll (traderum) here, maybe Jasonn...check out this thread:...
Both DTN IQFeed and Townsend Analytics (RealTick) once allowed you to "upgrade" their services to go something over 1000 symbols; not sure if this...
Mutual fund returns will also be hit as liquidity providers will be hit wit the tax and will price it into the spreads. Of course, many have...
It shouldn't be any slower for high-end systems, if their providers use surrogate keys for symbols (as they should). The number of mistakes...
True. I think sponsors should be able to "announce themselves", and three posts for (only one) day is fine by me. But you're right in that...
I don't think there's any issues with this as you are a sponsor, livevol_jason. It seems to me that ET sponsors are explicitly excluded from the...
What do you mean by "complete Level 2"? Level 2 refers specifically to Nasdaq top-of-book, per-MM quotes. Maybe what you really want is a full...
I got an annualized vola of .607 for the first and .597 for the second.
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