Nasdaq Options may be more fair to non-MM participants, but I'm not sure as things seem to change frequently with the options markets these days....
My info may be out of date, but I seem to recall that at least as recently as few months ago, neither NASDAQ nor ARCA charged cancel fees on US...
Very true. Part of the debate about "edge" stems from the fact that many people don't really understand what the term "edge" means. And that's...
The existence of injustice seems to me an absurd argument for the creation of ever more of it.
That would be an outrageous injustice, heaped upon the preexisting injustice of the bailouts/handouts/stimulus. Just imagine the effect on...
These are all more or less the same thing. Unless the system in question doesn't use any numbers, in which case it's not quantitative. Said...
Incredibly, it's not obvious to you that your post is by far the most diseased and miserable in this thread.
If you're dissatisfied at $1M a year, I can't imagine that any multiple of that will suddenly leave you feeling fulfilled. And no matter how...
This article layers a ridiculous conclusion on top of misunderstood observations. What's it advocating, really? Bring back the "good old days"...
Without denying that there are indeed many negative aspects of globalization, I've got to say that the absurdity of this post's pessimism gave me...
Perhaps the market is just too efficient for you to earn a profit, given whatever methods/indicators/etc. are currently at your disposal. If it...
Yahoo has data going back many years (how many, I can't remember) on many stocks; maybe Google Finance, too.
It's unclear; if they failed to locate once, they'll probably fail to locate 3 days later. And ET is known to "fire" clients they find annoying....
In that case, you're going to have a hard time measuring cancels using Level II data. Or to put it another way, you'll be measuring the number of...
Depends on how you define cancel. The OP evidently defines differently from you (although I prefer your definition). With Nasdaq Level II,...
I mean either the bid or the ask. Ultimately, I think this is handled on an Island order book basis (largely viewable under TotalView), and...
I'm pretty sure that 0@0 MM quotes indicate a cancel and that the particular MM is no longer displaying a quote on that side. You might want to...
The exchanges also have lists (see nyse.com, nasdaq.com, amex.com). But they aren't always easy to parse.
1) Nothing is wrong with pre-canned strategies per se, but it's often hard to know if they work unless you use it for a long time. And even then,...
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