I appreciate that you're giving him the benefit of the doubt but I'm not. Anyone who claims that they have 0 losses due to 'perfect tick symmetry'...
decent non-answer. at least it's concise and not overly verbose as most of the crap you're posting
There is either one of two things going on. ddav is a troll or he is looking to set up a scam. this system he claims to have is snake oil. there...
you have to be a troll. there is no way someone could seriously write what you just did. or maybe i'm giving you too much credit and you're just a...
Yeah it's possible and I do it. http://batstrading.com/resources/membership/BATS_FIX_Specification.pdf Note on page 18 it says that a...
I have seen models that do take near 100% of the time but I've stayed away from those cause they tend to be limited in size that can be traded....
Sorry if i wasn't clear or if i'm still misunderstanding you. I was attempting to refute what seemed to be your assertion that the CME block...
My stuff has been built out to minimize tcost in order to maximize size traded/pnl, basically a function of volume passed/time/and characteristics...
But I'm sure it's comin
Forgot to say that the other huge difference between the two is the information leakage inherent in arranging a block trade. With a block trade...
Cause it's pretty easy to see that you're a con artist.
Nope, literally no one. I don't see that there has ever been a trade done with the contract (if there had been there should be a line representing...
I meant institutional traders by saying the street as retail traders are pretty much excluded from direct access to dark pools (except for some...
yes and dark pools like pipeline still deal exclusively with block trades but people would look at you funny on the street if you referred to...
Oh interesting. Never heard anyone refer to block trade reporting as being a dark pool. Typically a dark pool refers to a crossing network formed...
Well note that I said it is more indicative not that it is the case for sure because there is no knowing given the information available since we...
Here is a screen shot of the VWAP function on bloomberg from 12/3 for ESZ0 The largest trade size is 1095 contracts. The 10th largest is only...
Which dark pool has a 15 minute post-trade transparency delay? I believe that's breaking the rules since all dark pools have to report their...
Did you not just read what I had in my last post or the research paper? HFT's on average are informed traders on a short time horizon so do know...
Every dark pool posts to the time in sales and you'll see them on the TRF/ADF feeds, so for example in reuters under IBM.DF, wombat IBM.D, and...
Separate names with a comma.