I don't read books for advice. If I did I'd be in the self help section.
When was the last time you wrote a national best seller?
Jack, My constraints allow you to concisely profile, yet you choose not to..
You can predict my questions as you please. But you still haven't answered it... I don't disagree w you entirely
MC, with some due respect, what about all the TF funds that fail?! How does your list control for survivorship bias.
I was asking for work like Lo, Mamaysky and Wang 2000, or Blume, Easley & O'Hara 94, who show TA provides some value but using data post 2001.
Has anyone thought about why the big guns don't lobby transaction tax proposals?
Has anyone posted or cited something from an upper tiered peer reviewed journal (if so please re-post) or do y'all just use yingyang's blog posts...
I've forgotten about it. Great song!
By the way that is a classic surf move and has nothing to do with me. Regardless I am sorry you feel this way but I think it's time we move on......
Speaking of class and manners, did you ever thank surf for hosting such a gracious event? Or does the overwhelming hurt of him leaving early not...
1. The lovely spydertrader was wearing sneakers not flipflops and was an asset to the get together. 2. Since you obviously don't frequent cigar...
Excuse me while I kiss the sky... My point was that dark pool block trading facilities exist in derivatives markets with reporting lags for...
There is no pre-arranging in POSIT or Liquidnet, both being dark POOLS for large buy-side traders. POSIT is a call auction which matches the buy...
I see your point but disagree, regardless of the "funny" way the retail street would look at me. There is a LARGE relationship between dark pools...
Dark pools originated for trading block transactions...
Futures have a 5-15 minute delay for block trades depending on jurisdiction. Equities are shorter, yes.
You have different benefits with dark pools. First, there is a minimum threshold for size; set buy an amount of volume that would move the price....
Because the information content of trades from the overnight trading is not reflected in prices until after the open.
I agree with maverick. I thought the movie was great and represented the industry as it is today and not how you old school traders remember it -...
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