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  1. Can an iceberg order be a set of market orders?

    Algorithms for iceberg orders seem to assume that the trader wants all the partial orders to be subject to a price limit. Do any of the available...
    Thread by: jayboy, Jan 17, 2025, 4 replies, in forum: Order Execution
  2. Calculation of Continuous Futures Contracts--Failure for September NQ contract

    Data providers typically offer the opportunity to receive continuous futures contracts, i.e., data averaged over quarterly contracts such that no...
    Thread by: jayboy, Jun 10, 2023, 10 replies, in forum: Index Futures
  3. How much does external stress reduce discretionary trading profits?

    Assume that you have a solid method that generates a profit every week. By what percentage would you expect that profit to decrease if a...
    Thread by: jayboy, Feb 21, 2023, 15 replies, in forum: Trading
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