This is a serious question, please help me. I started to date a few months ago and had a few up and downs in my relation. Thus it took away...
What quantities are interesting to look at for high frequency strategy trading? I have got some level 2 order book market depth data. In...
What quantitities are interesting to look at for high frequency strategy trading? I have got some level 2 order book market depth data. In...
Let's discuss academic research on mean-reverting trading strategies... Here is one that I am reading:...
has anybody tried distributed computing for backtesting? I am thinking of NVIDIA GPU computing, which is quite accessible on desktop......
Theoretical research show a very strong correlation in short timeframe. Could anybody give me some pointers about how to capture the strong...
Hi all, Is there a way to get recent (2009) intraday data for VIX ? I know a database called TAQ, but that's mostly for historical NBBO...
Could anybody point me to some references and discussions about high frequency/intraday trading strategies? Thanks!
Hi all, I am looking at some intra-day level 2 data. Supposedly the data are order arrivals/updates. The documentation wasn't clear about what...
Hi all, Does anybody know how the cancellation orders are represented when the MM send them out in the NASDAQ level 2 low level data stream?...
Suppose I could try to get an estimate about the following probabilities: given the current stock price, what's the probability that the next...
any pointers about trading strategies based on level 2 market depth order book data? Thanks!
Hi all, I am trying to figure out how the orders are matched and filled on the exchanges, esp. NASDAQ and NYSE, esp. the interaction of order...
Any pointers? Thanks!
What's the difference between Nasdaq and NYSE level 2 order book data? Thanks!
I can previously view Bloomberg live TV on a windows mobile cell phone. But now after turning to iphone, I cannot play Bloomberg Live TV at...
Is there a way to see the locations of the stop and limit orders from order book or Market Depth data?
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