Is there a simple way to find changes in tick sizes (minimum price increment) of liquid US futures traded on CME? I would look for dates on which...
I am interested in learning some nuances about how orderbook (DOM) updates along with time and sales updates might be affected during 'fast...
Did any of traders of 6E notice that since last Friday (11/30/2012) there seems to be a new market making algo in action. You must have noticed it...
I notice quite often on a footprint chart (let's say one minute footprint chart) that there is a significant number of contracts traded at a...
I see almost on a daily basis an algorithm that is usually active around 2pm CST that keeps buying/selling a fixed number of lots in treasury...
I have always been interested in seeing what other people can come up with when it comes to fully automated trading strategies. By that I do not...
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