well, actually i'm looking at european venues, where markets are mainly centralised. most of the volume is taking place on the main market. So,...
well, that's a big surprise to me. does it mean the behaviour on a short time scale (let's say less than 30 sec) is only governed by the stock...
ok, thanks for the reply regarding predictiv models, do they rely essentially on order book data ? Or more on a universe of instruments ? i mean...
Hi hft, thanks for keeping this thread alive, it's very interesting. i have a question, Does one has to work on a predictiv model and then...
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