I assume that trades which happen in between the prevailing bid, ask are not recorded to the delta and are viewed as not having any MD significance?
Hey guys. I have an extremely basic MD question I was hoping someone could clarify for me. I was looking at the footprint graphs and realized that...
since limit orders are supported on most major exchanges. would I run the risk of having my limit order filled between the time that the market...
Does anyone know if there is a way in TWS to submit a limit order which is automatically converted to a market order and sent after a certain...
very interesting read. I do not have the funds to purchase eSignal so I guess I am stuck using IB to research MD. I have poked around TWS a little...
Im looking at your graph and am feeling a bit confused. I guess I am one of those guppies. Would you mind going into more detail explaining why...
Hey guys, I am interested in learning more about the possibility of trading on quotes on a retail brokerage. I am unsure if such thing exists...
Hi. I was wondering if anyone has any insights about which security would fill faster during news releases (on average). I am trying to reduce...
Does anyone understand the fundamental difference between MA and MACD? What does it mean for the macd to be under or moving away from the sma? I...
I have a question about all these graphs I have been looking at throughout this thread. If the bar size is 2 min and 10 min for most of them. How...
I noticed something while trading the US Jobs news release this morning on my paper account, the arbs seem much nicer than arbs I detect during...
Sorry, I did'nt make myself clear. I was'nt asking about how to do a duel limit only order, and I understand the fundemental difference between...
Yeah you're right. Iv started only buying lotto tickets. 1$ in, 20 mil payout!! now thats lucrative! ;) But you know what they say. A bird in the...
segv, recently I have been focusing on trying to solve this slippage issue on IB. I think they are a market maker for forex but I am unsure for...
well true stat arb isint always the 'zero risk' i was talking about i guess. it depends how you do it. hedging etc. remember I am new to finance...
stat arb is the first techinique iv looked at other than a brief attempt at a pattern matching predictor in university which I have put on hold....
Chabah, I am assuming that the strat kept stepping infront of the market makers. I am unsure why they would want to stop those trades though,...
Thanks for you're reply. 5min data is a bit different than what my ai trades on right now, usually its in and out of a position in under a second....
ocupashnltrader, you make all riskless transactions sound illegal. thats not the case is it? I remember playing around with a broker that...
Hey guys. I am a newly graduated computer science / math student, specifically focusing on artificial intelligence, machine learning and high...
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