Actually there are and competition to trade with them can be fierce. Payment for order flow is based on their existence, and so are a lot of the...
Interesting discussion on adverse selection and uninformed order flow. I have done a little work in this area and the markets have changed a lot....
Mark, impressive work and thanks for sharing all of this. If you still here and not to annoyed by the bs posts to answer a couple of questions:...
I have been thinking about this for a while and meaning to crunch some data but have not found the time. It seems like there should be something...
Definitely obnoxious. The question implies that someone has a fish, and these things are not always worded unambigously. All I know is if I...
The german in the 4th house has the fish.
It's actually a theoretical paper that proves if HFT traders do "X" and some other assumptions are met then "Y" will be the result. There's...
But people will think you're cool if you send bloomberg messages. And call them bloombergs.
I have seen several studies like this one that crunch the numbers and don't find that commercials (or speculators) predict returns. Of course...
For sector data you can get ETF returns from Yahoo. Or look here for returns to custom sector indexes:...
Here's a place you might find some trigger idead. You could look at an extreme value of any of these data series as a trigger....
The short answers - these studies don't usually take taxes into account, there is some disagreement over whether they survive transaction costs,...
I am also wondering what your issue with this stuff is. You seem to be anti-EMH but research challenging EMH pisses you off? This is actually a...
I think beyond the risk pricing you also have to consider that the lenders fixed costs are built into the interest rate on each loan. With payday...
I have been riding ~12 yrs (with very little air time ) and no real injuries. Had a close call with a tree last weekend though - whipped around...
I have the first one (don't use it anymore but used to a lot) but since buying it have tried something like the second in a gym and like it better.
yes
This is a tougher question. Some purists would consider most of this stuff data mining. I think you can learn all the stats rules you want, but...
Cool! But if you want to be formal about it, this does not get you all the way to independent observations. For example, if two trades are...
Thanks. Do you use/reccomend this? Merging can be painful.
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