This is wrong. Any firm or independent that clears through a prime broker can get accurate volume data and/or realtime swap/repo/fx...
You can't or will likely have to have special software to chart the tick of more than one instrument (on a single chart). You can't chart the tick...
You can use futures data instead. It works very well for VWAP analysis. Highly recommend. The only problem is you have to learn futures and how...
Also, this one is relevant here. A fuckin' Ph.D researcher takes on NYSE internals!...
The website seems pretty naive. The important things in FX trading are like VWAP, momentum and volatility. The FX fundamentals stuff is really...
What exactly are you doing? Curve fitting what, and to what data? The order of the regression matters. The assumptions about parameters and...
The Intercontinental Exchange owns the rights to the dollar index. Currently, they have some of the highest fees of any major exchange. I build...
I would be sure to watch GBP/EUR and USD/JPY as well as USDX, and maybe some Asian exotics. Make sure you keep up on rates if you are in these...
The Wiener process is the one used in quant finance, based on Brownian motion. This is an example of how its "self-similar" just like a fractal....
MMT is hiding behind a dishonest accounting of inflation, as well as a complete denial of responsibility for the spillover effects causing massive...
This is a good question. First, you can definitely use volumes and VWAP, and IMO, it's even more effective than when you use it on the...
I would imagine you would need a fairly robust set of metrics from multiple datas, and likely, a non-trivial understanding of probability theory...
The rate spreads with the performance bond offsets (duration spreads), i.e. 2s/10s, 5s/10s and the NOB/BOB butterflies have even crazier leverage....
The quants always say the lit exchanges are the most expensive place to trade. Maybe this is part of an effort to reduce costs vis-à-vis dark...
Does this mean NYSE, NASDAQ, etc. will have to quote half-cent on stuff like XLK SPY QQQ UBT TMF TLT and FAANG stocks? (mag7) I would love to...
One thing to think about, if I may. Most participants are buying/selling ES as a hedge. Their portfolio has a beta, and they're in this trade to...
The funny thing is, yea a nominal rate at 5% may arguably be "restrictive", but most of the curve is far below that. Wildly inverted yield curve...
For me doesn't matter. I don't really fuck with options either, but you don't have to. To put things simply, the mega cap stocks are all hedged...
You can go to programtrading.com to read about US listed market algos, or you can check out mrtopstep.com or you can go check out something like...
Interesting. I did the research for this a while ago. This is a model for pricing the difference based on the risk-free rate and expected...
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