I'm not sure I understand, "consider sleep a luxury" implies that one is used to not getting much sleep or does not require it. Sounds like a...
Given the military background and poker skills, which indicate both discipline and a good head for numbers/risk, I am sure many shops would be...
Come on man, try to keep up. As long as you know it's not likely the full size, then you have a lower bound. And since you're not getting routed...
Just got here. Was looking at some forums to talk trading and ask a few questions about a new HFT project of mine. Believe it or not, there are a...
What a stupid and arrogant comment. Based on your later description it seems clear they aren't showing an aggregated NBBO. It's not fake, just not...
A few points to be made (seems there is misinformation here): 1. TD is presumable posting the number of lots for NBBO. This is all that matters....
Keep in mind that all the work to trade (hence remove) these arbs does improve market quality. It's certainly a good thing that people are willing...
Algorithmically or discretionary?
What sort of stuff do you trade?
In some sense yes, although at there size there were other issues related to market impact by other groups in that trade ect. Also, if they could...
Math and I currently work in the field. You?
Few points: - triangle arb is a "hard" arb. This means that it is truly risk free (provided one can get exposure while the mispricing persists)....
Haha, yes, I believe so.
Think you can scale the strategy to a shorter timeframe/do more volume? If so, you can probably get a better fee tier and make money on that trade.
You may want to go back and do an analysis of the market when the strategy did and did not work. Measure several statistics and compare the two...
Have you looked into why it might work/not work depending on market schemes?
A very direct method is to compare price to VWAP (volume weighted average price). VWAP essentially skews prices based on the volume at each price...
Hi, Just wanted to reach out to any NJ based traders. Feel free to post here or shoot me a private thread.
A few things come to mind: From a trading perspective: - Poorly written algorithms are very easily confused by irrationality. The use of...
Thank you for your detailed response! Very interesting information. Like I said, my experience in equities and options so this is quite new to me....
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