Event-based. The end.
Study this. It details what you should NOT be doing, but others think they are above the law....
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Agree with what Johanmul has stated. Time of day, product and specific microstructure will all affect your prediction accuracy. Also big...
Just to bring some closure to this thread, I've confirmed with some respected players that both approaches are valid and work. We can either be...
There are many opportunities for the market maker to turn over his inventory intraday. But he still has the choice of whether he should...
1. Do market makers average down and hold inventory for many minutes or hours, even days? Say a market maker buys 500 shares BAC @ net price of...
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