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Event-based. The end.

Study this. It details what you should NOT be doing, but others think they are above the law. http://www.cftc.gov/idc/groups/public/@lrenforcementactions/documents/legalpleading/enfigorcomplnt101915.pdf

ftp://ftp.nasdaqtrader.com/symboldirectory/

Agree with what Johanmul has stated. Time of day, product and specific microstructure will all affect your prediction accuracy. Also big difference between 1 and 5 min prediction. But is there any reason to force your prediction to these arbitrary time frames? You may already be doing so, but...

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 prepared to carry larger positions with appropriate hedging, or we can severely restrict position size and seek rapid-fire turnover. While the latter...

There are many opportunities for the market maker to turn over his inventory intraday. But he still has the choice of whether he should aggressively flatten his position to control risk or if he should let the position breathe, either with or without a hedge. I am inclined to believe the market...

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 17.227. Is he trying to immediately flip this at ~17.24, and if it looks like the price is about to tick down he will sell his 500 shares @ ~17.23, or...