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I don't read books for advice. If I did I'd be in the self help section.

When was the last time you wrote a national best seller?

Jack, My constraints allow you to concisely profile, yet you choose not to..

You can predict my questions as you please. But you still haven't answered it... I don't disagree w you entirely

MC, with some due respect, what about all the TF funds that fail?! How does your list control for survivorship bias.

I was asking for work like Lo, Mamaysky and Wang 2000, or Blume, Easley & O'Hara 94, who show TA provides some value but using data post 2001.

Has anyone thought about why the big guns don't lobby transaction tax proposals?

Has anyone posted or cited something from an upper tiered peer reviewed journal (if so please re-post) or do y'all just use yingyang's blog posts to defend your positions? Hershey kiss- if you reply to this please post <150 words

I've forgotten about it. Great song!

By the way that is a classic surf move and has nothing to do with me. Regardless I am sorry you feel this way but I think it's time we move on... Hopefully this year we choose a place with better smoke eaters or smoke free. Happy new year mr logic

Speaking of class and manners, did you ever thank surf for hosting such a gracious event? Or does the overwhelming hurt of him leaving early not allow you to? There were plenty of traders there for you to speak to and the only time I drag surf is behind closed doors so please stop nagging...

1. The lovely spydertrader was wearing sneakers not flipflops and was an asset to the get together. 2. Since you obviously don't frequent cigar bars, I will clarify: the smoke eaters were out that night. 3. You are just soooo upset that the Great marketsurfer left early that two years later...

Excuse me while I kiss the sky... My point was that dark pool block trading facilities exist in derivatives markets with reporting lags for hedging purposes. Instinet, Archangel are just a few examples. You disagreed that block trading facilities and dark pools can be the same using equities...

There is no pre-arranging in POSIT or Liquidnet, both being dark POOLS for large buy-side traders. POSIT is a call auction which matches the buy and sell orders and attempts to mitigate front running by not revealing orders to the market. The issue with POSIT arises from order imbalances not...

I see your point but disagree, regardless of the "funny" way the retail street would look at me. There is a LARGE relationship between dark pools and block trades. Further, block trades executed <i> away from a centralized exchange</i> comply with different regulations.

Dark pools originated for trading block transactions...

Futures have a 5-15 minute delay for block trades depending on jurisdiction. Equities are shorter, yes.

You have different benefits with dark pools. First, there is a minimum threshold for size; set buy an amount of volume that would move the price. The threshold is set in order to not allow a dealer or another trader to front run (or step ahead of the order and ride the price change ahead of...

Because the information content of trades from the overnight trading is not reflected in prices until after the open.

I agree with maverick. I thought the movie was great and represented the industry as it is today and not how you old school traders remember it - going to NYC with your zero-haliburton briefcases and polyester shiny suits with gel slicked back locks looking for donald trump. I also think the...