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  1. 2

    what happens if people managing ETF's 'collapse'?

    If the provider collapses vultures would swoop in to take over. I doubt there would be a wind down if the etf had volume
  2. 2

    How do EReader and EReaderSignal work?

    You might want to search or write a simple Java program that creates a thread and uses notify or notifyall. Or search sockets poll/select
  3. 2

    Volatility vs Risk

    Yes, insurance companies do it
  4. 2

    American debt

    MMT is in the arsenal of the economic hitman. Appears ETs resident comrades like it maybe for its effect of increasing government dependence
  5. 2

    American debt

    didn't think anyone took mmt seriously.
  6. 2

    Stat Arb is out: Millennium Shuts Down Pioneering Quant Hedge Fund

    anyone know how many round turns the fund made per year?
  7. 2

    Exploring the Potential of Synthetic Data in Trading Strategies

    I just use real historical time series returns and shuffle them. You get same mean and variance
  8. 2

    EWrapperMsgGenerator in IBAPI Java

    looks like it just returns String from static functions. More utility than anything. I dont see it used anywhere other than samples and tests
  9. 2

    (brazil) ONE-DAY INTERBANK DEPOSIT FUTURES CONTRACT

    anyone familiar with these? trade on bovespa (brazil)
  10. 2

    LimeTrader API does not have stop orders, why?

    https://docs.lime.co/ FIX and binary offer stop
  11. 2

    Best Buy Sell Triggers for Algos.

    I would compute a fair value for XYZ or an arbitrage free price for XYZ. then when XYZ is off you buy or sell. If you want to disregard markets and play with lower level tech then maybe other opportunities exist
  12. 2

    Quote Ask price versus (LastTradeAmount + 0.01)

    if there is a way to consume top of book or nbbo or something like that then you get the highest bid and lowest offer. usually store them in a hashmap/table or tree (avl)
  13. 2

    Best Buy Sell Triggers for Algos.

    you're not consuming the most important data. quotes
  14. 2

    Consumer Sentiment just came in Way Below estimates--

    unchanged on 3 year timeframe. what am I supposed to be seeing?
  15. 2

    What will the June FOMC week bring?

    you're a week late
  16. 2

    Algo & Quant traders

    here's a multiplier for your returns import numpy as np sigma=.2 r=.043 atmK=32. d=45 magic = lambda N: N/2*sigma * np.log(N*r) * (( r**2* 1/r ) - (r**atmK * r**-(atmK-1))) * np.sqrt(d/360.) magic(5_000_000)
  17. 2

    The launch of actively quoted complex orders on Cboe Global Markets

    Is this a combinatorial auction or more like implied in/out. Or something else?
  18. 2

    Working at Lightspeed-Client Service Representative

    If the job was 100% remote I offer to automate it. AI chat. Ai generated documentation. AI generated everything... Licensed and "rebates" to who found me
  19. 2

    Quote Ask price versus (LastTradeAmount + 0.01)

    Last traded price 100.00 Qty 50 Your buying price 2.01 Yes, you can do that:rolleyes:
  20. 2

    can you see stop loss/limit orders triggers on chart and tape?

    Your assumptions don't exist in the real world. Your question makes no sense
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