Search results

chump change for BNP

Most of the podcasts are good value since they give you a feel for the breadth of trading styles out there: Chat with Traders, Top Traders Unplugged come to mind but there's probably a few more out there that are worthwhile too.

Clearly they are going to drink malk (with vitamin R)

How many buckets can I buy from this shop for $100?

I looked at this company a while ago as a secondary backup source of daily data. Volume is consistently too low (Yahoo has this issue too) compared to a full data feed. They must be excluding some trades. The volume level exactly matches Yahoo so it's just a copy job of Yahoo (or they use the...

eodhistoricaldata exhibits the same data errors as Yahoo - I guess they just scrape from Yahoo and put a price tag on it. Their price adjustment algorithms are broken too. It's cheap for a reason!

@Mnewton. They can be. But all trades need to be reported within the reporting parameters. US$200K+ penalties.

The post appears to show a screenshot with no trade flags at all and lots of aggregated trades. You need to see the individual trades and the flags (condition codes) on each one.

Show us an exact transaction with all flags.

The exact rules are here: https://www.finra.org/industry/trade-reporting-faq See Q100.9 Trades outside of normal market hours have different reporting rules.

Must report within 10 seconds

Sounds like a CFD using crypto. Some serious concerns: Counterparty risk issues? Front-running orders? What conversion rates are used etc.

Actually, they only relate to odd socks. The odd socks can only be bought in any quantity less than 100. Personally I have about 15 odd socks. I hope Bloomberg and DX.Exchange can help me find the missing odd socks because I don't know how which form to fill out to tell the IRS about them.

You can get specific per-stock per-dark-pool trading stats here, aggregated on a weekly basis: https://otctransparency.finra.org/

This will show you where the trading is at. https://markets.cboe.com/us/equities/market_share/ Tape A = NYSE Tape B = "Regionals" - pretty much NYSE Mkt, NYSE Arca Tape C= Nasdaq All dark pool trades need to report into the TRF - but not all such TRF trades come from a dark pool.

Sure - but, as published, it still has survivorship bias - it's really not a good simulation of the Clenow strategy at all. I've actually read and implemented the Clenow strategy using historical index constituents and the backtest result is very different from the current constituents and even...

Re Clenow strategy - you've got some serious survivorship bias in your code. Otherwise, your engine looks interesting.

With shit liquidity! "Will see money being made" - really? why?

For stocks, whilst there might be lots of excitement involved in after-hours trading, mostly liquidity is terrible during this time. Futures are a different beast.

Looks like Pascal to me.