Search results

I don’t want to read other people’s research, I’m looking for a better way to manage and track my own.

Just surveying the field. What are some good note taking tools for trading and/or company coverage? Any suggestions or ideas for research management?

I don’t think they are commenting on causality.

I think your mistaking what they’re saying. No one says “yields are rising therefore prices are down.” People say “yields are rising, as the markets move lower.” When yields and stocks rise = investors are positioning (marginally) for more risk. AKA “risk on.” When yields fall and stocks fall...

Fx markets don’t really start or end. There are busier sessions during Asian/gmt/est hours, because that’s when most transactions take place.

On the contrary, Wall Street analysts are typically subject matter experts on their coverage universe. I would pay close attention to the argument they lay out, and then determine if I agree or disagree with them.

No

Great post. Mental health is a real issue and top traders will prioritize it. Learn to build boundaries from the market, maintain an active lifestyle, and pursue other interests after hours are some tips I’d give. When I worked on the sell side (investment bank), I worked 60-80 hours per week...

Tableau

Why do you think they will beat? What’s the basis for that?

Why not download the data yourself and run the correlations? They’re not static; it’s useful to examine how correlations change overtime.

no but you may have trouble crossing (getting filled)

Vwap is more of a benchmark price and less of a strategy. You can run a vwap (best efforts or actual) to try to match the realized vwap but that’s not helpful if you’re moving real size as you move the benchmark. TCA is a huge part of buy side trading and firms are constantly looking for ways...

He also derided knowing about market microstructure in another thread :rolleyes: but that’s ok, hopefully subsequent posts and threads will be more interesting.

That’s different. Here’s the link you’re looking for: https://www.finra.org/filing-reporting/market-transparency-reporting/trade-reporting-faq

Within 10 seconds during normal hours. Off hours have certain cut off points.

Excel. You can use iex data or pay for something integrated. Some software will also let you calculate it in app.

Not using standard language just makes it harder to make comparisons across systems. Generally, folks that don’t like their performance against a benchmark like to tweak language to make their systems look better. But that’s only fine if you care more about your ego than your pnl.

Go through the market microstructure section: https://www.elitetrader.com/et/threads/elite-trader-school.360180/

Yes on the tape. For example: You want to buy 50k shares of Ford - the total liquidity around the market price is say 5k shares - you would route your order to 5-6 brokers simultaneously and would first get filled at nbbo before getting the dark pool price - unless you are the participant...