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  1. 2

    Large clearing firm to go public via spac

    i thought spacs were modern day shelf companies. They are already public and others can use them to sell there company without the ipo.
  2. 2

    Payment for Order Flow: An Explanation of the Practice and the Debate

    tl;dr simpler. private companies now own toll roads and parking meters because steady flow provides income
  3. 2

    sp500 index options electronic auction mechanism

    calcutta auctions seem to overpay for purchases :sneaky:
  4. 2

    Copper?

    ECH sumitomo
  5. 2

    sp500 index options electronic auction mechanism

    it has to be a market order? single options or spreads too?
  6. 2

    sp500 index options electronic auction mechanism

    cboe will enable sp500 index options electronic auction mechanism feb 22. Anyone have info on this other than cboe website?
  7. 2

    Question on usability of autotrading program

    agree with el trado. I was part of a 2 man team about 7-8 years ago trading ~1M shares a day. Architecture and software design is key. also, the people watching monitors all day are not traders in "autotrading"
  8. 2

    Running multiple API spreadsheets simultaneously with TWS

    no. there is one api socket used for tws
  9. 2

    Bubble basket

    i like it. heres max sharpe allocation I get from 2020-03 Allocation LYFT 8.337216e-16 PLTR 1.697948e-01 UBER 4.999117e-16 MSTR 1.554274e-01 RDFN 6.656660e-16 Z 1.552656e-02 ZM 2.624606e-02 OPEN 6.972099e-02 PTON 1.489646e-01 SNOW 6.935478e-15 DASH 5.451676e-15 SPCE...
  10. 2

    High-speed trading firm is going to war with the SEC

    so d-limit order allows the retail investor to post phantom liquidity. Once it is about to get hit it is pulled. Isn't that what many on ET cry about?
  11. 2

    High-speed trading firm is going to war with the SEC

    after reading this, it seems like the d-limit order is not really cxl/replaced it is just given a better fill price. Doesn't seem fair https://iextrading.com/trading/order-types/#:~:text=Discretionary%20Limit%20(D%2DLimit)%20behaves%20like%20a%20regular%20limit,1%20MPV%20outside%20that%20level.
  12. 2

    High-speed trading firm is going to war with the SEC

    how does d-limit work? If I place a buy limit at 50.62 and market is 50.64/50.65 ticking down, does it then change my order to 50.61? Where am I placed in the queue?
  13. 2

    Delta Hedging

    all
  14. 2

    You Longer Term Traders: Trend, Position, etc...What are your Primary Triggers to Enter a Position?

    buy a sector, market index, or country etf when there is a panic crash.
  15. 2

    Aspiring Quant

    https://www.kaggle.com/c/jane-street-market-prediction read the discussion.
  16. 2

    Stochastic process for irrational stocks

    try jump diffusion
  17. 2

    Ken Griffin's Citadel Securities reaps record $6.7 billion on volatility

    not necessarily volatility but volume. they are toll collectors. which is why nyse specialists, dpms, top step pit traders did well... buy the bid/sell the offer. eurodollar pit was huge and they never moved
  18. 2

    Template for Model?

    inputs algorithm output
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