Anyone have any idea how much volume is generated by algo's/black/gray boxes as a percentage of the total volume in the Bund and Eurostoxx?
It's feeling mighty model driven more and more,just wondered if anyone had any facts rather than speculation('scuse the pun).
Thanks in advance
Aaron
It's feeling mighty model driven more and more,just wondered if anyone had any facts rather than speculation('scuse the pun).
Thanks in advance
Aaron