Short Away Quants: NYSE Eliminates Trading Curbs Dating Back to 1987

Quote from Spectre2007:

Looking at price action it seems that they have, but I have no direct knowledge of it being implemented.

http://pompone.cs.ucsb.edu/~rich/publications/gridsat-journal.pdf

page 4 gives a basic description of the chaff algo.



another great link.

http://www.cs.cornell.edu/~sabhar/publications/thesis-chap/cl.pdf

http://www.cs.uiowa.edu/~fuchs/PAPERS/darwin-ESFOR.pdf
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Hey thanks. I've been working on a project that skirts this topic but with only marginal success. The complexities of developing and implementing this surpass my abilities at present.

I have alot to learn.
 
I have a very personal satisfiability solver - called my "brain". By the way, don´t want to complain about volatility. Stronger VIX uptrend always in the best interest of market participants in our search for market equlibrium, or ? :D
 
Quote from ASusilovic:

I have a very personal satisfiability solver - called my "brain". By the way, don´t want to complain about volatility. Stronger VIX uptrend always in the best interest of market participants in our search for market equlibrium, or ? :D
More...

the only advantage computers have:

1) speed
2) endurance
3) discipline

humans:

1) complex pattern recognition from price and external events.
 
Quote from Spectre2007:

the only advantage computers have:

1) speed
2) endurance
3) discipline

humans:

1) complex pattern recognition from price and external events.
More...

I like the "complex pattern recognition" part ! :p :p :p
 
Quants don't "short"... gamblers "short".

Quants build market neutral Porfolios...
That are close to 50/50 Long/Short at all times.
 
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