Tag Info

New answers tagged

0

From what i understand about Athena's strategy, they always wanted to execute on the imbalance. They would drive the continuous price in one direction and cover in the cross at an in-/de-flated price. Setting the sell price of an imbalance only order would basically be like sending a market order and give them the best chance of executed on the imbalance ...


1

From the Nasdaq page, IMBALANCE-ONLY CLOSE ORDERS Provides liquidity intended to offset on-close orders during the Closing Cross. Must be priced (limit), no market IO orders. IO buy/sell orders only execute at or above/below the 4:00 p.m., ET, bid/ask. They simply mean they were +\$0.01 or at \$23.56 from the price on their sell ...


3

Unfortunately, there is no correct answer for this question, it's like what car you should drive on your weekend. C++ is a popular language in quantitative finance, but it's usually (but not always!) only used to build the application backbone, such as derivative pricing. Why C++? C++ is a good choice because C++ is platform independent, we can natively ...



Top 50 recent answers are included