network profile
| bio | website | |
|---|---|---|
| location | Russia | |
| age | ||
| visits | member for | 1 year, 8 months |
| seen | May 21 at 20:34 | |
| stats | profile views | 70 |
|
May 21 |
comment |
help me compare methods to compute one instrument price from another instrument price thanks, currently i've switched to "mean of ratios" and it seems it's much better. |
|
May 21 |
awarded | Scholar |
|
May 21 |
accepted | help me compare methods to compute one instrument price from another instrument price |
|
Feb 5 |
awarded | Popular Question |
|
Nov 12 |
awarded | Popular Question |
|
Sep 4 |
awarded | Yearling |
|
Jun 30 |
comment |
help me compare methods to compute one instrument price from another instrument price @chrisaycock I want to know the difference between 1 and 2 from mathematical point of view. What are prons and cons of these calculations? What behavior should I expect from TruePrice when these algorithms are used, or they are pretty similar? |
|
Jun 29 |
asked | help me compare methods to compute one instrument price from another instrument price |
|
Oct 27 |
awarded | Commentator |
|
Oct 27 |
comment |
What strategy would benefit most from having the fastest connection to the exchange? Thanks. I can't find on the referenced website what is "Equity price arbitrage in fragmented markets". Do you have direct link desribing this term? |
|
Oct 26 |
comment |
What strategy would benefit most from having the fastest connection to the exchange? Thanks, do you have concrete example because HFT is too general. I think classical arbitrage and statistical arbitrage would benefit from the low-latency connection, what else? Probably someone can add a link to most popular HFT strategies with detailed description... |
|
Oct 25 |
asked | What strategy would benefit most from having the fastest connection to the exchange? |
|
Sep 20 |
awarded | Nice Question |
|
Sep 9 |
comment |
Techniques to optimize the placement of orders in market making strategy? "Stop moving price if price moves too often without actual trades" - then likely my price will be beat by other trader. for example if I buy 1000 lots by 100.01, another trader immediately buys by 100.02... but thanks for these advices anyway, probably I will use them somehow |
|
Sep 9 |
comment |
Techniques to optimize the placement of orders in market making strategy? i am not authorized MM |
|
Sep 5 |
awarded | Supporter |
|
Sep 5 |
comment |
Real-time & Fast S&P 500 E-Mini Futures (ES) Data I don't know. I was using ninja trader. I don't know how to export data from ninja to outside, but I'm sure it should be possible... |
|
Sep 5 |
comment |
Real-time & Fast S&P 500 E-Mini Futures (ES) Data thanks Dmitry, 1500 Euros is too expensive for me now, but thanks for information may be I will use this service one day :) I can pay 100-200-300 Euros per month otherwise It seems I have to stay with zen-fire. |
|
Sep 5 |
asked | Real-time & Fast S&P 500 E-Mini Futures (ES) Data |
|
Sep 5 |
revised |
Techniques to optimize the placement of orders in market making strategy? edited title |
