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Nov 19 |
revised |
What does “Inst. Own” mean on Google Finance, and how can AOL be 103% “Inst. Own”'d? edited tags |
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Nov 19 |
revised |
Comparing investment opportunities questions (from interview) edited tags |
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Nov 19 |
answered | What does “Inst. Own” mean on Google Finance, and how can AOL be 103% “Inst. Own”'d? |
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Nov 19 |
revised |
R code for Ornstein-Uhlenbeck process edited body |
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Nov 19 |
awarded | Custodian |
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Nov 19 |
comment |
Why would a trader quickly flicker an order immediately preceding a tick away? The post only order is treated as Price to Comply when it would lock/cross another protected quote it is booked at 15.16 but displayed at 15.15. If the order isn't re-entered at 15.16 then all displayed bids that join the new level at 15.16 will have priority. There really is no hope of execution at 15.15 given the state of the market, at least not in the immediate future since the tick is "imminent". OUCH ports can be configured to automatically re-enter Price to Comply orders that were slid for this reason to avoid the add/cancel spam. I'm not sure why this trader doesn't use that feature. |
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Nov 19 |
accepted | Why would a trader quickly flicker an order immediately preceding a tick away? |
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Nov 18 |
comment |
Testing for stock market herding over short periods Welcome to Quant.SE. You might consider registering as it may prompt some others to seek out an answer if they know you're a part of the community. |
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Nov 18 |
comment |
What kind of return can an average algorithmic trading firm achieve today? Welcome to Quant.SE, thanks for posing your question. We're trying to grow the community so please keep coming back and participating. |
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Nov 18 |
reviewed | Reviewed What kind of return can an average algorithmic trading firm achieve today? |
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Nov 18 |
revised |
What kind of return can an average algorithmic trading firm achieve today? editted for clarity, grammar, etc |
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Nov 18 |
comment |
Why would a trader quickly flicker an order immediately preceding a tick away? Kevin, that sounds like a good explanation. Can you add that as an answer? |
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Nov 17 |
comment |
Why would a trader quickly flicker an order immediately preceding a tick away? No, I don't believe so. I just spot checked a few instances and did not see a case where the orders alternated back one level. They stayed at the current bid level. There are no executions, it is an out-right cancel. |
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Nov 17 |
revised |
Why would a trader quickly flicker an order immediately preceding a tick away? spelling in title |
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Nov 17 |
comment |
Why would a trader quickly flicker an order immediately preceding a tick away? No, the quote stops flickering after the ask gives way and the spread widens. |
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Nov 17 |
revised |
Why is random trading minus transaction costs not zero expected value? added bits about future midpoint |
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Nov 17 |
answered | Why is random trading minus transaction costs not zero expected value? |
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Nov 17 |
asked | Why would a trader quickly flicker an order immediately preceding a tick away? |
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Nov 17 |
revised |
Why is random trading minus transaction costs not zero expected value? edit title, tcosts -> transaction costs |
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Nov 16 |
revised |
Missing factor in the factor model formatting |
