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seen May 7 '13 at 15:02

Dec
7
accepted Understanding Passive Rebate Arbitrage
Dec
7
asked Understanding Passive Rebate Arbitrage
Nov
17
asked Why is random trading minus transaction costs not zero expected value?
Oct
30
asked What are the proper metrics to look at for checking discrepancies in these two time series
Sep
29
awarded  Yearling
Jul
17
awarded  Peer Pressure
Jul
13
accepted What is a good source to learn the different nuances of electronic orders and their nature?
Jul
13
accepted With there being such a high demand for electronic trading or just trading in general why are market hours so limited?
Jul
12
asked With there being such a high demand for electronic trading or just trading in general why are market hours so limited?
Jul
12
accepted What does ABBO (Away best bid and offer) refer to?
Jul
11
asked What does ABBO (Away best bid and offer) refer to?
Jun
12
asked What is a good source to learn the different nuances of electronic orders and their nature?
Mar
8
asked Where can I find some examples of high frequency or stat arb trading algorithms beyond basic textbook pairs trading?
Feb
1
accepted What exactly is meant by “microstructure noise”?
Jan
27
awarded  Supporter
Jan
27
awarded  Scholar
Jan
27
comment From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?
Thank you for the very thorough response!
Jan
27
accepted From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?
Jan
27
awarded  Nice Question
Jan
25
asked From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?