Palace Chan

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visits member for 1 year, 8 months
seen May 7 at 15:02
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Jul
13
 asked What is the difference between a trade and a cross - particularly regarding TSX crossing facilities?
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?
Nov
21
 comment Algorithms for predicting a couple points in the future
you're probably right, ill take it over there
Nov
20
 asked Algorithms for predicting a couple points in the future
Nov
11
 comment What exactly is meant by “microstructure noise”?
I presume the paper I saw clobbered with the term was referring to the first usage. What is the cause of this disturbance which affects HF estimates and not less frequent data?
Nov
11
 awarded  Student
Nov
11
 asked What exactly is meant by “microstructure noise”?
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