wildbunny

11 reputation

	11 reputation	bio	website	wildbunny.co.uk/blog	visits	member for	5 months
2 badges		location	United Kingdom		seen	Apr 28 at 18:57

9 Actions

Dec 19	comment	Calculating true value of a stock given the order-book and recent trades @KevinSchmit Thanks for the link, appreciated.
Dec 19	comment	Target daily ROI for a market-making algorithm I would love to, but I need a certain number of points before I'm allowed to, which is looking impossible since this question has been down-voted so much :)
Dec 18	comment	Target daily ROI for a market-making algorithm Some additional research suggests that 1% might be optimistic for a daily ROI.
Dec 18	awarded	Scholar
Dec 18	accepted	Target daily ROI for a market-making algorithm
Dec 18	asked	Target daily ROI for a market-making algorithm
Dec 18	comment	Calculating true value of a stock given the order-book and recent trades I think you might well be right. So is the mid-point of the spread a good indicator for true value?
Dec 17	awarded	Student
Dec 17	asked	Calculating true value of a stock given the order-book and recent trades