11 reputation
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bio website wildbunny.co.uk/blog
location United Kingdom
age 37
visits member for 1 year, 4 months
seen Apr 28 '13 at 18:57

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