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Feb
25
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Feb
25
answered What are some research articles on using principle components to generate alpha?
Feb
20
comment Calculating true value of a stock given the order-book and recent trades
What kinda of technical infrastructure will you use in R/T? This may seem unrelated but it defines the outer boundries of the techiniques you can realistically use to accomplish your goals
Feb
20
comment Calculating true value of a stock given the order-book and recent trades
By "market making POV" do you mean that you be a price maker as opposed to a price taker most of the time. i.e. you will sit on the bid/offer with open orders most of the time?