Timeline for Control for bid/ask bounce in high-frequency trade data?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 1, 2013 at 19:26 | vote | accept | Shane | ||
| Sep 11, 2011 at 5:57 | answer | added | Foo Bah | timeline score: 17 | |
| Sep 8, 2011 at 19:21 | history | edited | Louis Marascio |
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| Jun 24, 2011 at 17:54 | history | tweeted | twitter.com/#!/StackQuant/status/84318568505802752 | ||
| Jun 23, 2011 at 15:33 | answer | added | Richard Herron | timeline score: 15 | |
| Jun 23, 2011 at 13:48 | comment | added | chrisaycock | Given sufficient liquidity, I just mark positions to mid; the last trade price can highly variable. | |
| Jun 23, 2011 at 6:20 | answer | added | NPE | timeline score: 9 | |
| Jun 23, 2011 at 1:47 | history | asked | Shane | CC BY-SA 3.0 |