Timeline for Predicting microstructure momentum in market making
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 7, 2019 at 7:51 | comment | added | wildbunny | Do you just employ a stoploss to cover those situations where you're at maximum permissible inventory when the market moves against you? | |
| Feb 6, 2019 at 20:02 | comment | added | Ezy | You should never put yourself in a situation to hold a larger position than you are ready to hold. There is no magic bullet. | |
| Feb 6, 2019 at 14:44 | comment | added | wildbunny | What if you are already in a heavy position? Simply closing the position on strong signal could lead to death by a thousand cuts if the market then reverts post close instead of continuing to trend | |
| Feb 6, 2019 at 14:36 | history | answered | Ezy | CC BY-SA 4.0 |