For any new readers from Jeff Watson, ResearchPuzzle, or StromMacro, I am currently working on:
Rebate Captures and Choice Markets: A look at intraday TAQ data on SPY and possibly others to discover how often the bid/ask spread is choice/locked (the same) or inverted (higher bid than the current ask). If you would like me to discuss any stocks or futures in particular in this regard, please email me with their symbol(s).
ETF/Futures Arbitrage Series: FXB and 6B: An exciting analysis of what has previously been touched on here, and a topic I hope will be a regular here on Front-Run the Delta.
How Knight Makes a Market: Knight Capital (KCG) is an active participant in OTC and Pink sheet markets. This post will deconstruct how exactly Knight and it's competitors are able to make a market in certain stocks around the world.
Please keep me accountable.
Showing posts with label choice markets. Show all posts
Showing posts with label choice markets. Show all posts
Monday, July 11, 2011
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