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execution quality at the open & close
I’ve been trading an increasing amount at the open and close of the equity markets using market-on-open (MOO) and market-on-close (MOC) order types and have found that the quality of executions varies...
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billions and billions
While Carl Sagan’s famous formulation introduced a generation to the vastness of the cosmos, more recent history suggests that his memorable term might now be more aptly applied to financial extents:...
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managing tick data with hdf5
One of the nicest things about the holiday season (Happy New Year, btw) is that it provides a lovely opportunity to spend some quality time with a project that’s a bit more exploratory than might be...
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dingbat kabuki
Like many Americans, last night I dutifully switched on my TV at 9pm to see the State of our Union. Always a spectacle, America’s leadership have upped the surreality ante with the bizarre backdrop...
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