Flow Toxicity: Volume-Synchronized Probability of Informed Trading

Quantitative Trading offers an interesting read on Volume-Synchronized Probability of Informed Trading vs Quote Rule – based on research. Comments are worth a read.

Leave a Reply Cancel reply

Enter your comment here...

Fill in your details below or click an icon to log in:

Email (required) (Address never made public)

Name (required)

Website

You are commenting using your WordPress.com account. ( Log Out / Change )

You are commenting using your Google+ account. ( Log Out / Change )

You are commenting using your Twitter account. ( Log Out / Change )

You are commenting using your Facebook account. ( Log Out / Change )

Cancel

Connecting to %s

Tales from a Trading Desk