Viewing profile — matred

I’m not sure you’re reading that correctly, since the response concerned the idea that the core goal of financial markets is X, and you respond with a statement on equities markets…

I’ve never see his research brought up amongst quants or traders, but I like his writing. Does anyone who works in this field know of it being currently applied?

The majority of the market, by flow, is open 23H a day during the week, and opens Sunday evening.

that falls into the category of knowing the “true” price better than you do

Sure, but those short-term active strategies have little impact next to what big paper will lift in major macro markets.

The culture of HFT (CS/JS/CHI.*/Optiver/IMC) is not 80/90/2000’s IB.

Nicely organized and dense. Thanks for the material!

No it isn’t. Most markets, in terms of their daily volume, are open at night, but very thinly traded until EU hours, but some do see action in Asia hours. It’s just about liquidity…