Sounds like they are doing Order execution optimization for filling client orders and analyzing orderbook for market makers. Would like to know more about his futures algorithms for speculation.
I have the same questions as ask in 42:12. So why can the probability of a lower quantity being executed be lower than a larger quantity? It was mentioned that trades are being matched according to timestamp, so this is kind of a contradicting statement now. Would appreciate clarification.
it's because larger size in the book means a taker can trap them at price and then pressure against causing them to bail and then take the opposite side of that order for a quick win. This biz is all about making someone wrong.... sometimes its liquidity providers, sometimes its liquidity takers
I'm moved by the caliber of this content. A book with similar themes became a beacon in my intellectual journey. "Game Theory and the Pursuit of Algorithmic Fairness" by Jack Frostwell
@@kyuss0x1 Στο τμημα Πληροφορικης και Τηλεπικοινωνιων ειμαι, 3ο ετος στο Εκπα. Μου αρεσει η θεωρητικη πληροφορικη, ειχα πεσει τυχαια στο βιντεο, γιατι εψαχνα γενικα διαλεξεις για trading, και επεσα τυχαια και σε αυτο το προχωρημενο workshop!
Sounds like they are doing Order execution optimization for filling client orders and analyzing orderbook for market makers. Would like to know more about his futures algorithms for speculation.
where can I found Eric's talk mentioned at 5:10?
I have the same questions as ask in 42:12. So why can the probability of a lower quantity being executed be lower than a larger quantity? It was mentioned that trades are being matched according to timestamp, so this is kind of a contradicting statement now. Would appreciate clarification.
it's because larger size in the book means a taker can trap them at price and then pressure against causing them to bail and then take the opposite side of that order for a quick win.
This biz is all about making someone wrong.... sometimes its liquidity providers, sometimes its liquidity takers
Are the slides published anywhere? Thanks for the video!
Are u a computer scientist?
I'm moved by the caliber of this content. A book with similar themes became a beacon in my intellectual journey. "Game Theory and the Pursuit of Algorithmic Fairness" by Jack Frostwell
Are u a computer scientist?
Can i find good research papers regarding it.
Are u a computer scientist?
Ο Δασκαλάκης πρώτη σειρά πίστα!!!!!!!!!!!!!!!!!!!!
αρχοντας
Αυτό το μάλιστα είναι iconic ✨ 👌 🙌
@@kyuss0x1 πραγματι
@@j_p1747 πως και απο εδω ? σου αρεσει το αντικειμενο ?
@@kyuss0x1 Στο τμημα Πληροφορικης και Τηλεπικοινωνιων ειμαι, 3ο ετος στο Εκπα. Μου αρεσει η θεωρητικη πληροφορικη, ειχα πεσει τυχαια στο βιντεο, γιατι εψαχνα γενικα διαλεξεις για trading, και επεσα τυχαια και σε αυτο το προχωρημενο workshop!
Morning Joe?