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11-29-2011, 07:27 AM
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  | Where Would Be a Great Place to Have a Discussion About Microstructure Modelling? Is anyone here interested in microstructure models? Or would anyone be able to recommend a place / forum etc to talk about them? Thanks in advance DM | ||
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11-29-2011, 11:03 AM
| #2 | ||
 | Re: Where Would Be a Great Place to Have a Discussion About Microstructure Modelling? are you talking about tick trading, fractal analysis of markets or something similar or something completely different?
__________________ Context is king - and patience is more than a virtue, it is profitable. | ||
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11-29-2011, 12:30 PM
| #3 | ||
| | Re: Where Would Be a Great Place to Have a Discussion About Microstructure Modelling? Every now and then someone here postulates a model for microstructure (last I saw was p=1/3 for up, p=1/3 for same, p=1/3 for down) and I'm up for discussion, but can't figure where people talk about this of even if Traders Lab is the place. -- DM | ||
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11-29-2011, 01:43 PM
| #4 | ||
| | Re: Where Would Be a Great Place to Have a Discussion About Microstructure Modelling? Personally no - I dont have a lot of interest. This is more something that some of the folks who look at ticks, delta (or their definition of it) and inventory levels....but not so much at the level of the paper. Maybe more quant driven forums look at this. 
__________________ Context is king - and patience is more than a virtue, it is profitable. | ||
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11-29-2011, 04:26 PM
| #5 | ||
| | Re: Where Would Be a Great Place to Have a Discussion About Microstructure Modelling? DM | ||
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11-29-2011, 05:16 PM
| #6 | ||
| | Re: Where Would Be a Great Place to Have a Discussion About Microstructure Modelling?
__________________ Context is king - and patience is more than a virtue, it is profitable. | ||
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