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Jaffray Woodriff's thoughts on markets, regulation, HFT, programming and prediction

Thoughts on markets, regulation, HFT, programming and prediction.

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Jaffray Woodriff's thoughts on markets, regulation, HFT, programming and prediction | transparentsimplicity.com Reviews
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Jaffray Woodriff's thoughts on markets, regulation, HFT, programming and prediction | transparentsimplicity.com Reviews

https://transparentsimplicity.com

Thoughts on markets, regulation, HFT, programming and prediction.

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1

Transparent Simplicity | Transparent Simplicity

http://transparentsimplicity.com/wordpress/tag/transparent-simplicity

Jaffray Woodriff's thoughts on markets, regulation, HFT, programming and prediction. Skip to primary content. Skip to secondary content. Tag Archives: transparent simplicity. The Complexity of High Frequency Trading. November 14, 2012. The problems detailed below of order types, rebates, and failed regulations are symptomatic of the deeper, more systemic problem with the regulation of equity markets: undue and dangerous complexity. 1 Order type proliferation and confusion. The equity markets’ complexity ...

2

2012 November | Transparent Simplicity

http://transparentsimplicity.com/wordpress/2012/11

Jaffray Woodriff's thoughts on markets, regulation, HFT, programming and prediction. Skip to primary content. Skip to secondary content. Monthly Archives: November 2012. The Complexity of High Frequency Trading. November 14, 2012. The problems detailed below of order types, rebates, and failed regulations are symptomatic of the deeper, more systemic problem with the regulation of equity markets: undue and dangerous complexity. 1 Order type proliferation and confusion. 3 Rebate distortions and complexity.

3

Banking | Transparent Simplicity

http://transparentsimplicity.com/wordpress/category/banking-2

Jaffray Woodriff's thoughts on markets, regulation, HFT, programming and prediction. Skip to primary content. Skip to secondary content. Nonstandardized Derivatives and Complexity. February 26, 2013. I Simplicity and complexity. Complexity has become the goal of banks. Big banks are largely responsible for this regulatory sclerosis. Banks have succeeded in lobbying to exempt foreign interest rate swaps from clearing requirements. Banks have exempted certain activities from Volcker Act prohibition...R]egu...

4

Banking Policy Proposals | Transparent Simplicity

http://transparentsimplicity.com/wordpress/tag/banking-policy-proposals

Jaffray Woodriff's thoughts on markets, regulation, HFT, programming and prediction. Skip to primary content. Skip to secondary content. Tag Archives: banking policy proposals. Nonstandardized Derivatives and Complexity. February 26, 2013. I Simplicity and complexity. Complexity has become the goal of banks. Big banks are largely responsible for this regulatory sclerosis. Banks have succeeded in lobbying to exempt foreign interest rate swaps from clearing requirements. Banks have exempted certain...R]egu...

5

Flash Crash Thoughts | Transparent Simplicity

http://transparentsimplicity.com/wordpress/2012/09/12/flash-crash-thoughts

Jaffray Woodriff's thoughts on markets, regulation, HFT, programming and prediction. Skip to primary content. Skip to secondary content. September 12, 2012. Flash Crash reactions – email written May 8, 2010, 2 days after the Flash Crash. So I dug in to look at what was very fast action in a classic cascade downward across a bunch of correlated market sectors. VGM0 didn’t trade for 107 seconds, it wasn’t locked limit down, it was resetting, preparing to re-open! The S&P 500 contract (ESM0) was trading at ...

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CAIA | Software Trading

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To track my personal trading portfolio. So far, I'm outperforming a FTSE index tracker on a gross basis. This graph is subject to all the usual biases especially selection bias, instant history bias, and looks good on a blog sidebar bias. CAIA Program Benefits: Why Take The CAIA Exams? Weekend Linkfest 102: macro mini celebrities, revisiting software development ideas, and an XP practice smorgasbord. Agile quantitative a…. On Ernie Chan on the pitfalls of…. On CAIA Program Benefits: Why Tak…. I was searc...

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CPP | Software Trading

https://softwaretrading.co.uk/category/software/cpp

To track my personal trading portfolio. So far, I'm outperforming a FTSE index tracker on a gross basis. This graph is subject to all the usual biases especially selection bias, instant history bias, and looks good on a blog sidebar bias. CAIA Program Benefits: Why Take The CAIA Exams? Weekend Linkfest 102: macro mini celebrities, revisiting software development ideas, and an XP practice smorgasbord. Agile quantitative a…. On Ernie Chan on the pitfalls of…. On CAIA Program Benefits: Why Tak…. The followi...

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HFT | Software Trading

https://softwaretrading.co.uk/category/trading/hft

To track my personal trading portfolio. So far, I'm outperforming a FTSE index tracker on a gross basis. This graph is subject to all the usual biases especially selection bias, instant history bias, and looks good on a blog sidebar bias. CAIA Program Benefits: Why Take The CAIA Exams? Weekend Linkfest 102: macro mini celebrities, revisiting software development ideas, and an XP practice smorgasbord. Agile quantitative a…. On Ernie Chan on the pitfalls of…. On CAIA Program Benefits: Why Tak…. Recently, I...

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Equities | Software Trading

https://softwaretrading.co.uk/category/trading/equities

To track my personal trading portfolio. So far, I'm outperforming a FTSE index tracker on a gross basis. This graph is subject to all the usual biases especially selection bias, instant history bias, and looks good on a blog sidebar bias. CAIA Program Benefits: Why Take The CAIA Exams? Weekend Linkfest 102: macro mini celebrities, revisiting software development ideas, and an XP practice smorgasbord. Agile quantitative a…. On Ernie Chan on the pitfalls of…. On CAIA Program Benefits: Why Tak…. In order to...

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Book Review | Software Trading

https://softwaretrading.co.uk/category/book-review

To track my personal trading portfolio. So far, I'm outperforming a FTSE index tracker on a gross basis. This graph is subject to all the usual biases especially selection bias, instant history bias, and looks good on a blog sidebar bias. CAIA Program Benefits: Why Take The CAIA Exams? Weekend Linkfest 102: macro mini celebrities, revisiting software development ideas, and an XP practice smorgasbord. Agile quantitative a…. On Ernie Chan on the pitfalls of…. On CAIA Program Benefits: Why Tak…. I had a sus...

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Excel | Software Trading

https://softwaretrading.co.uk/category/software/excel

To track my personal trading portfolio. So far, I'm outperforming a FTSE index tracker on a gross basis. This graph is subject to all the usual biases especially selection bias, instant history bias, and looks good on a blog sidebar bias. CAIA Program Benefits: Why Take The CAIA Exams? Weekend Linkfest 102: macro mini celebrities, revisiting software development ideas, and an XP practice smorgasbord. Agile quantitative a…. On Ernie Chan on the pitfalls of…. On CAIA Program Benefits: Why Tak…. An anonymou...

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Agile | Software Trading

https://softwaretrading.co.uk/category/agile

To track my personal trading portfolio. So far, I'm outperforming a FTSE index tracker on a gross basis. This graph is subject to all the usual biases especially selection bias, instant history bias, and looks good on a blog sidebar bias. CAIA Program Benefits: Why Take The CAIA Exams? Weekend Linkfest 102: macro mini celebrities, revisiting software development ideas, and an XP practice smorgasbord. Agile quantitative a…. On Ernie Chan on the pitfalls of…. On CAIA Program Benefits: Why Tak…. So I decide...

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C# | Software Trading

https://softwaretrading.co.uk/category/software/c

To track my personal trading portfolio. So far, I'm outperforming a FTSE index tracker on a gross basis. This graph is subject to all the usual biases especially selection bias, instant history bias, and looks good on a blog sidebar bias. CAIA Program Benefits: Why Take The CAIA Exams? Weekend Linkfest 102: macro mini celebrities, revisiting software development ideas, and an XP practice smorgasbord. Agile quantitative a…. On Ernie Chan on the pitfalls of…. On CAIA Program Benefits: Why Tak…. WPF 4 DataV...

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Hedge Funds | Software Trading

https://softwaretrading.co.uk/category/trading/hedge-funds-trading

To track my personal trading portfolio. So far, I'm outperforming a FTSE index tracker on a gross basis. This graph is subject to all the usual biases especially selection bias, instant history bias, and looks good on a blog sidebar bias. CAIA Program Benefits: Why Take The CAIA Exams? Weekend Linkfest 102: macro mini celebrities, revisiting software development ideas, and an XP practice smorgasbord. Agile quantitative a…. On Ernie Chan on the pitfalls of…. On CAIA Program Benefits: Why Tak…. In order to...

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Jaffray Woodriff's thoughts on markets, regulation, HFT, programming and prediction

Jaffray Woodriff's thoughts on markets, regulation, HFT, programming and prediction. Skip to primary content. Skip to secondary content. Nonstandardized Derivatives and Complexity. February 26, 2013. I Simplicity and complexity. Complexity has become the goal of banks. Big banks are largely responsible for this regulatory sclerosis. Banks have succeeded in lobbying to exempt foreign interest rate swaps from clearing requirements. Banks have exempted certain activities from Volcker Act prohibition...R]egu...

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