Verfolgen Sie die Blogs unseres Experten Stefan Schlamp, Head of Quantitative Analytics, über aktuelle Trends und Entwicklungen auf dem Markt.
When comparing aggressive and passive markouts, one faces a compositional bias; participants trading passively could be different from those ... Mehr
As of today, there are 144 trading participants on Xetra and 247 on Eurex. Not all of them are equally active, obviously. Mehr
Trades by far have the most signal value; someone spent real money to cross the spread plus exchange fees. Mehr
One sees a lot of order inserts away from the top level, sometimes pretty far away. Why? Mehr
The Eurex T7 Trading Platform has a cool feature called "Synthetic Matching": Suppose you want to buy 1 Fizz ... Mehr
Markouts and reaction times are two methods to measure how competitive the trading in an instrument is. Mehr
The race to the matching engine comprises a few stages. The first covers the outgoing market data’s path from the matching engine to the ... Mehr
There is a tendency for traders to only focus on a small set of the most liquid instruments. Unfortunately, this is what everybody else also thinks. Mehr
There are three daily scheduled auctions for equities on Xetra – an opening auction from 08:50 to 09:00, an intraday auction from 13:00 to 13:02 ... Mehr
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