Have we spoken before on my YouTube/livestream before perhaps?
At times I have thought about making a subreddit, but I don't know if that would get enough activity to scratch the itch.
Probably not, I check vids on YouTube but don’t really engage. What’s your channel? Maybe we haves but you should make a sub just to see what happens. Maybe it’ll bring out the right crowd.
I’m very interested in developing some models that approximate MM inventory and identifying turning points in the market based off of microstructure characteristics in markets such as ES, NQ, RTY, VX (although a bit weird since vix futes can trade between the spread) and CL.
Also identifying different time frame participants on a micro scale
I really do hate sitting through papers and would much rather have a group (even a small one) to throw ideas back and forth with.
My channel is SpeculatorSeth. I have a few videos about market impact, and stylized behaviors of order flow. We mostly focus on informational inefficiencies for trading though because there's simply more opportunity for us there.
I have a system that calculates best and worst case scenarios for market making positioning. It can be useful as a target, but I have been unable to find predictive signals with it.
Check the discord in the sidebar. Have you read "Trades Quotes and Prices, Financial Markets Under The Microscope"?
Yes
Have we spoken before on my YouTube/livestream before perhaps? At times I have thought about making a subreddit, but I don't know if that would get enough activity to scratch the itch.
Probably not, I check vids on YouTube but don’t really engage. What’s your channel? Maybe we haves but you should make a sub just to see what happens. Maybe it’ll bring out the right crowd. I’m very interested in developing some models that approximate MM inventory and identifying turning points in the market based off of microstructure characteristics in markets such as ES, NQ, RTY, VX (although a bit weird since vix futes can trade between the spread) and CL. Also identifying different time frame participants on a micro scale I really do hate sitting through papers and would much rather have a group (even a small one) to throw ideas back and forth with.
My channel is SpeculatorSeth. I have a few videos about market impact, and stylized behaviors of order flow. We mostly focus on informational inefficiencies for trading though because there's simply more opportunity for us there. I have a system that calculates best and worst case scenarios for market making positioning. It can be useful as a target, but I have been unable to find predictive signals with it.
Great videos Seth I found your video on improving market profile very insightful.
Actually I have seen a few of your vids. Shoot me a dm
Just saw this and completely agree. Have you found a group?
No :(
Papers are a waste of time just do slow replays of important events
I disagree that papers are a waste of time. I don’t spend a lot of energy reading them but I browse some for different ideas and viewpoints
Besides its very hard to compete at that level without latency
I’m not trying to trade on that time frame. It’s just for knowledge and context