nkaz001

6 ms·

1.
by nkaz001 2y ago
databento provides high-quality market-by-order data at a reasonable price, so at least I can play with the data, though I'm unsure about actual trading. That's why people including me like crypto.
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by nkaz001 2y ago
Thank you! I know that NASDAQ and CME also have designated market makers, but I couldn't find any specific privileges they have over non-market makers, apart from the different fee schedules. Is the ability of NYSE designated market ma
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by nkaz001 2y ago
Is designated market maker able to get filled before an order in the FIFO order queue at NYSE, NASDAQ or CME?
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by nkaz001 2y ago
No, that's why the project focuses more on cryptocurrency, which offers easier access to data and the market. I'm trying to understand trad-fi markets and implementing L3 market-by-order backtesting using Databento data, but creat
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by nkaz001 2y ago
Sadly, it is becoming more like trad-fi. In the past, anyone could receive rebates for market making, but these days, only high-tier traders, trading companies, can benefit from them. The tier hurdle is getting higher. Also, there are now d
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by nkaz001 2y ago
I partly agree with you. Firstly, this is primarily a backtesting tool, allowing you to test under different latency setups. The example in the project demonstrates its use. Secondly, crypto exchanges is slow. Even though they provide low-l
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Show HN: High-frequency trading and market-making backtesting tool with examples(github.com)
148 points by nkaz001 2y ago|73 comments
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Show HN: Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool(github.com)
2 points by nkaz001 3y ago|0 comments