Top Tweets for #Traderdata

2 months ago

Most platforms aggregate price. They average across exchanges, smooth the signal, and call it a market. What they hide: fragmentation, basis drift & liquidity that is not where you think it is. Averaging across venues conceals exactly the information that matters #Traderdata

klineforge's tweet photo. Most platforms aggregate price.

They average across exchanges, smooth the signal, and call it a market.

What they hide: fragmentation, basis drift & liquidity that is not where you
think it is.
Averaging across venues conceals exactly the information that matters
#Traderdata https://t.co/jqtqCJZk1A

169

Risk.Net

@RiskDotNet

over 8 years ago

New piece of European legislation threatens to raise risk of breach by requiring firms to hold and exchange vast amounts of personal data on traders and clients #cyber #datarisk #traderdata #data #hackers https://t.co/0k33jrGCx9

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