Peter O'Neill

Assistant Professor (Senior Lecturer) at UNSW Sydney

[Peter O'Neill @peteroneill]

@just_cameron Classic humble brag

[QJE @QJEHarvard]

#QJE Feb 2022 #10, “Quantifying the High-Frequency Trading “Arms Race”: A Simple New Methodology and Estimates,” by Aquilina (@aquilotto978), Budish (@ebudish), and O’Neill (@peteroneill): https://t.co/zn7uF7vAK7

[Peter O'Neill @peteroneill]

@0xdoug @CrocSwap So the key features are it allows for a mix of Uniswap V2 concentrated liq and V3 bounded liq but with variable fee rates and multiple pools in one contract?
There are many other improvements too, but these seem most important for LPs?
Can I decide what pairs go into a pool?

[Peter O'Neill @peteroneill]

motivation to redo my slides!

[Toni Whited @toniwhited]

Really cool paper. Really amazing presentation.

[Peter O'Neill @peteroneill]

@HalSinger It should read, 'specifically [our clients] Google, Apple, Microsoft..'

[Peter O'Neill @peteroneill]

@pauldadams @aquilotto978 thanks Paul!

[Peter O'Neill @peteroneill]

Our paper on Quantifying the HFT "Arms Race" is now Forthcoming in the Quarterly Journal of Economics.

[QJE @QJEHarvard]

Recently accepted by #QJE, “Quantifying the High-Frequency Trading “Arms Race”: A Simple New Methodology and Estimates,” by Aquilina (@aquilotto978), Budish (@ebudish), and O’Neill (@peteroneill): https://t.co/zn7uF7vAK7

[QJE @QJEHarvard]

Recently accepted by #QJE, “Quantifying the High-Frequency Trading “Arms Race”: A Simple New Methodology and Estimates,” by Aquilina (@aquilotto978), Budish (@ebudish), and O’Neill (@peteroneill): https://t.co/zn7uF7vAK7

[Peter O'Neill @peteroneill]

@AlexanderGerko Context?

[Peter O'Neill @peteroneill]

@Itsastrange @ProfPCDoherty They're all going to go to @BondUniversity I guess?

[Quantіan @quantian1]

Sometimes I think about how incredibly easy it was to make money in finance 20 years ago and get mad. Like six people knew what convert arb was! Insider trading was legal until Reg FD! If you could write fifty lines of C to trade treasury futures you made twenty million dollars.

[Peter O'Neill @peteroneill]

@jasonbaumgartne I appreciate this for my research!

[Peter O'Neill @peteroneill]

@just_cameron Is henceforth zero then?

[Eric Topol @EricTopol]

A brief pandemic progress report @Nature highlighting the unknowns about the immune response, reinfections and vaccines.
"Mask-wearing, hand washing and social distancing will need to continue for some time"
https://t.co/y4QMwvvnKS

[nxthompson @nxthompson]

a refresher video explaining America's tax code.

[Alexander Osipovich @aosipovich]

Market structure alert! @Cboe looking to bring periodic auctions to the US; market model has gained traction in Europe, and its fans include BlackRock and other big buy-side firms- https://t.co/JX1GzWu1We

[Peter O'Neill @peteroneill]

@DzielinskiMicha @DuffieDarrell @Stanford Indeed!

[Peter O'Neill @peteroneill]

@VickyParkFriend @VickyParkLondon No they won't because the park is frustratingly still closed at 5pm.

[Peter O'Neill @peteroneill]

@VickyParkFriend @VickyParkLondon @TowerHamletsNow @metpoliceuk Risks of transmission outside are low to nonexistent https://t.co/X6PcKAnAm9

[Peter O'Neill @peteroneill]

@matt_barrie Sure it is, you win, you get a 12 million portfolio. You lose, you go bankrupt. Asymmetric payoff. It' why strict lending standards exist (in other countries).