009: Peter Zhang – Into the Mechanics of Financial Markets with a Street Smart Hedge Fund Operator
Chat With Traders
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Quantitative Trading - What Is My Pile Per Share?
i dug rilly into the fee structures and the microstructure of the entire space. And i was actually able to see that over time, not even a lot of time, but like over six months, the trader was actually only losing the spread over the amount of volume he was trading. This is a way that technical traders have no way of thinking about their trading. Ah, and they don't even think it matters. Is kind of how a, you know, himan, i would kind of laugh at it,. But it's a kind of h f t joke, you know why? It's just about how they interact with the spread.
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