Miscellany & Contact

Contact

Email: matthurd (at) acm.org
Twitter: @sumohurd
Skype: matthurd
Linkedin

Articles

Quoted in FT on China and securities regulation by Philip Stafford
Link regarding IEX via Bloomberg View by Matt Levine
Fun quote from Alexandra Scaggs - (click to enlarge)

FT Alphaville reference on IEX QIF formula by Alexandra Scaggs

On IEX's DPEG formula and its implications on Bloomberg View by Matt Levine

Meanderful blog footnote #3 in "High‑frequency trading, geographical concerns
and the curvature of the Earth", Professor Fany DeClerck, Toulouse School of Economics, Financial stability in the digital era, Banque de France, Financial Stability Review, No. 20, April 2016, pp153-160

Footnote #1 for Meanderful in Bats' letter to the SEC regarding NYSE American:

Link from Matt Levine's Bond Trading and Bank Memoirs, "Complex orders usually exist to replace broker or trader functionality, otherwise we'd all just be using simple limit orders."

Link from one of Matt Levine's infamous footnotes: Fast Trader Pulled a Fast One on Some Customers. And a tail reference from Metrics, fees and regulation, "Market structure rules and footnotes." 2017-05-05 link wrap ref to "Lines, radios, and cables - oh my"


Wayback machine: Zeptonics

Before Deep Learning became cool: 1997 ;-)

2004 Life at Susquehanna was simpler with software polling

Public key:
  Ask me if you want it.

No comments:

Post a Comment