Trading Reality — Markets in Production
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Executions
Do Batch Auctions guard against HFT, or just pocket the bounty?
Of hens, wolves, and foxes
Aug 27
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Tibor S
3
5
A realistic order simulation framework
Why I wrote ordersim
Jun 23
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Tibor S
5
Trading Reality is becoming a curated publication
One desk can’t see it all
Jun 18
•
Tibor S
Under the hood: Adverse Selection
What spreads are made of
May 19
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Tibor S
5
3
The Hand of the Maker
What “informed” and “uninformed” actually mean in practice
May 8
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Tibor S
1
3
5
Front-loaded Value in Trading
The surprisingly consistent shape of a good signal
May 1
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Tibor S
3
1
Execution IS the Strategy
Why your best-looking fills should worry you the most
Apr 27
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Tibor S
5
1
6
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