What comes to your mind when someone mentions ‘ECNs’? Stock exchanges? NYSE and NASDAQ? Prior to reading Scott Patterson’s Dark Pools, I knew very little about Alternate Trading Systems (ATS) and how famous public exchanges such as NYSE and NASDAQ came to be. This post is not meant to be a detailed history of (US) trading …
Monthly Archives: October 2016
AquaQ launch event on Nov 17th
Over the past few years, I have worked with many consultants. Some can be very easy to work with while others can be a little challenging. Some of the consultants I worked with were from a company called AquaQ Analytics and they were probably the best ones I have worked with. For those who don’t …
Book Review: Dark Pools by Scott Patterson
Every day, I work on a platform that captures intraday and end-of-day tick data from multiple exchanges. Some of them are very popular like NYSE and NASDAQ but they themselves have several different feeds such as NYSE ARCA, NYSE MKT and NASDAQ TOTALVIEW-ITCH. Then, there are some other ones that are not as popular but …
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