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On Friday, we wrote how we thought two new NASDAQ enhanced rebate programs were possibly responsible for the spike in quote traffic on November 1st (see Nanex chart above). According to Advanced Trading , NASDAQ has responded to our theory and have claimed they did nothing wrong:
Nasdaq rebuts these charges.”QMM is specifically designed for market makers to enhance price discovery across a wide spectrum of stocks by providing both incentives and obligations such as the requirement to quote in 1,000 securities which must be on the NBBO 25% of
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Themis Trading is an independent, no-conflict, institutional agency brokerage firm specializing in equities. The purpose of our blog is for a discussion of market structure issues as well as general market commentary.
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But FINRA says LULD would have helped $APC. Hmmm? on.mktw.net/13Fnk4H 17 hours agoRT @nanexllc: LULD may not have helped $APC after all. The lowest price the best ask got: $89.18 17 hours ago
How many to power 13 stock exchanges and 40 dark pools? RT @GoogleFacts: Over 300,000 servers will be needed to power #XboxOne 17 hours agoHigh Frequency Trading Step 9: Bet On The Race After You Know Who Wins: ca.csrwire.com/blog/posts/856… $$ #HFT cc @JoeSaluzzi 21 hours ago| Home | Who We Are | The Themis Approach | Market Structure Analysis | Newsroom | Blog | Contact |
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