Market Structure Insights

December 9, 2011

Say you were playing poker. I don’t mean gambling, but real cards. You’re engaged with some seriousness. You’re watching how you bet and when, reading the players ahead and after you. Then The House starts doling out stacks of chips. Would you play more or...

November 29, 2011

Belated Happy Thanksgiving! After breaking for a week as an act of giving thanks, we’re back. Karen and I joined 88,622 others in Aggieland at Kyle Field in College Station for the A&M football game last Thursday versus the Texas Longhorns. Disappointing outcome, great Thanksgiving....

November 16, 2011

 Apparently, exchanges are not bastions of deep liquidity.  In a bombshell dropped at a congressional hearing yesterday, top executives for the NYSE and the Nasdaq proposed – to borrow from humorist Dave Barry, we SWEAR we are not making this up – that you pay...

November 9, 2011

There’s a saying: It’s easier to keep the cat in the bag than to get it back in there once you’ve let it out. Nobody is likely to stuff the Exchange Traded Fund (ETF) cat back in the bag. Because ETFs are miraculous. The biblical...

November 1, 2011

Having never gone to a Neighborhood Pumpkin-Carving, we were wistful when squirrels promptly devoured the face off our finished product (marked “easiest” in the booklet of pumpkin-carving patterns we purchased). Ah well. What some consider a jack-o-lantern others see as a meal. Speaking of scary,...

October 26, 2011

Observe. Orient. Decide. Act. OODA. This is how Pipeline Trading describes its predictive analytics for helping buyside customers identify large-block trading opportunities. For those of you who missed the news that rocked The Street this week, Pipeline, a dark pool, was fined $1 million by...

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