Albert J. Menkveld

My two cents

Blogs

• AI "Errors"
• Do News Traders Crowd Out Value Traders?
• When Prices Dislocate
• VIX is fear ... of fire sales?
• Data ≠ Transparency
• Reproducible Science
• Unbiased Information Share Estimates
• Nonstandard Errors II
• Nonstandard Errors I
• Cost of fragmented clearing
• Crowd-sourced knowledge
• Illiquidity everywhere?
• Deep enough to dive?
• Who likes large uninformed orders? Anyone?
• The fundamental value of bitcoins
• Fake news?
• Cat and Mouse Play between Investors and HFTs
• Bidding by HFTs and non-HFTs
• Prices Vibrate Before They Crash
• Systemic Risk in Real Time
• High-Frequency Trading as Viewed Through an Electron Microscope
• HFT Good or Bad? A Literature Survey
• Information Flows - Euro Swiss Franc (Crash)
• High-Frequency Trading around Large Institutional Orders
• Who Supplies Liquidity? We Need A New Definition
• Shades of Darkness. A Pecking Order of Trading Venues
• Pay-to-Play Equilibria
• Dutch High-Frequency Traders Soon Faster than Speed of Light?
• Is an Even Faster Exchange Good For Market Quality?
• Crowded Trades Hidden Risk for CCPs