Robinhood Trading Fees & Microprice
Sasha Stoikov is a Senior Research Associate at Cornell Financial Engineering Manhattan. Click here for my Cornell profile.
I love to solve math problems, especially when they have practical applications. Lately, I have been working on high-frequency trading and music recommendation algorithms.
What do these projects have in common? They use data – lots of it – to extract value. We live in a golden era of data. It’s terribly exciting. But on the other hand it doesn’t matter if you think it’s exciting or not; it’s what’s going to happen. Data, as the investors in Silicon valley say, will eat everything.
If you follow me on twitter, you can expect nuggets of wisdom like these:
- Sasha StoikovI created a github for the #microprice clone it now and get your hands dirty with #highfrequencydata https://t.co/PPZHmFPwThJun 11, 2020, 9:31 AM
- Sasha StoikovI made a #youtube video describing how to compute the #microprice including an #ipythonnotebook with a sample of… https://t.co/L0wIZtW30pJun 11, 2020, 9:29 AM
- Sasha StoikovI will be presenting at the virtual #bigdatafinance conference today. My tall is on the #microprice and includes an… https://t.co/ZBzVUBpuQOJun 4, 2020, 9:51 AM
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Robinhood Trading Fees & Microprice
