Quant analytics and Strategies used by market makers and scalpers
Who can provide me some information about strategies, algorithms or techniques used by market makers and scalpers in FX markets? Is it possible for traders (who are not liquidity providers) to execute continuously against ‘midprices’ by using several platforms with dark pools? I’m also interested to know how high-frequency traders control their costs. Any specialists in this field?
I would like to add a related question to your topic. Can a market maker buy and sell to himself in two different accounts to move the price action?
I can recommend Carol Osler : http://ideas.repec.org/e/pos14.html here is one from her :http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1935858
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