Ciamac Moallemi: High-Frequency Trading and Market Microstructure

[@MrPushupp]

lol take a shot everytime you here a "um uh um"

[@nathanabrahams5305]

ummm...ahrrrr...I like this guy!

[@lionelshaneyfelt5607]

um ah umm ah me 2 :)

[@effortlessjapanese123]

guys, he is not that bad of a speaker. get over it

[@snay6869]

wow I'm looking forward to become a crypto market maker and this definitely opened my eyes

[@laurensvoogd685]

Does someone know any academic papers on black pool markets?

[@ismailsafi2755]

I thought I might be the only one paying too much attention to "Um um um"

[@SomeInfo-ib3wz]

Have not heard this perspective elsewhere, interesting stuff.

[@IRCrunchkiki]

intersting findings on darkpool interference

[@arathaemaxus5250]

Sounds like our current prime minister. Um…a…um

[@Christhemartin1]

Would be interesting to measure the implicit cost of adverse selection in dark pools he mentioned. Place a bunch of small buy orders with set holding times on the dark pool. Place a bunch of small orders at the exact same moment on a guaranteed market with set holding times. Look at the PnL over many trades.

[@TraderAli.]

Ummm ummm ahh ahhh

[@manuvns]

financial engineering money can disappear anytime

[@BrandonSL500]

I would have to disagree with some of what he is saying. If you had a large order, as an informed seller/buyer, you would want to get as much of that filled via dark pools because it will not change the market prices. I would definitely use both, try the dark pools first so the market doesn't jack up the price before I get my size filled. Secondly, the people who really want to buy or sell (intrinsic buyers/sellers) the stock are going to do it anyway regardless of dark pool transactions. So I don't see how it decreases overall welfare.

[@shivgan3g]

thx nice

[@thetruthunearthed7476]

Bad video recording.Can you believe this is a university?

[@snay6869]

I can't lol

[@zacki5663]

couldnt watch this. the speaker needs some coaching for speaking

[@snay6869]

WHAT? he's speaking well enough

[@zacki5663]

@@snay6869um ah uh um uh uh uh uh uh ah um… i’m guessing you’re not a native english speaker. because this is the type or speaking they try to get you to stop doing in grade school

[@hardXcoreminecraft]

Would be interested to hear an update on latency as part of transaction costs for retails given the ubiquity of "free" share trades today.

[@thebicycleman8062]

this guy definitly was on wall street he CANNOT TALK um uh um uh um uh um uhh R U FUKIN KIDDIN MEEEE - there is no way i can cmplete this, shame this guy seems like he knows his shit but umm UHH UMM UHH UMM UHH I CAN UM UHH CON.. UM UHH TIN... UM UNHH ...TINUE.. UMM UHH.. HISS>> Ummm UBHH SPEEECHH UMM UHHH UHHUSHUSHUSHSUHUHFFM this is wht it feels like listenin to him

[@tanveerbhatti8849]

The speaker ruined it by with incessant “um” and “ah” and “argh” - annoying and distracting I had to stop the video as it was driving us up the wall.

[@arfa9601]

Stfu.

[@hardXcoreminecraft]

your loss

[@Investlist]

That is why I listened with speed 2×