Sean SpectorinBoxes + LinesPicking a Path to the IEX Midpoint: Performance Differences Between D-Peg and M-PegBy Sean Spector and Tori DeweyMar 18, 2021Mar 18, 2021
Sean SpectorinBoxes + LinesBreaking Down M-Peg and D-Pegby Sean Spector and Tori DeweyMar 18, 2021Mar 18, 2021
Sean SpectorinBoxes + LinesDo Minimum Quantities Maximize Performance?An Analysis of MQ usage on IEX ExchangeJan 12, 2021Jan 12, 2021
Sean SpectorinBoxes + LinesMinimum Quantities Part III: Opportunity Costby Sean Spector and Tori DeweyJan 12, 2021Jan 12, 2021
Sean SpectorinBoxes + LinesMinimum Quantities Part II: Information Leakageby Sean Spector and Tori DeweyNov 19, 2020Nov 19, 2020
Sean SpectorinBoxes + LinesMinimum Quantities Part I: Adverse Selectionby Sean Spector and Tori DeweyNov 11, 2020Nov 11, 2020
Sean SpectorinBoxes + LinesThe Denominator ProblemVolume-based metrics — in which volume is the “denominator” in the fraction — have become too inconsistent to use effectively in 2020.Jul 16, 2020Jul 16, 2020