2 pitfalls on my accu path #portable,MktDepth..

Say you stay in one team for 5 years, hoping to accumulate expertise and insight

  • Trap 1: local system knowledge, 100% nonportable
    • eg: Qz
    • Tibrv wrappers in 95G is not so bad
  • Trap 1b: limited standardization across companies.
    • eg: cryptocurrency
    • eg: OMS framework? M b2bTradigEngine ^ SIG ^ ETSFlow
    • eg: software mkt data dissemination cf raw mkt data parsing
  • Trap 2 : poor market depth
    • eg: vol fitter

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