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Trading Strategies >> Research >> Is there any way to detect iceberg?
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Message started by 人工智能 on 05/20/12 at 15:13:08

Title: Is there any way to detect iceberg?
Post by 人工智能 on 05/20/12 at 15:13:08

I found there are icebergs in china's future market. i want to know. Is there any model can detect icebergs?
bid ask? or trade time or trade frequency or trade speed?

Title: Re: Is there any way to detect iceberg?
Post by Timburnic on 08/08/12 at 02:36:15

I'm not sure I know of any dependable models, most of the ones I see have pretty high rates of missing iceberg orders. Please post again if you develop/find one that you like, I am researching this on the side as well.