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Is there any way to detect iceberg? (Read 5556 times)
人工智能
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Is there any way to detect iceberg?
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?
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Timburnic
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Re: Is there any way to detect iceberg?
Reply #1 - 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.
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