Algorithmic Trading Group Forum - Is there any way to detect iceberg?

11/25/20 at 19:59:12

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Algorithmic Trading Group Forum › Trading Strategies › Research › Is there any way to detect iceberg?

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Is there any way to detect iceberg? (Read 6791 times)

人工智能 Newbie Offline I like this forum! Posts: 3	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 Newbie Offline I like this forum! Posts: 1	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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