Yes, but "was it good?"
Some charts I started to do 4(?) months ago based on Rule 605 Data provided by Citadel and other market participants. Check the monthly Charts starting at 3/12 Jan 2020 to Feb 2021 and make up your own mind regarding
2/12- Overview.
1/12
Some charts I started to do 4(?) months ago based on Rule 605 Data provided by Citadel and other market participants. Check the monthly Charts starting at 3/12 Jan 2020 to Feb 2021 and make up your own mind regarding
2/12- Overview.
1/12
https://twitter.com/citsecurities/status/1442629359655919618
Starting at 3/13:
Monthly charts Timeframe 2020-2021 Feb regarding order execution quality aka. price improvement.
Starting at 10/12:
Comparison of Rule 605 Data provided by Citadel for order execution of #FB #GME and #AMD shares, Jan to June 2021.
2/12
Monthly charts Timeframe 2020-2021 Feb regarding order execution quality aka. price improvement.
Starting at 10/12:
Comparison of Rule 605 Data provided by Citadel for order execution of #FB #GME and #AMD shares, Jan to June 2021.
2/12
The Following Monthly chart will display the reported information regarding order routing (Rule 605) by Citadel and others.
Charts contain 2 months per tweet with.
1. Marketable Limit Order Price Improvement
2. Market Order
for the smalles category report - 100-499 Shares.
3/12
Charts contain 2 months per tweet with.
1. Marketable Limit Order Price Improvement
2. Market Order
for the smalles category report - 100-499 Shares.
3/12
March & April 2020
While Citadel was routing most of the trades in the researched timeframe, Citadel is not the top company regarding price improvement - looks like the price improvement by other institutions was way better.
4/12
While Citadel was routing most of the trades in the researched timeframe, Citadel is not the top company regarding price improvement - looks like the price improvement by other institutions was way better.
4/12
May & June 2020
5/12
5/12
July & August 2020
6/12
6/12
September & October 2020
7/12
7/12
November & December 2020
8/12
8/12
January & Febuary 2021
Decrease in Perfomance in Feb 2021.
9/12
Decrease in Perfomance in Feb 2021.
9/12
Still asking myself what a negative average realized spread means?!
Notice Chart 4: Quality of trades outside the quote.
(Smaller>Larger)
10/12
Notice Chart 4: Quality of trades outside the quote.
(Smaller>Larger)
10/12
C1: Time to execution for trades outside the quote.
C2: % or Shares executed with price improvement, at the quote and outside the quote.
C3: After Feb, the % of shares traded OTQ for GME increased!
C4: Trades in Report as % of monthly vol acc to yahoo.
11/12
C2: % or Shares executed with price improvement, at the quote and outside the quote.
C3: After Feb, the % of shares traded OTQ for GME increased!
C4: Trades in Report as % of monthly vol acc to yahoo.
11/12
@rensole @__ZionLion__ @trey53881765 @K_R_Hamblin @MlleNadjie @trey53881765 @ConwayYen @Taylor72350938 @ZammyymmaZ @Taylor72350938 @ham604 @cvpayne @xmindthiefx @pwnwtfbbq @unusual_whales @JackPosobiec @DeeStonk @StocksBigPlays @radio2saturn @GMEshortsqueeze
12/12
12/12
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