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Search: Posts Made By: jjttjj
Forum: Emini and Emicro Index December 8th, 2020, 09:01 AM
Replies: 56
Views: 31,136
Posted By jjttjj
In thinking about this a bit more, perhaps the...

In thinking about this a bit more, perhaps the more general concept is "best bid/offers tend to mean revert". A retracement to a "weak side" is a reversion to the mean. When the tick size is large...
Forum: Emini and Emicro Index December 5th, 2020, 04:05 PM
Replies: 56
Views: 31,136
Posted By jjttjj
I discovered this thread months ago and it sent...

I discovered this thread months ago and it sent me down a path researching microstructure and developing tools to try to understand it. Thanks for this info, it truly was eye opening for me!

I...
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