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radikal


Total Posts: 258
Joined: Dec 2012
 
Posted: 2013-12-27 16:32
I don't have much to contribute (sorry!) but I'd like to have a place to discuss facts/rumors concerning Taiwanese markets.

Anyone trading Taiwan? Know who the major HFT players are there? (Optiver?)

I know that the transaction tax situation is in flux, what's on the horizon? Are there loopholes people are using?

What's up with vol/skew! (It's lowest in Asia?)

There are no surprising facts, only models that are surprised by facts

HitmanH


Total Posts: 443
Joined: Apr 2005
 
Posted: 2013-12-27 17:33
HFT does not work in Taiwan.

High Frequency is not possible by definition as the market doesn't have continuous trading. There is a print after certain discrete periods (15 seconds maybe?).
Also you can't buy a name, then sell it in the market (depending on the structure that you use either need to wait until T+1 or T+3 (settlement)).

With just looking at the features of the market+data-you think it is going to be amazing. Then you look into the detail on the above and unfortunately stop looking.

radikal


Total Posts: 258
Joined: Dec 2012
 
Posted: 2013-12-28 18:12
I was mostly interested in derivs not the cash space, but that's really interesting concerning the cash. Why is this exactly? Some sort of weird proof of inventory thing?

I had heard that the MD was striped on a timer -- this I've dealt with before, and there's a lot of places with similar challenges; though perhaps not quite that severe.

There are no surprising facts, only models that are surprised by facts

dansmo


Total Posts: 120
Joined: Aug 2008
 
Posted: 2017-11-22 15:46
Can anyone give an update on Taiwan? It still seems to be an auction only market model, right? Is there data published regarding indicative equilibrium price, volume and surplus?

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