Recent content by dersu

Please be reasonable. Our approach does not tolerate the risk of this magnitude. It is an arbitrage - the system takes position for a period of fraction of second and tries to unwind it in another market as soon as we got a fil or partial filll. If it fails to unwind it for profit for a...

For 11 months. As we are acquiring experience we are adding different trading models. But foundation remains the same - low latency of data feeds and fast orders execution.

I would say that it is possible to use simple "mechanistic" approach to using of fundamental market information (and it is exactly what we are doing). A machine (or simple put an algorithm implementation) will scan a news feed and depends on its finding will act correspondingly to pre-defined...

What is 100% true is that having superior information is a key for successful high-frequency trading. From my every-day experience quality of data you receive from market data providers and execution speed are critical (we are talking here about milliseconds). You do not need to do any...

I would call it medium-frequency trading :). In our concept high-frequency means 15000 trades a day for machine and 1000 trades a day for human trader.

That's what my company has. It is making money constistently on high-frequency arbitrage using custom developed trading system with the most critical part of it a high-efficiency market depth processor that provides marked depth info with latency less than a millisecond (actually 1/10 of ms). It...

You just can not imagine what a talanted trader can do. I know guys making 20K or regular basis doing prop interlisted arb (US-CANADA). For sure, you need a technology for this, but human factor is very important too. I saw guys making 60K a day on interlsited arb (not every day though)

Hi guys, We are into it :). My company developed a high-efficiency market depth processor for stock/index arbitrage. We deploy it for interlisted arbitrasge trading - by human traders and machines. Basically, it is high-frequency scalping. We developed it (as a part of our trading system)...