Recent content by thstart

Natural laws are in this case represented by astronomical laws. They influence all existence. This is the general theory. From what I do know empirically and scientifically these cycles are not regular but their period also expands and shrinks. "Tunnel through the air" is about astronomical...

May 6th, 2010 "Flash Crash" analysis using Market Replay and Pivot Points Symchart http://www.youtube.com/watch?v=zJe_C-y8mCE

What about TD Ameritrade - any better?

A time ago I made research about CME SPAN arrays. First time here on ET I see somebody asking about risk management. What functions that API would have? This defunct broker - do they had any documentation?

"In our previous white paper (“Latency Arbitrage: The Real Power Behind Predatory High Frequency Trading”), we illustrated how the exchanges provide raw data feeds that help high frequency trader's (HFT’s) figure out market directions. Now, we have discovered that at least two of the...

you have the privilege to post and cancel orders in up to half a sec for free.

Another part of the market structure changed recently. When you place an order the chain is working as follows: 1) your broker/dealer 2) pools 3) exchange If 1) can get your order you don't go to 2) and 3). If 1) and 2) don't got your order and you are on 3) then there is a good...

With the new market structure (Regulation NMS) NYSE listed securities for example are traded not only at NYSE.

what limits do you exceed? what features are you looking for?

I think it affects him because the market structure changed. it is not only the penny thing.

good said. :)

you could share your thoughts.

I would not wait for regulators to do what is needed. Rather I would adapt. One route to minimize the impact of HFT is to adapt the technical analysis to 21st Century. Software with 1,000 "indicators" on stock by stock basis with inflexible time frame management don't works. That means -...

http://blog.t3live.com/2010/02/hft-forcing-traders-to-become-more.html So, what is the active trader to do? "Clearly, any strategies that have an edge based on speed are out the window with the increase in high frequency trading. While the active trader used to front run the order of the...