Recent content by tripledtrader

A number of answers for this. Some already stated. 1) If you get filled on 1 share on a hidden order, it is usually an HFT program pinging the various exchanges, or dark pools to map the hidden liquidity. 2) Its also a way for HFT to gauge which orders are real and which orders are other...

http://www.cnbc.com/id/48896105

Honestly this market could continue to move higher in the short-run. Lots of traders caught short here: http://premarketinfo.com/2012/09/07/expecting-a-pullback-you-may-be-waiting-for-a-while/

Yep...these are institutional crosses. If you check the exchange on the consolidated tape, they are usually designated "FINRA TRF", which stand for FINRA trade reporting facility. All trades transacted off-exchange are reported to the TRF.

Hi Andread. Call us stupid, but we have no plans to charge for anything at this time. We did a webinar on High Frequency Trading last month, and it was free as well.

Thanks clearinghouse, much appreciated. I do apologize if my link came off as spam, wasn't intended that way.

We were at S&P 1400 in 1999. We are at S&P 1400 today. So haven't we already seen this 13 year flat period?

+1

It's not very often you see a million share order in anything anymore. I was curious to get some thoughts here. Wondering if any traders in here are still playing the leaning game, or particpated in this trade today? Secondly, my site sells NOTHING....so what am I really advertising? If...

Somebody bid a million shares of Citigroup at 29.80, and the bid suddenly got slammed out. Its a dangerous game to lean on these bids if you don' t have HFT speed. http://premarketinfo.com/2012/08/27/leaning-on-large-bids-a-dangerous-game-for-human-traders/ Any traders get caught in this...

You're speaking of price improvement here. Read this: http://premarketinfo.com/2012/07/23/exploring-the-hidden-costs-of-retail-price-improvement/ All those sub-pennies of price improvement are immediately gone when you miss an execution on your passive limit order. The "price improvement"...

Wish it were that simple to simply co-locate and be on a level playing field. Its internalization that is the biggest advantage, and that has absolutely nothing to do with co-location. Your major HFT players buy their order flow from the retail brokerages, and simply cherry pick the...

I love the spreads are tighter than ever argument. Just take a look at spreads in the first 3 minutes of the trading day. They are ridiculously wide. Then take a look at the spread on any mid-cap, or small-cap at any time during the day. The spread is wider than ever. And all the...

HFT trading strategies, and adjustments that human traders need to make: http://premarketinfo.com/2012/08/20/trading-in-an-hft-world/