Recent content by zmax

Hft, Can you be more specific (a link, an emoticon... :)) ) about the inventory management algos used by hft firms? thank you

hft, What inventory management algos do you use in your mm strats? (ex: If you get a position building up and the market goes more and more against you, how do you hedge? When will you liquidate the whole inventory? will you still make markets with higher spreads? edgerequired =...

Hft, When you do latency arbitrage on fx can you do it in between USA exchanges or you need to go further europe-us, uk-us, jpn-us...? Also, which banks/mm are more reactive to sudden price changes? (which banks you follow for sudden price changes in order to jump on a latent price...

hft, thank you.

HFT, Can you give a bit more detailed explanation on how a hft market making (MM) algo works on a single instrument (if that possible) / single market? Is there anything like that or always calculating the real prices from another place, or using other info and trading that data at the...

Hello, Anyone here with a hotspot fx account + itch mkt data feed? I'm interested to share (i pay my half) for using the itch. I do not intend to trade at hotspot, i only need the itch data for other trading purposes elsewhere, any ideas how to go over this? I do have a hs account at...

HFT, Are you using the so called ultrafast/low latency mkt data feeds or creating your own orderbooks from all the connections you have to all banks/brokers out there. If using mkt data feeds can you name the fastest for fx, fut markets? thank you!

I don't have time to lose on forums that's why 2 posts. If you don't believe what i say that's your prob, but i'm pretty sure others here had probably pretty similar experiences in the FX environment. IBKR is a shit broker for this, fills over 100ms are way too much, the topic of the...

Because hft proposed this simple setup as an example of hft arb. You can create on both A and B but if you get filled on A this doesn't guarantee you will be on B, even if you move your quote on lvl1 of their orderbook. The market might just run in one direction and you remain unhedged, you need...

Thanks for the info in this thread i realize now i should have switched to futures long time ago and forget about the fx den of thieves or at least mix the things a bit. I do trade fx profitable with my own "hft" setups but i find it harder and harder to be a liq taker and do this...