Search results

Not sure I understand your response. For straight market making, what is the typical threshold for latency? I have achieved micros in the equity space with relatively limited infrastructure. As for stat arb, what do you see as the limitation? Speed? The triangle arb was a side thought and by...

Yea I agree, if such a move occurred there would be more problems than premium/discount. UNL is an ETF that halted creations. Seems to have been compliance/regulatory related. Pretty interesting, if one could track this regulatory phenominon then there should be an arb in buying the ETF and...

Yes I believe you are correct. I think UNL and DNO had creations/redemptions halted as well.

Thank you for the response. In interested mostly in stat arb. I would also look to the triangle arb and some straight market making, but I would imagine the former has very thin margins/ultra low latency required.

There are many ETFs that have a standing swap with their inverse fund to offset one another. The real problem with a move of said magnitude is that the mechanism which ties the ETFs market price to the net asset value of the underlying (NAV) is likely to break. This mechanism known as creation...

Few points of clarification: 1. Latency is certainly no where near what you mention. My best guess is close to 1 micro for fastest players to do internal work, and then they're at the mercy of the matching engine which costs several hundreds of micros. 2. From first hand experience in equity...

Hi, I'm am interested in getting into FX high frequency trading. I was wondering if anyone has any recommendations for good prime brokers in this space? I have experience in equity HFT. Also, I am unsure of the typical latency requirements in this space. Is sub millisecond execution typical...