Search results

Based on what? Lunar cycles and current windspeed?

Comparing the tape to the book might allow you to determine "how fake" the book is in given scenarios. IMO the majority of the book is not fake the majority of the time. In certain situations spoofing shows up.

Yep! That's why most rational minded traders/investors are like "wtf?" Don't get me wrong - I have zero issue with them attempting to create a successful business/burger chain/whatever. No problems there. The problem is with the IPO, ridiculous valuation, and all the other nonsensical IPO hype...

No, but there's a hell a lot of a room between AT COST and current university rates. It's not black and white.

Yes, this is a seriously dumb thread.

Just charge a small cancellation fee and let HFT define itself at that point. The real problem here is regulator ineptitude and conflict of interests of the exchange entities.

I think it's best to separate academics with the businesses they actually work for. Do you honestly believe professors are the ones setting university rates?

You're completely forgetting the fact that Moore's "law" is starting to slow down and transistor density is hitting physical limitations.

It's interesting. I think, among traders, atleast, there's two general spheres: * Into trading because they enjoy the financial industry mindset/modus operandi and are able to rationalize it as providing value (or don't see it as providing value but also don't care). * Into trading because they...

Aside from financial games educational institutions are involved in - pretty sure they're providing something of real world value: an actual education.

This is the elephant in the room that myself and a lot of others have been continually bringing up. Spoofing, while fundamentally annoying to others, is the unfortunate real world arbitrage against HFT front running. Get rid of, or significantly limit, HFT effectiveness and the spoofing will...

Of course not every trade is like that but the VAST majority of trades are. So given that break-through/retrace trades are the overwhelming majority why would one ever target the break-through/never-retrace trades with buy or sell stops when they have a high likelihood of getting screwed? This...

Assuming you're not trading an exchange with cancellations (which might not actually apply here as only attached child orders are being modified [assuming you're not being filled on the parent immediately]) it shouldn't matter too much. I had actually made a request to Sierra to support an...

You're missing the point. One doesn't buy spikes or sell drops if they like mitigating risk and making money. They wait until a pullback that agrees with the bigger picture (that we agree on) and then put the trade on.

Has nothing to do with databases whatsoever. Technically these are all databases at a raw level. The main issue here is the sort algorithm used (qsort vs heap sort vs merge sort) and how the data is fed and results collected.

Try going closer to the money.

Modifying orders also counts as a cancel but with most trading setups that occurs after the trade is already live. I personally do not think a small cancel fee would be a large impediment to most people. Let's say you made it 10c or something (which is probably high). You could cancel 100 lots a...

As far as stop size vs price goes I simply just use a basic 1:3 stop:target placeholder setting and move things to their intended places right after the entry is put on. You do use chartdom/trading right?

Also here: http://www.zerohedge.com/news/2015-05-01/gold-manipulator-busted-after-zero-hedge-report-hft-gold-spoofing IMO, CME is up to something here. This new found interest in suddenly becoming concerned is reeks of artificiality and motives. Best to appear proactive if you might think...

Smells like some kind of quasi-automated delta-hedging of short options to me.