Search results

LME already have an HFT charge in place if you quote some absurd ratio to executed trades, it kicks in at over 250,000 quotes a day relative to what you've executed I think, saw the contract from an HFT guy looking to get into it sent by his bank but can't find it on quick google search. best...

It's a quoted article from the link, I didn't write a word of it. Someone sent me the link, from what I can see Nanex make their money supplying data to HFT operations: <I>"Nanex's NxCore excels in delivering and databasing all the quotes and trades transmitted by the exchanges, even in the...

Well done for looking that up. Interesting nanex article regardless of which side of the argument you support. Other ones here http://www.nanex.net/FlashCrash/FlashCrashAnalysis.html you could blame a local for puking for starting the flash crash reading their final summary

<B>HFT is Killing the EMini</B> http://www.nanex.net/Research/EMini2/EMini2.html Interesting read, I'm sure is same for bund

http://www.nanex.net/Research/EMini2/EMini2.html <B>Enough Already!</B> On Friday, Aug 5, 2011, we processed 1 trillion bytes of data for all U.S. equities, options, futures, and indexes. This is insane. A year ago, when we processed half of that, we thought it was madness. A year before...

Well eurostoxx trades 3.1m so far and at 4pm yesterday was 3.6m, i think I know where everyone went

Just had this issue again in the eurostoxx, well done TT, "very soon" obviously goes down well when talking to geologists

I wish the presenters would stop moaning about the US downgrade by pointing fingers at places with balanced budgets like Norway and laughing they shouldn't be AAA, makes them look really quite thick. SnP says historically it takes 9-18yrs to regain a AAA rating from downgrade so they should...

Short lived sell on the bund, cash from ecb has to go somewhere and you can just about get a real yield in bund this morning, real money piling back in.

<B>Trichet Draws ECB ‘Bazooka’ to Stem Contagion</B> European Central Bank President Jean- Claude Trichet signaled he’s ready to start buying Italian and Spanish bonds in his riskiest attempt yet to tame the sovereign debt crisis. In a statement issued in the name of the ECB...

<B>ECB sources: Sunday evening crunch time</B> The source said that if the ECB council opted to intervene on Italy at a crucial conference call starting at 1700 GMT (6 p.m. British time), the ECB and national central banks would start buying Italian bonds when markets open on Monday...

323 tick range on Friday, can't say I saw that 200 tic selloff coming at 5pm London but with bid ask down to sub 50 lots at peak time not too surprised. Monday should be interesting tnote could go either way after that downgrade. Seatbelt on...

ITC or www.brokertalk.co.uk seems to get good reviews recently, I don't have it though

German inflation is 2.4%, bund yield is 2.397 currently, so you're not even maintaining current buying power of your money with a bund "investment" http://www.reuters.com/article/2011/08/03/us-markets-investors-crises-idUSTRE77229I20110803 read the "Losing with Bonds" bit

Resting orders have been blown to pieces recently, like the day bund went up 230 ticks so inevitably order size will decrease and volume drop to account for risk. Same crap as 2008 when bund thinned down to 30 lots bid/ask from it's previous peak of 3000-4000 bid/ask and most bund traders legged...

<img src="http://www.zerohedge.com/sites/default/files/images/user5/imageroot/draghi/tp%201_3.png">

German bonds lost ground on hopes the EU Summit might ease strains in the Euro debt market, while US longer term Treasuries rallied on hopes of a breakthrough in the acrimonious negotiations on the debt ceiling. Both themes will continue to dominate trading today. US Equities jumped...

Roger Federer makes $47mil a year playing tennis. I'm sure he'd have no problem explaining the rules of tennis and how he plays, what coaches he uses what sports psychologist he uses. He'd tell you his edge no problem but I somehow doubt he will get joined in the top rankings by the people he's...

I did hear the left butt cheek - right butt cheek spread was widening, expect the Telegraph pub was doing good business by 11.02am, was hardly straightforward on the outrights either mind, but even for those spreaders probably felt more a case of how many outrights were on than any sort of...

And now they're calling it "market vola-Italy" :D Talk China back in buying the cash periphery bonds again, certainly moving the spreads <B>FGBL07</B> As for tea I recommend "Twinings - Moment of Calm" my box of which is rapidly depleting!