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Last time I saw a displayed size of 8000 cars on ask was few months back - the size was displayed at 1496 or so = 150 in spy. That day price kept moving up and participants gobbled that size within 15-20 minutes. Today is 2nd instance I have seen such large displayed size. However, opposite...

Anyone has any explanation?

Looking forward to it GoC!

I wanted to say that I had never heard about RTD before. Only after reading this thread I googled and landed on that wilmott thread. I will like a deeper discussion on merits of RTD vs DDE. I will try to set up sheets using both technologies, compare and then post my findings over here. What...

Can you please elaborate on this statement: "Payouts approaching 50% for highly supported operations and 80% for capital backing." 1) What kind of support you talking about. Are you saying if an employee makes 2mm, he walks away with 1MM if all the infrastructure is of hft firm? 2) What is...

Actually, I don't disagree with meat of your point! That poster mixed two things - his personal belief/hatred towards hft in general and the illogical statement saying HFTs and PhDs are bound to blowup. As I said - I have no problem with whatever his personal beliefs are. But to say that HFTs...

A different viewpoint on DDE vs RTD: http://www.wilmott.com/messageview.cfm?catid=10&threadid=67656

Criticizing without thinking is the hallmark of stupidity!! "We all know that" - Speak for yourself man, not for the masses! You are living in 18th century. Keep on dreaming. LOL. Even if the PhDs or these HF guys blow up in a disaster in 2020 or so, by then each of them would be...

This is strictly speaking not HFT but fairly close. Also shows it is still possible as an independent to hack it, though very hard. Some people might find the story inspirational. http://www.reddit.com/r/IAmA/comments/9s9d7/iama_100_automated_independent_retail_trader_i/

Short 1629.5

:eek: :eek: :mad: :mad:

This is extremely interesting. Can you please provide the link to such research?

out 26. Flat now.

This kind of thing is done precisely in this way. However, if you trade only options on 20-30 underlyings at most and want to monitor them and use color coding to flash interesting things, then you might want to display all these 20-30 symbols with their options chain together.

Adding size @28, stop to 30

adding again to short @ 29. stop 33.

booking profits on this @ 24 for +6, original short from 25 still on.

Adding @ 30.

I appreciate your candor and you taking the time and answering all the questions. Your this line "Conceptually it is identical to what we do. " is telling. It implies that reading some academic literature can point in the right direction of what is getting done "generally" in the hft space...

short 25. will hold overnight target 15-.