Why not just honor FIFO and charge an incidental 5-10 cents per canceled order? That would take care of front-running and quote stuffing.
âHFT is killing the eminiâ S&P, says Nanex
- Thread starter ASusilovic
- Start date
Greetings All,
Austinp hit the nail right squarely on the head with his comments about the ES & TF movement these days. I remember those days long ago when these markets made consistently executable turns, even in highly volatile times. V-Turns were the exception, not the rule as they are today.
As I reminisce,....I'm taken back to the "good ole days". Back then, I kept wishing for the day when I could make one keystroke on my computer and execute, rather then having to pick up the phone. Little did I realize or understand the totally dynamic implications of that kind of "efficiency" on the market as a whole.
Well, time passes, and I got my wish.
Austinp hit the nail right squarely on the head with his comments about the ES & TF movement these days. I remember those days long ago when these markets made consistently executable turns, even in highly volatile times. V-Turns were the exception, not the rule as they are today.
As I reminisce,....I'm taken back to the "good ole days". Back then, I kept wishing for the day when I could make one keystroke on my computer and execute, rather then having to pick up the phone. Little did I realize or understand the totally dynamic implications of that kind of "efficiency" on the market as a whole.
Well, time passes, and I got my wish.
Formula 1 have different race tracks.
http://en.wikipedia.org/wiki/List_of_Formula_One_circuits
Value investing and HFT are mutually exclusive and both should operate in different exchanges.
http://en.wikipedia.org/wiki/List_of_Formula_One_circuits
Value investing and HFT are mutually exclusive and both should operate in different exchanges.
What is the X-Axis on that chart? is it time of day? What does the color stand for? I assume the Y-AXIS is contracts in the limit book ten-deep?Quote from ASusilovic:
Nanexâs Eric Scott Hunsader â the guy who likes to dig through trading data to unearth weirdly fascinating algorithmic patterns â is out with quite a chart on Monday:
I suspect Eric does not have the data yet, but the right thing to do is to see how this graph evolves over long periods of time under many different market conditions.