Are the glory days of HFT over?

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comagnum said:
This is premeditated, programmed theft, plain and simple.
Eric Hunsador, CEO NANEX - Expert on market micro structure
http://www.nanex.net/aqck2/4661.html

Pocket picking at the CME Group
Peter Brand - Market Wizard, 5th decade trading.
https://www.peterlbrandt.com/a-perf...s-pick-your-pocket-courtesy-of-the-cme-group/

Five Minute Example of HFT Shenanigans - Penny Jumping
http://www.zerohedge.com/news/2012-12-11/guest-post-five-minute-example-hft-shenanigans
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whether one agrees or not this post is good effort on your part.
 
zdreg said:
"Are the worst aspects of HFT gone or will it get worse for retail day trader guys like us?"
I repeat it again. I have never see a retail trader offer proof or even a worthwhile unproven hypothesis that hft traders affect them negatively. I hear whining/noise from poor traders.
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to clubber lang:if you couldn't make money trading KR today reassess your trading methods. 106 million. was the volume today, if hft screwed you today please explain specifically how.
 
zdreg said:
to clubber lang:if you couldn't make money trading KR today reassess your trading methods. 106 million. was the volume today, if hft screwed you today please explain specifically how.
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KR price action was reminiscent of credit crisis days...
 
zdreg said:
to clubber lang:if you couldn't make money trading KR today reassess your trading methods. 106 million. was the volume today, if hft screwed you today please explain specifically how.
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Only did one small trade in it on the Najarian power lunch pitch. Bought 3000, rode up some momentum but it faded and came right back in and was stopped out for a dime profit.
I don't usually watch stocks that are on the short uptick rule so didn't pay attention to it.

However to give you an example from Yesterday's HFT bs-
I had 10,000 bidding the Q's during the opening minutes algo fuckfest, it flashed down and stopped exactly at my price and immediately flashed up .20-.25 cents. Back in the real market days I would have been filled for 10k and made a quick $2k, in today's HFT nonsense I got filled on 400 out of my 10k. So I made $80 instead of four figures. They simply will not fill you on size unless it's going to rip through your price.

Anyway, how much did you make in KR since you said it was easy to move size and "If I didn't make money I should reassess my trading methods".
Must have been a real big day for you?
 
Clubber Lang said:
Only did one small trade in it on the Najarian power lunch pitch. Bought 3000, rode up some momentum but it faded and came right back in and was stopped out for a dime profit.
I don't usually watch stocks that are on the short uptick rule so didn't pay attention to it.

However to give you an example from Yesterday's HFT bs-
I had 10,000 bidding the Q's during the opening minutes algo fuckfest, it flashed down and stopped exactly at my price and immediately flashed up .20-.25 cents. Back in the real market days I would have been filled for 10k and made a quick $2k, in today's HFT nonsense I got filled on 400 out of my 10k. So I made $80 instead of four figures. They simply will not fill you on size unless it's going to rip through your price.

Anyway, how much did you make in KR since you said it was easy to move size and "If I didn't make money I should reassess my trading methods".
Must have been a real big day for you?
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no. 1.2k
 
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