Completely understand why HFT must exist

[bwolinsky]

Quote from eusdaiki:

@nitro

That Janestreet video was pretty cool... thnx.

@bwolinsky

The ignore feature works wonderfully to remove annoying people from your screen


On the other hand, I do tend to agree with your request... it'll be nice to see an explanation on Nitro's epiphany...

I only ignore people who attack me personally, or engage in the same debates about my past incessantly. Nitro didn't do that, but, still, what's wrong with asking like the second poster moderator ask him to explain such a profoundly difficult question?

 

[highballs]

Quote from bwolinsky:

I only ignore people who attack me personally, or engage in the same debates about my past incessantly. Nitro didn't do that, but, still, what's wrong with asking like the second poster moderator ask him to explain such a profoundly difficult question?

nothing wrong with it at all..love the way you call the posers out! keep up the great work!
i subscribe to you!
iread everything!

 

[nitro]

Fractional Brownian motion is a semimartingale only if H = 1/2.

 

[nitro]

I am developing/engineering a distributed high frequency system that cannot tolerate latency and has huge demands [network/computationally] put on it. The level of detail is intense.

Maybe I will write a book about it...

 

[eusdaiki]

Quote from nitro:

Fractional Brownian motion is a semimartingale only if H = 1/2.

Was this your epiphany?

 

[johnkurtz]

Quote from nitro:

I am developing/engineering a distributed high frequency system that cannot tolerate latency and has huge demands [network/computationally] put on it. The level of detail is intense.



Maybe I will write a book about it...

sounds beutiful man.

if it makes CASH $ even prettier.

 

[elliots11]

HFT is imo legalized insider trading. The firms know order flow before the little guys.

 

[goodgoing]

Quote from elliots11:

HFT is imo legalized insider trading. The firms know order flow before the little guys.

What a pity for you! Allthough this is wrong about HFT, locals also knew the order flow before the retail in the past. This is why they paid for a seat at the exchange. Just learn how to trade and stop complaining about HFT. It is here to stay and you must learn how to live with it or do something else. Here is a good blog post about the flocking behavior of HFT robots.

 

[Lornz]

Quote from goodgoing:

Here is a good blog post about the flocking behavior of HFT robots.

That's just generic rambling about a well-known phenomena. I don't see what's good about it?

 

[goodgoing]

Quote from Lornz:

That's just generic rambling about a well-known phenomena. I don't see what's good about it?

Flocking is a well-known phenomenon but to be honest I did not know about the analogy to HFT robot flocking. Since it is well-known to you, can you provide some links to this specifically because I am quite interesting in it?