ES Journal Archive (2009 - 2010)

[schizo]

Just curious. Does anyone know if program trading exist anymore? Or is it supplanted by HFT?

 

[ASusilovic]

Quote from ammo:

i thought you were short all those puts

Are you kidding me ? Short puts ? That´s a job for V. Niederhoffer. Not me. ;=)

 

[Eko_Trader]

Yea screw it. No longs for me...she looks like crap.

 

[schizo]

Quote from schizo:

Flip short 51.25

SL 54

Bastaz. Kicked out at 47.

 

[atticus]

Quote from schizo:

Just curious. Does anyone know if program trading exist anymore? Or is it supplanted by HFT?

lol, program trading accounts for more than 30% of NYSE volume.

 

[Pholeuon]

What is pricipial difference between programm and HFT trading?
Just timeframe? If true where is border between them?

 

[ammo]

Quote from ammo:

sh 46

add 49 , kidding suso...flat 47.75 - .25

 

[ammo]

Quote from Pholeuon:

What is pricipial difference between programm and HFT trading?
Just timeframe? If true where is border between them?

program trading is the sprd between cash and futures ,they sell a basket of stocks and buy futures for say 1.50 sprd, sell it back out when it gets to 2,or sell 2.5 and buy it back at 2,whichever direction gets away from th eavg mean,hft 's just race stock bids and offers for fractions of a cent

 

[schizo]

Long 48.25

SL 46.25

 

[lurefo]

Quote from schizo:

Just curious. Does anyone know if program trading exist anymore? Or is it supplanted by HFT?

Hey bro, I hope you've been racking up some points lately...

From the Nyse website: Program Trading Averaged 31.6 Percent of NYSE Volume during Aug. 16-20

And here is the lattest Top 20 Most Active Nyse Program Trading for the same period: http://www.nyse.com/pdfs/PT081610.pdf