Fighting the HFT algos... daytraders and floor traders vs. HFT traders

Just to show you what hi frequency trading has got up to in last few weeks speed wise. The ET traders who call themselves HFT are so far behind the front runners on the "race to zero."


http://www.nanex.net/Research/OPRA_081011/OPRA_081011.html:

eek:

Why do we need 100 times more data bunging up our lease lines since 2007 when the volumes traded and size of moves really aren't that different, its just noise from machines. I can't and don't want to see 8500 quotes a millisecond but my line has to cope with it. That is why I dislike HFT, being profitable with them in there is not so much the issue.


http://www.nanex.net/research/MsgRates/EquityMessageRates.html
 
Quote from panzerman:

A minimum time frame for quotes to be honored is an excellent way to stop quote stuffing. To stop front running, you would need to add a random amount of time to each orders time stamp before it goes into the queue. Say a random amont of time between 50 and 250 millliseconds. There would be no way of ensuring that a particular order could execute fast enough to front run.

To be fair, you would have to add this random amount of time to everyones order, even the manual traders.
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Yep, build speed bumps.

Makes trading more stability and less people get killed.

Win win.
 
This thread was started with the idea in mind of collecting ideas for day-traders and manual traders to use in coping with HFt in their own trading. While I agree with the general gripe-fest, are there any ideas for dealing with the effects of HFT? I try to stay away from the most heavily liquid instruments because of the quote stuffing.
 
the simplest way to cope with quote stuffing is to ignore quotes sums...

what the most of you saying is - dear government please make markets convenient for ME to steal money..

pure altruism I suppose ;)
 
Quote from ChinaExpert1:

This thread was started with the idea in mind of collecting ideas for day-traders and manual traders to use in coping with HFt in their own trading. While I agree with the general gripe-fest, are there any ideas for dealing with the effects of HFT? I try to stay away from the most heavily liquid instruments because of the quote stuffing.
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Actually, all of this is pretty much a moot point if you lengthen your holding timeframe and chart sampling timeframes.

All of it.

Why play into the strength of the bots...
 
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