C caementarius Jun 22, 2010 #1 This is a list of names commonly traded by HFT algos. What makes them special? http://www.cnbc.com/id/37852523
This is a list of names commonly traded by HFT algos. What makes them special? http://www.cnbc.com/id/37852523
T tradelink Jun 22, 2010 #2 large volumes (liquid), very deep order books (lots of orders to play off each other, and also calculate optimium supply/demand points)
large volumes (liquid), very deep order books (lots of orders to play off each other, and also calculate optimium supply/demand points)
S Stoxtrader Jun 23, 2010 #3 Quote from tradelink: large volumes (liquid), very deep order books (lots of orders to play off each other, and also calculate optimium supply/demand points) More... Agree, high volume. (1) Why is Etrade on the list? Sticks out like a sore thumb. (2) They are claiming volatility is higher? I thought HFT firms were saying they made markets less volatile? Or is it indexes less volatile, but individual stocks more volatile?
Quote from tradelink: large volumes (liquid), very deep order books (lots of orders to play off each other, and also calculate optimium supply/demand points) More... Agree, high volume. (1) Why is Etrade on the list? Sticks out like a sore thumb. (2) They are claiming volatility is higher? I thought HFT firms were saying they made markets less volatile? Or is it indexes less volatile, but individual stocks more volatile?
B blox87 Guest Jun 23, 2010 #4 AKA .... a list of stocks that will briefly trade at .01 cent in the event of another flash crash lol
AKA .... a list of stocks that will briefly trade at .01 cent in the event of another flash crash lol
