Is this HFT?

Quote from TraDaToR:

Hello earlyexit,

I am not a stock trader, I don't know much so of course it can be an internalizer( in this case, it's just IB that screwed me ), I am not aware enough of how the stock markets work. I am just stating that on some low volume stocks( with 10 ticks + B/A spread ) , when you click on some bid or ask, you have a good chance it will disappear just because of your order.
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Just answer ONLY when you know something !!!!

WTF is this ?
 
Quote from INTELSSD:

Just answer ONLY when you know something !!!!

WTF is this ?
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English is not my native language,but IMO TraDaToR's post is not an answer. it's a statement. i have exactly same experience . every single day. that's a fact(at least to me)
now-if you know something about this issue or have anything else to add to this thread ,besides WTF-speak up..i'm all ears.
 
Was it a direct market order? Which ecn did you place the order on? Did you try routing to a different ecn after missing the fill the first time? The second time?

Without these details you have provided little evidence of fake liquidity. By leaving out any mention of these details you have provided evidence of internalization / "smart" routing.

Quote from bonds:

There was a high frequency trader on cnbc now that just said that 98% of the liquidity in the market is fake.

That explains everything that happened to me when I tried to sell...
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Quote from Bob111:

too lazy to search my posts,but i've been saying same for at least 5 years. no need to be genius or "pro" trader to figure this out. all you have to do is just trade stocks. like i said-no need for a special committee trying to figure out cause of "flash crash". just fucking try to trade..it's all fake. specially on low volume stocks. look at spreads at open. there is no one trade in like first 15-20 minutes(except for stocks with news). market is DEAD. spreads during the day are unreal on some stocks. i do track spreads on portfolio i trade-it's just getting wider and wider,year over year. "HFT provide liquidity and market"-it's a pile of BS. HFT is everywhere and SEC has no control over it. they even admit it themselves. under current market structure-it is impossible for SEC to control trading on stocks. they allowed it. and i believe-they did it purposely. what else would you expect,if half of SEC staff are from GS..it's a big club and you ain't in it.

http://www.youtube.com/watch?v=acLW1vFO-2Q
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SSDD

What Happened to Kraft Today?

http://www.cnbc.com/id/49279166?__source=yahoo|headline|quote|text|&par=yahoo
 
traded bunch of stocks today . all of them around 20+ $,avg vol >400K. unable to exit with 100-200 shares lots without moving the stock price. unreal
in fact-i lost about 25% of my PnL at exit. 25% on the middle of the f** day! if i have 100$ in PnL-i would have only 80-85$ after spreads and commissions.

it's BS market. once they see your order coming-bamm..spreads are wider and same shit mentioned many times before. you try hit the bid-got 1-2-5 shares of it. bid gone,spread just got wider. now you stuck and have to pay double commish, specially if you start chasing the bid. comissions-doubles,triples and Pnl getting smaller and smaller
 
Greetings All,

I was just looking over a few Journals from the past, and I was reading the "Geez Journal" (A 70K Bet....). If you remember in this Journal, Geez bet a friend that by using a simple methodology, he could make a 50% gain by the years end. And in the end, he more than surpassed that goal.

Just as a general question for those of you who trade similar to this style. Do you still see that the "Geez" performance of 2009 is still doable today, or are you seeing that the market environment and dynamics have changed “the game” too much since then?

Does anyone know if Geez is still using that method today, or was it just a one time experiment?

Thanks.
 
Muciacios: Here is the bad news: markets are about liquidity and there is none. Reason being that market capitalization is in trillions and most of it is sucked by bond market. For equity markets to work it had to be spread out between multiple market centers and liquidity had to be simulated. There is semi good news: HFT is simulated (virtual) liquidity so it appears that market is there when actually nobody is interested in buying or selling. This is what you dealing with and that is why there are problems when you want to cash out. Thanks to HFT you can still get some money back. Appreciate that.
 
And yet the bond market has no central market place.... trading takes place across dealers-customers, inter-dealer-brokers, request-for-quote electronics, some electronic order books, etc....

Oh wait, you are the guy who thinks CBs are behind HFT through some mysterious channel... got it.

Quote from vicirek:

Reason being that market capitalization is in trillions and most of it is sucked by bond market.
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