Ultra-Latency ETF Trade

[HFTrader393]

Has anyone been able to go into production with a HF ETF market making strategy that is flat at the end of each trading day?

If so I would like to speak with you.

 

[monstimal]

If your idea is to arbitrage them, you will need to be very fast and you should expect to make $0.00 on your trades and just make on rebates (which, depending on your volume tier and how you are executing this, might not even be +).
In my opinion, this is a very competitive space.

 

[HFTrader393]

Thanks for your input. I am currently in the HF space and am looking to potentially deploy some new strats.

 

[KastyG]

These kind of questions sadden me..signals the .end of trading by human.

 

[WinstonTJ]

to answer your question - yes

 

[Rationalize]

Quote from HFTrader393:

Has anyone been able to go into production with a HF ETF market making strategy that is flat at the end of each trading day?

If so I would like to speak with you.

Yes.

However, success may require you consider some degree of correlation trading.

& flat may mean dirty hedged.

 

[Nym]

what kind of HF are you referring? Can you give me an order or magnitude?