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amazingIndustry

Registered: Aug 2009
Posts: 570

07-17-12 09:30 AM

no its not related to arb, not in your sense of the definition anyways. Please do not ask further because I do not want to discuss it, sorry. I mentioned it to clarify a point someone else made earlier, not in order to brag or invite a discussion about my strategies.

Quote from Surfeur:

so stat arb ? on equity Okay but i don't know how work on fx...

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Surfeur

Registered: Jan 2002
Posts: 67

07-17-12 09:35 AM

Ok sure i understand, I was just to know what current type of strategy could be +8 sharpe ratio on HFT

anyway cya

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amazingIndustry

Registered: Aug 2009
Posts: 570

07-17-12 10:20 AM

most are, many 10+...

Quote from Surfeur:

Ok sure i understand, I was just to know what current type of strategy could be +8 sharpe ratio on HFT

anyway cya

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mcgene4xpro

Registered: May 2010
Posts: 741

07-17-12 11:12 AM

Quote from amazingIndustry:

I am running millisecond relevant high frequency strategies in fx markets. But I do not make markets, I also would like to stir up a discussion in this segment but if you purely like to focus on market making on the equity side (rebate trading) then I politely bow out of the discussion as I do not have much value to add.

What brokerage avenue will go with for such high frequency strategy?
If Currenex, what is the best Currenex out there?

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amazingIndustry

Registered: Aug 2009
Posts: 570

07-17-12 12:05 PM

there are tons out there by now, EBS, Reuters, hotspot, currenex, fxAll (now Reuters), and countless others.

Quote from mcgene4xpro:

What brokerage avenue will go with for such high frequency strategy?
If Currenex, what is the best Currenex out there?

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