Very nice. Will be fun to see how long you get to pick off your broker/CP before they shut you down.
Tell your niece to study coding and statistics.
It's called marketing. Manoj is playing up his HFT street cred to differentiate his quant fund from the rest. What's more likely is that his prior...
Sincerely not trying to threadjack, but if @FCT is interested in crafting strategies around macro data releases, he might look to an intraday...
I wouldn't recommend it. I think the retail trader is best off trading names "in play." Large volatility, lack of correlation, and ample liquidity...
Chan lives in fantasyland. He can come up with endless strategies that simulate well but get killed in reality. Stat arb works but Chan is far...
Back when the OP was doing this, it was great. Now, not so much. HFTs just too good intraday.
Echo the general sentiment here. There is a disturbing trend of exchanges seeking to squeeze more revenue out of data and connectivity fees. This...
Of course Sarao was spoofing. Cancel if close functionality - he was pissed his spoofs were getting swept and wanted to have faster and smarter...
Not an options guy, hoping some of you experts can weigh in. We all know about IV crush following a scheduled event. Earnings, FDA, etc. But what...
Most algos are not that smart. Machine learning and hard maths overrated. Use of heuristics is fine. The real advantage algos have is their...
Gamesmanship and predatory as in illegal? Certainly appears to be a lot of that going on these days.
Intentional or not, many prop traders have succeeded not from arbitrage but from creating inefficiencies and exploiting other participants....
When you look at TF attribution since the 80s, it pretty much all comes from being long treasuries. But now rates are at historical lows and I...
Just another follow up to this. A WSJ article about HRT noted that they have an average holding time of ~5 minutes, hold positions amounting to...
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