they were stacking the book with size in order to manipulate algo's and other traders who react to to size. i think every trader i know has done...
i'm referencing any relative value type trading with a market making bent. so, could be pairs, could be larger baskets, etc. i don't integrate...
i have nothing against holding metals, but that article is idiotic.
@risktaker... no, the unwind was precisely why intervention was needed. the carry-trade involves selling yen (borrowing it) for cheap, and...
carry trade unwind... writing's on the wall.
why does, 'the public' need to trade with low latency? have you ever attempted to quantify latency costs? for you? for the public? i'd...
i agree with you... my point was the scope of algorithmic trading is huge and what people are supposing to be hft can be something as simple as...
while not 100k/day, i've only had 2 losing days this year. a couple other guys i trade with are similarly consistent. we don't do dark-book arb or...
let me ask you a question lights. please answer specifically. 1) exactly how should market makers (hft's whatever you want to call them) have...
it wasn't an analogy. 87 is a great reference for pre-algorithmic market crash dynamics within recent memory. the dynamics don't change regardless...
liquidity exists because people have an incentive to provide it (profits). take away that incentive and force them to make a market at any cost...
this is bullshit. talk to traders who were around in 87... ask them how many stocks had a bid. the only difference between then and now is...
yep, exactly. the other side of the carry trade was corp debt. if you look up the corp debt names on the 6th, just like the yen, the move...
well, seeing as how this is the automated trading forum... the finer points of manual trader reaction times? really? talk about meaningless.
not too much different than how you wrote to file: double myData; ifstream infile("data.bin", ios::in|ios::binary);...
short answer: yes. ;-) google linux rtos extensions and network stack configurability and you'll have your answer.
@bellman yep, that looks good. buffer it based on resources... 2k ticks sounds fine though. you can also wrap it up in a low priority thread.
hi atticus, would be interested in hearing you reasons for wanting to be short dispersion vs long it in this environemnt? also, low betas, yes...
if it's opening that late it sounds like the nyse. there's a lot of rules for that, you can call the nyse trade desk and ask... but the short...
other option is to start him on something small, and then build from it when you verify his work.
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