I guess ya need to read a little closer. Pg.12 of "The Flash Crash: The Impact of High Frequency Trading on an Electronic Market" says "HFTs...
Pretty sure you dont know what I'm talking about. Read those papers in my first post in this thread. HFT does not hold positions long enough or in...
I don't think you understand the microstructure of the market. If the market is trading at 10.01 x 10.02 and the market moves to 10.02 x...
I think you are forgetting that as the price moves new queues are being created so it is not necessary nor feasible to send a limit order at every...
You can actually decrease the quantity and not get re-queued. And your assertion regarding ATS being tagged with the lowest priority is simply...
Actually the BATS Europe dark pool charges .15 bps to either take or add liquidity. http://www.batstrading.co.uk/market_data/dark_pool/
Which dark pool offers rebates for adding liquidity? Every one I know of charges a fee for adding liquidity.
Don't know what it's like for retail but for institutional traders most dark pools don't charge anywhere near 25 mills. There are a few that do...
If you're doing true HFT then you won't be using a retail solution which might have the problem of not running on linux. Personally have never run...
I guess thanks for pointing it out. I hadn't noticed there was a civil war.
That is not Obama. Why do you think the left keeps on complaining about him. Specifically look at healthcare. It never appeared that single payer...
I'm not a fan of Palin and I can't imagine voting for her but at the same time I don't really fear her getting elected. But I think she would be...
Well at the moment it's trading at 19 for her to win the nomination and you're looking at a potential long holding period with decent volatility...
I really hope she gets the nomination cause then I'd bet the farm (or as much as that small market can take) against her winning the election on...
Pretty sure it's not an SEC rule cause I know of a few large hedge funds with very strict compliance departments that definitely do not have those...
I think Wilmott and nuclearphynance.com are probably as close as they come. Wilmott does appear to mostly be students trying to get into finance...
They are not fungible so the trade does need to be closed either by trading out of it or letting it expire. There is also a nikkei 225 contract on...
If milliseconds is ok then you can go with taq data http://www.nyxdata.com/Data-Products/Daily-TAQ But for microseconds the only option is the...
I call bullshit. This is so a scam. And I bet that ddav is the 'developer'. Anyone who contacts him be prepared to be ripped off. If this...
And one more thing I just thought of. Make sure you're using the correct open prices. You could be using the consolidated open price which and not...
Separate names with a comma.