Id first start by saying, if you don't want your stops to be hit, don't use them. The market will go wherever its pushed, and should oscillate...
All HFT is front running? Thats quite a broad statement and I think everybody who actually has worked with HFT systems would disagree. Faster...
If you are banned from having the same set up as them, I agree its not fair. If everybody has the option to trade in that time frame, I think its...
Does the person running the HTF have less of a right to make a living in the market than you do? If you don't like how they operate, petition of...
I think most HFT systems have fairly smooth equity curves (ie. You wouldn't find a true HFT which performs vastly different from one day to...
Before the internet. Did the govt have the ability to shut down phone lines? Temporarily close businesses? Block access to areas? I think yes for...
More or less, you can't. You pretty much need to come up with a reasonable idea in theory, and see how it acts once its on the order books using...
Mostly schooling, my main base of knowledge coming from a statistical machine learning course taught by Shai Ben-David(if you are interested in...
This is a common misconception. Curve fitting leads to a great predictor if you are trying to predict the 'curve' you are fitting to. Example:...
Backtesting and forward testing are pretty much exactly the same if you are simulating a set system (the forward data will yield the same results...
Imo. You'll probably want to use C# for most of your coding (its a treat to code in), then use something similar to Codeanalyst to figure out...
Hey. I'm trying to find more information about methods to insure add liquidity on orders. Currently I use BATSALIQ, but I find for many equities,...
"Going all in works every time except once"
AAPL is well versed in placating a-hole(s).
Fun thing about truth. Its usually supported by facts ;)
I'm unpredictable like that. And I thought there was a nice analogy in there about electronics having faster reaction times and more stamina when...
I was thinking it was a coupling between extremely thin liquidity due to volatility, mixed in with a lot of stops being executed, margin calls,...
I figured his wife cheated on him with a computer algorithm. Rough deal.
Oh I forgot you were an expert on the subject ;)
Arbing news events between two inter listed products. Done.
Separate names with a comma.