From what I und from what I understand, Rentech isn't trading HFT (they could but apparently don't). It's clear that HFT margins and capacity are...
1000 shares of what? Most liquid books sit several 10k shares thick all day.
Insider trading occurs most eith individual public companies. Market makers typically have exposure to many different companies/sectors at once....
You should make a point not to trade with HFTs then. Enjoy your inflated spreads and higher transaction cost. The cost to you is well worth...
While completely illegal/unethical, it's certainly not risk free. Imagine how much size you'd have to show to move SPY or ES. If someone decided...
Agreed! My background is in HFT so it's upsetting to see when the tech is used like that and gives all HFTs a bad name. I'll definitely check it...
Suppose that stock X has a bid of 10.00 by 100 and offer at 10.02 by 150. This current state of the order book has more sellers than buyers....
The most consistent and large options profits likely come from those making markets in volatility. Shops like optiver probably have many deals...
Do you have some concept of price for one future relative to the other? For example, July = 3*December + 1 (completely arbitrary), because you can...
Soes is right. You have bad adverse selection during the post. When you get filled, it's almost guaranteed to be a bad price. Unless you're...
Compared to active participants idea of fair value. It's unlikely that your idea of price is equivalent to that of a market maker or someone...
I should add that if trade profits tend to be more volatile, then it might be better to stick with an at home office. Most of the market...
I lean towards renting a space (or coworking space). Separation between work and home tends to carry great benefits. Also, if a trade is scalable,...
Why can't you use today's closing price? Suppose you are using P = 21. Then for a given stock X(t) at closing time t, the MA is defined as,...
What the original poster has described is exactly mean reversion. The mean being defined by the moving average and the thesis being that the...
Based on prices of other securities.
Agreed, as long as you are aware of it! You are likely trading over much longer time horizons than the people trying to pick off resting orders....
I'm not saying you are trying to predict what the market will do, but consider this scenario. SPY is 239.10 bid 239.15 offer. You have a resting...
I'd strongly suggest that you don't want to leave resting orders, especially in the after-hours. Just because you want the price you left the...
I'm actually a quant though. Like I do research and trade professionally for a living. I'm on this forum because I have had productive discourse...
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