Not sure I understand your response. For straight market making, what is the typical threshold for latency? I have achieved micros in the equity...
Yea I agree, if such a move occurred there would be more problems than premium/discount. UNL is an ETF that halted creations. Seems to have been...
Yes I believe you are correct. I think UNL and DNO had creations/redemptions halted as well.
Thank you for the response. In interested mostly in stat arb. I would also look to the triangle arb and some straight market making, but I would...
There are many ETFs that have a standing swap with their inverse fund to offset one another. The real problem with a move of said magnitude is...
Few points of clarification: 1. Latency is certainly no where near what you mention. My best guess is close to 1 micro for fastest players to do...
Hi, I'm am interested in getting into FX high frequency trading. I was wondering if anyone has any recommendations for good prime brokers in this...
Separate names with a comma.