I listen to a squawk box for entertainment but it really doesn't help since I don't make any intraday adjustments. Ransquawk is excellent. News...
Just go to Dell and customize an R620 with the highest end CPU(s) and that's in the $5K-$10K general price range without any super customizations....
I stand corrected. I don't have much experience with options, but I was thinking of ES options on CME in particular. Or even something like SPY...
I have not read it but will take a look. My first question is 'why bother'. My second impression is that it's a bunch of voodoo data mining for...
HFT's are very active in both types of products you mentioned. I'm not sure what barcode means but I assume it's slow and thick like ZB vs. the...
It's largely either single product in isolation, single product across multiple exchanges, or closely related products. Other HFT's do more of the...
[B] 500% return on all of the working capital you have in the firm is realistic ($100M net annual profit on $20M in working capital let's...
It won't implode; it will reach an equilibrium where only the strongest firms will survive. The industry surrounding internet companies didn't...
ROC as it's typically measured isn't all that pertinent to much of HFT. You keep your working capital as low as possible as you would in any other...
Yeah that would be too slow for the type of HFT trading we've been talking about on this thread.
Maybe/probably. Hell no. At least not that I've ever been told, heard of, or found. Some exchanges will show you the clearing firm behind orders....
I have not read it. I glanced at some previews though. I agree with them somewhat, particularly on the special order types. I'll preface by...
If by consolidated you mean some 3rd-party feed that consolidates endpoints then yeah I think it's too slow for pure HFT trading (rebates,...
Each HFT firm/trader/strategy varies on this. There are certainly some that are conpletely black box with just an on/off switch, and others that...
I've done both and it is quite different between the two, but not a complete dead-end. The high-level process to finding edge remains the same...
The clearing firms essentially trust us to handle our own pre-trade risk controls. There's many ways to handle the checks, but in general it's...
Both are equally as important.
No, I don't think the hardware and intracolocation costs are a significant barrier to entry at all. They're paltry compared to the PNL potential...
Without going into specifics on fees or products I think an individual can make about a grand a day with this setup fairly reasonably. With the...
Absolutely. Well maybe 5K is pushing it but let's say 10K for the same server we use. You can be in the same ballpark as any HFT firm in terms of...
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