1) Very. Every HFT firm probably trades them in some manner. If not directly, they at least use it to price other markets. 2) All sorts. -...
That just shows how quote updates propagate from each equities exchange to others. Notice that each time an exchange's quote changes, it sends out...
I don't think I have any good advice for home traders to improve execution, and not particularly for less liquid equities since I have very little...
- Single product scalping: Working the bid and offer in a product and trying to capture the bid/ask spread - Inter-exchange arbitrage: Buying and...
That's a good question. I don't know for certain, though I'm sure they'll tell you if you ring them up. CME in particular is very good at being...
I can't answer this, nor can anyone really. My opinion would be that the old, predictable intra-day repeating patterns were inefficiencies that...
Lots of possible scenarios here. Depending on the details you can eliminate one or another. Whether you submit to your broker or ARCA, you're...
This kind of classification aggravates me. This is not front-running. If you're willing to put out risk by resting an order in the market, you get...
A typical ratio for non-equities trading (equities trading is quite different due to rebates) might be something like 90% scratches, 8% winners,...
Got some time to kill this weekend. I've been working in HFT for the last 7 years. Futures, FX, some equities, mainly market-making. I've always...
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