Anadarko flash crash raises questions about market structure rules

Discussion in 'Wall St. News' started by OnClose, May 20, 2013.

  1. piezoe

    piezoe

    OK, thanks. I understand your previous post now.
     
    #31     May 24, 2013
  2. achilles28

    achilles28

    I guess nobody has any answers?
     
    #32     May 25, 2013
  3. toolazy

    toolazy

    DONT USE MARGIN AND STOPS !

    ONLY NONCENTRALISED MARKET IS OK TO USE MARGIN & STOPS, LIKE SPOT FX. TOO MANY WATCHING TO PLAY HFT & CORRUPTION GAME.

    TIMES CHANGING....
     
    #33     May 27, 2013
  4. elite74

    elite74

    What T&S provider do you use that shows the exchange where things are executed. Thanks.
     
    #34     May 27, 2013
  5. The key to HFT is to limit decimalization to less than a certain number of digits.

    Slowing down the speed limit will only make the system a categorical DOW machine from the 20's, and this is because the bottleneck order hangout is too great at any latency to enforce this curfew on the orders in terms of duration. That would not solve your problem of huge thumbs coming in, but the decimalization limit would.

    I know because I studied the effect of this immediately after decimalization, and it has been taken to an extreme.

    Were it not for the fact that the machines can now only handle one hundred thousand orders per second per symbol, the need for decimalization caps is such that the bandwidth is not catered to by large pay for performance users at the exchange.

    So limiting order routing and re-routing (submission and re-submitall) through excessive time constraints will in no uncertain terms hurt the market, but limiting decimal count in transactions trading will do more to solve the downside volatility issue than any artificial speed limit ever could.
     
    #35     May 29, 2013