Completely understand why HFT must exist

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wtf

it exists for one simple reason

there are always lots of smart people around who like to make a risk free buck without having to dig ditches


NOT A HFT TRADER

 

Exactly! WTF!

That's definitely not a HFT Trader, I agree.



Nitro, how's that 5 sentence paragraph coming?



Nitro, this post:

Is not a sentence, so try creating an original literary masterpiece so we'll know more about why P=NP means HFT must exist.

In middleschool the teacher always asked us to answer using part of the question in our sentences, so as long as you start with this:

<b><i><u>HFT must exist because...</b></i></u>

Let that be your first 4 words, because this thread is pretty hilarious and you won't get out of having to explain the premise of your thread without more explicit explanation(s).

Having found holy grails already, ie:trading systems that make a profit on past price histories alone, I know that markets are not efficient, and n!=np.

There, solved for you?

Your premise is that there aren't any such strategies, when I can tell you with certainty that there are, and even if you don't believe I have one, I guarantee HFT traders have them, but then that means p=np so I will say that p!=np for most, but p=np if your search finds such algorithms and myself having found such algorithms I do know p!=np just as the computer scientists state.

I can dispute every weak EMH because I've solved those problems but everyone has a different method to do this, so it's a case by case basis. The efficiency computer scientists have noticed is not out of the EMH, but out of genetic algorithms, and if you can train your algorithm, then you can train it to be p=np, but most will realize p!=np.

 

As I was trying to optimize futures folio allocations using my system's daily correlations matrix, my Topology Stanford PhD partner said he <b>was not</b> going to try to solve the Napsack problem, and said he would quit if I asked him to.

 

<iframe src="http://player.vimeo.com/video/14317442?title=0&amp;byline=0&amp;portrait=0" width="400" height="300" frameborder="0" webkitAllowFullScreen mozallowfullscreen allowFullScreen></iframe><p><a href="http://vimeo.com/14317442">Caml Trading</a> from <a href="http://vimeo.com/user4538565">Yaron Minsky</a> on <a href="http://vimeo.com">Vimeo</a>.</p>

 

Did he look into using a quantum Turing machine?

Prehaps trading ends when quantum computers appear. Their new HFT algorythm with entangled Cayce computing will place their front running order nanoseconds before you do!

Trading will end with a whimper not a bang.

 

A battle between blowhards.

It's no coincidence that both of them might also be clinically insane.

 

Battle, blowhards? You solve portfolio allocation optimization using the CAPM. You can't know it for certain, but you'll get approximately close.

The OP, nitro, hasn't contributed more than 20 sentences to this thread, and he's the OP! He doesn't understand what he's talking about, but we don't know what his point is because he hasn't made any attempt to articulate what his understanding is and how that relates to HFT's mandatory existence.

The Napsack problem is efficiency to Computer Scientists, can you solve the algorithm and know you've solved with certainty for the most efficient model, and the EMH in a different sense to Economists is whether you can prove or disprove markets are efficient.

There is no original input. Only a thread meant to boost post count with literally less than 5 sentences of an explanation about his rationalization that he claims to understand HFT must exist because of the Napsack Problem,P=NP, when there's no evidence he does. And if he does realize I've already explained the solution, p!=np in computer science, and p=np for some in the markets but most find p!=np, you have your answer.

 

Yes, this thread truly is pathetic, nitro.

I count 4 sentences, and that's generous if you want to count "Happy Holidays" as one.

You have chosen to let us think you're stupid, rather than speak, and let us know you are stupid.

 

I think the point of this thread is to get us to join Vimeo, otherwise the video won't load, and if it's not on youtube, I don't care to watch it.