Completely understand why HFT must exist

Discussion in 'Automated Trading' started by nitro, Dec 22, 2011.

  1. I only ignore people who attack me personally, or engage in the same debates about my past incessantly. Nitro didn't do that, but, still, what's wrong with asking like the second poster moderator ask him to explain such a profoundly difficult question?
     
    #51     Feb 23, 2012
  2. nothing wrong with it at all..love the way you call the posers out! keep up the great work!
    i subscribe to you!
    iread everything!
     
    #52     Feb 23, 2012
  3. nitro

    nitro

    Fractional Brownian motion is a semimartingale only if H = 1/2.
     
    #53     Feb 25, 2012
  4. nitro

    nitro

    I am developing/engineering a distributed high frequency system that cannot tolerate latency and has huge demands [network/computationally] put on it. The level of detail is intense.

    Maybe I will write a book about it...
     
    #54     Jun 4, 2012
  5. Was this your epiphany? :)
     
    #55     Jun 4, 2012
  6. sounds beutiful man.

    if it makes CASH $ even prettier.
     
    #56     Jun 4, 2012
  7. HFT is imo legalized insider trading. The firms know order flow before the little guys.
     
    #57     Jun 7, 2012
  8. What a pity for you! Allthough this is wrong about HFT, locals also knew the order flow before the retail in the past. This is why they paid for a seat at the exchange. Just learn how to trade and stop complaining about HFT. It is here to stay and you must learn how to live with it or do something else. Here is a good blog post about the flocking behavior of HFT robots.
     
    #58     Jun 11, 2012
  9. Lornz

    Lornz

    #59     Jun 11, 2012
  10. Flocking is a well-known phenomenon but to be honest I did not know about the analogy to HFT robot flocking. Since it is well-known to you, can you provide some links to this specifically because I am quite interesting in it?
     
    #60     Jun 11, 2012