hey HFT scum, yeah, you. Watch this

Discussion in 'Trading' started by stock777, May 26, 2010.

  1. Lies? Point to one. I think your tinfoil hat needs adjusting. Or maybe you just can't see clearly through the tears.
     
    #331     Jul 6, 2010
  2. http://www.tradersmagazine.com/news...hms-stealth-superx-jose-marques-106043-1.html


    bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs bot vs
     
    #332     Jul 7, 2010
  3. \

    I was referring to winston the hft smoker. You're not him using an alias are ya>
     
    #333     Jul 7, 2010
  4. LEAPup

    LEAPup

    The actual crime would be front running.

    No, I'm no fan of the HFT's.

    Hopefully some MIT genius will be able to point out whether or not hft's are front running.

    This article is almost a year old, but raises some valid points against hft http://market-ticker.denninger.net/archives/1259-High-Frequency-Trading-Is-A-Scam.html
     
    #334     Jul 7, 2010
  5. what I don't understand when I see numbers like 70% of all volume is algo/bot trading, is who are they competing against? How are they making money if they account for a majority of the volume?
     
    #335     Jul 7, 2010
  6. Flash orders are indeed total crap, and should be illegal.

    Also, "providing liquidity" isn't really an accurate description, because it's a side effect, not the intent. But it's there.

    What IS true is that HFT, even in the bogus Broadcom piece, makes markets more efficient. Why should it take a long time to go from $26.20 to $26.40? The algos just figure out that's where it's going faster than humans can.

    re: doing 70% of the volume, that's a reflection of holding periods decreasing. Measuring volume by time is only one way to do it. Much more interesting is volume per price move, etc.
     
    #336     Jul 7, 2010
  7. Ok, I'm curious. How might one do this?

    If we could do away with flash quotes and internalization we'd be much better off. Bonus points to equally regulate dark pools as exchanges.
     
    #337     Jul 7, 2010
  8. I agree with all that.

    re: vol/px, there are lots of ways to look at things "differently". Plot price as range bars with volume underneath. Or point and figure charts the same way.

    Vanilla bar charts are kinda a lame "middle ground". If you want to look at time, look at Market Profile or survival stats. If you want to look at price, see above. Etc.
     
    #338     Jul 7, 2010
  9. ammo

    ammo

    that 70% is getting in and out multiple times for pennies, increasing the volume,the majority of it ,the hft trades
     
    #339     Jul 7, 2010
  10. ammo

    ammo

    dark pools were supposedly invented to protect the larger customers moving excessive amounts of stock,in reality they are sandbagged by the hft's with the same darkpool info
     
    #340     Jul 7, 2010