hey HFT scum, yeah, you. Watch this

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

  1. Quote stuffing. A little like message board stuffing, where shills for a criminal enterprise post disinformation.
     
    #581     Sep 8, 2010
  2. Since you have not once answered any of my questions I'll assume you won't answer this:

    How do you propose they impliment the speed bumps and throttling orders so that everything across the board is equal? Is it possible that everything could be equal? If so how?
     
    #582     Sep 9, 2010
  3. sprstpd

    sprstpd

    How about once you transmit an order, you cannot cancel or move your order for "n" milliseconds. I would guess a value of n = 1000 would almost eliminate any problems caused by HFTs. Colocation could still be employed and there would be no throttling of quote data.
     
    #583     Sep 9, 2010
  4. Would this also be applied to market makers?
     
    #584     Sep 9, 2010

  5. You are a lying swine.
     
    #585     Sep 9, 2010
  6. /thread

    :(
     
    #586     Sep 9, 2010
  7. sprstpd

    sprstpd

    Sure.
     
    #587     Sep 9, 2010
  8. #588     Sep 10, 2010
  9. Nanex published an interesting study on the flash crash and how quote stuffing is linked to the drop. They recommend a 50 ms quote expiration rule.

    I see some people here like WinstonTJ are well versed in networking and equity markets, I would appreciate if you guys could comment on the Nanex study, especially regarding the threat it seems to be to the market structure. Besides that, I have no problem with HFT. Market still goes up and down, same as before HFT.

    Here is the Nanex study : http://www.nanex.net/20100506/FlashCrashAnalysis_CompleteText.html
     
    #589     Sep 10, 2010
  10. Winston could probably give a more thorough answer than myself, but I did make some comments in this very thread after the Nanex study was released: http://www.elitetrader.com/vb/showthread.php?s=&postid=2917845#post2917845

    Now, as to why they need to update that fast, good question. Doesn't automatically make it quote stuffing or highway robbery though.
     
    #590     Sep 10, 2010