Hft Mm

Discussion in 'Automated Trading' started by mcgene4xpro, Aug 9, 2012.

  1. Hi,

    For an algo that could play 100% providing liquidity with high frequency and huge volume, what is the best avenue ?
    Theoretically, this algo can trade 1-2 years monthly

    Previously,i thought it would fit as a retail algo but now i figured out that this type of algo might fit more in the HFT MM category.

    I have little knowledge about this arena.. However, when i talked with LMAX exchange, they said they did not pay any rebates for such activity. but they lower their commission structure aggressively to reach 10$/m. Taken into consideration , the pure target for MM is to win spread or rebate, with this commission, i believe it is impossible.

    What do you think in general?.
    What is the most suitable avenue to trade such thing?.
    What is the fair deal i should expect?.

    Thanks
     
  2. * 1-2 yards monthly
     
  3. [​IMG]
     
  4. Makis

    Makis

    mcgene4xpro, i found couple of your links very interesting read.
    Thanks for posting them.
     
  5. U are very welcome and this is the goal of posting them.

    It might find some who find them useful.

    My apology for others who did not find them useful.