HFT Myths

Discussion in 'Automated Trading' started by hft, May 3, 2013.

  1. hft

    hft

    Whew, good thing I don't have a PHD.
     
    #101     May 11, 2013
  2. Hello hft,

    Most trading platforms provide a proprietary API and also a FIX connection that supposedly is FIX compliant but as we know every interpretation of FIX is widely different.

    1. For a trader without access to DMA i.e. writing to an exchange direct - and writing to a trading platform eg. CQG, TT or T4 would you recommend using the platform's API or using the platform's FIX connection?

    2. If writing to an exchange direct, how is an ATS structured such that it can simultaneously connect to CME, ICE, EUREX, LIFFE, HKFE, SGX seamlessly and simultaneously
     
    #102     May 12, 2013
  3. YoungOne

    YoungOne

    Hello HFT, Thank you for starting this thread.

    Do you know people who do longer TF HFT trading? Maybe holding for hours or even days? Do these people do just as well and if so what type of strategies do they employ. Thanks again.
     
    #103     May 12, 2013
  4. onelot

    onelot

    good thread. thanks for providing such high quality info. have a couple of q's:

    1) hft firm's offering backing/support... what's the typical minimum requirements these firms are looking for in the typical hftrader? you mentioned software, but i'm guessing track record (how long?), work history (IB or other fund/prop experience needed?), etc.?

    2) given a hire/partnership with the above, what's a typical initial alloc look like for a new trader with a firm? what are typical risk limits?

    thanks again.
     
    #104     May 12, 2013
  5. Can someone tell me why i only smell envy and sour grape here??

    Most of those young PhD that follow this route are already multimillioaire before 35, some of them still trade, others quit the job and semi retire young. They generally do much better than the 90% of losers here that still struggle to come out with 25k trading capital and profitable.
     
    #105     May 12, 2013
  6. toolazy

    toolazy

    i'll drink to that. live happily and prosper :)
     
    #106     May 12, 2013
  7. HFT will holding period for hours or days sounds like an oxymoron to me...
     
    #107     May 12, 2013
    TooOldForThis likes this.
  8. 76132

    76132

    HFT: Does your firm do market making and how much do you know about it?
     
    #108     May 12, 2013
  9. Good :)

    The good thing to join this route using your PhD as your entry ticket to institutional is you will be learning something that not available "outside", you could also accumulate your first pile of gold (bonus, good staring salary and etc) as your trading capital. With the right skill and sufficient capital, your probability to success is much higher. This make the different between the loser and winner.
     
    #109     May 12, 2013
  10. 76132

    76132

    So if you wanted to work for a firm like Getco, you would have to bring in your own trading logic and algorithms? Wouldn't that be tough if you previously worked for another firm?

    What would compensation be like for a firm like Getco. I'd assume it's base salary plus some sort of bonus based on the profit you make? Or is your entire salary based on the amount you/firm makes?
     
    #110     May 12, 2013