HFT Myths

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

  1. afr6262

    afr6262


    Yes you are right its in NJ. We are in the same building as Edge I believe. Know of any firms that can offer a better payout?
     
    #231     Jul 5, 2013
  2. hft

    hft

    It depends on what your other options are and how good the backtesting software is. As far as colocation, you can just deduct that cost from the deal when comparing options so there are less variables involved.

    That deal is terrible for someone with strong industry experience. It might be great for someone who has never been employed in the trading industry before though. It all depends on what other options your experience can get you. It sounds like all they are giving you is backtesting software and data though, which doesn't sound like much for giving up 50-75% of your return.

    If you have any experience at all, get in touch with a recruiter that can shop around for better deals for you.

    To put things in reference, for a 25-50% payout split, I would expect to get the works provided: no capital to put up, strong base salary, top-notch connectivity to all major exchanges, full historical data, etc. What I wouldn't expect to receive is a full HFT trading system though - if that were provided a competitive payout would probably drop down to the 10-25% range.
     
    #232     Jul 8, 2013
  3. Drifter

    Drifter

    What are your thoughts on the possible merger between RGM and Allston?
     
    #233     Jul 9, 2013
  4. hft=frontrunning

    any other pretense is just that.
     
    #234     Jul 9, 2013
  5. Back to flipping burgers and mugging old ladies.
     
    #235     Jul 9, 2013
  6. Occam

    Occam

    How do you presume to know this?

    Your posts on this thread seem devoid of anything factual and add only negative value to what is otherwise a highly informative thread initiated by someone whose motives are by all appearances open and magnanimous.
     
    #236     Jul 10, 2013
  7. My question is this: What is High Frequency Trading?

    Let me tell you my understanding of what HFT is and then you say if ist correct or not.

    Let's say the Ask of AAPL is at 600.40, the Bid at 600. Now the HFT Trader enters a buy limit order at 600, hoping that someone sends a market order so the limit order gets executed.

    As soon as the 600 Buy Limit order gets executed, the HFT Trader then immediately enters a sell limit order at 600.4 hoping someone sends a market order to execute the sell limit order. This way, the HFT Trader cashed in a profit.

    Is that a correct assumption of how HFT works or is it completely wrong?
     
    #237     Jul 10, 2013
  8. I guess you dont keep up with the news. Thats ok, some of us do.
     
    #238     Jul 10, 2013
  9. afr6262

    afr6262


    That's my understanding of HFT too. They do take liquidity as well so it's not all market making. The only thing I do t like is when they see your order coming into one exchange and then hit the others or pull their offers before your order routes to the other exchanges. I would just like to get the damn fills when I see exchanges there. They can see your fills on say edge and them take arca or inet before your order routes the remainder to those exchanges. There are smart order routers that try to help you but I still get front run occasionally I think.
     
    #239     Jul 10, 2013
  10. hft

    hft

    Reminds me of Sears + Kmart circa 2005. Neither firm is doing very well and I don't expect them to do much better together, if it even happens.
     
    #240     Jul 10, 2013