HFT vs Small Traders

Discussion in 'Trading' started by emg, May 4, 2011.

  1. Because HFT is secretive, stealthy, smart and relatively unknown, why pakistan military failed detecting u.s navy seal stealth blawk hawk helicopters entering pakistanis airspace? The answer is, pakistan lacked the stealth technology. You can relate that to retail traders. They lack in technology.
     
    #101     May 15, 2011
  2. That answer is the myth- hocus pocus I'm talking about. You haven't answered the question. How does high computing power beat a trader that holds trades for at least 2days. To make it simple lets not even consider 2 months. Try again. [/B][/QUOTE]

    Can't you read!!!! HFT tends to be secretive, stealthy, smart and relatively unknown.

    no wonder why 99% retail traders lose.
     
    #102     May 15, 2011
  3. Shagi

    Shagi



    So now I need HFT stealth technology to make money in these markets.:D :D
     
    #103     May 15, 2011
  4. You ever heard of Dark Liquidity Pool? Boy, you are a failure trader know nothing about trading.
     
    #104     May 15, 2011
  5. Another brain dead assumption by the MULE
     
    #105     May 15, 2011
  6. Shagi

    Shagi

    OK - You are right - I'm sorry
     
    #106     May 15, 2011
  7. You have not answer my questions. Another failure trader who knows nothing about trading.
     
    #107     May 15, 2011
  8. There are many different categories of hedge funds from convertible arbitrage’, ‘short bias’, ‘global
    macro’ and managed futures, etc. The most important category is missing! It is the category of
    ‘high frequency finance hedge funds’. High frequency finance managers use tick by tick market
    data as an input to their statistically driven quantitative models. They use tick by tick data, not
    only to optimise the timing of their trades, but also to generate the initial recommendation of their
    trades.

    Why is it necessary to create a separate category? The purpose of creating categories of hedge
    funds is to make it easier to track the performance of a manager, a particular category and to
    make peer to peer comparisons of different managers within one category.

    Hedge fund managers using the methodology of high frequency finance have a very different risk
    return profile to other hedge fund managers. In particular, they can build models that are far more
    adaptive to changing market environments. Furthermore, their models have a much longer life
    time than traditional models developed on the basis of low frequency data.
     
    #108     May 15, 2011
  9. In future, there will be a growing number of high frequency finance hedge fund managers, albeit
    at a slow pace. Due to the high startup costs and the secretiveness of the high frequency hedge
    fund managers progress will be slow. Their trading technology is so successful that they do not
    have to do any active marketing and thus do not have to reveal any information to the outside
    world. This has the effect that only a small group of insiders know about the technology. The
    high frequency hedge fund managers enjoy their anonymity. They can take advantage of the calm
    before the storm to enhance their competitive edge.

    The unique risk adjusted returns of high frequency finance managers has the effect that the
    managers are overwhelmed with demand. They are not able to absorb even a fraction of the
    potential demand for their products. The existing players of high frequency hedge funds have no
    interest in changing this. Will this ever change? Have the high frequency finance managers
    merely discovered a few esoteric trading rules that are powerful but are limited in scope or does it
    have the potential to become main stream? To answer this question, we have to make a step back
    and try to understand our way of viewing the world. We have all been steeped in the history of
    classical economics. This has shaped our view of what can be achieved with finance technology.
     
    #109     May 15, 2011
  10. http://www.olsen.ch/fileadmin/Publications/Archive//hedgefuture.pdf

     
    #110     May 16, 2011