Low Latency Market Making

Discussion in 'Automated Trading' started by HFTrader393, Jul 16, 2012.

  1. I am finding out the rush to single digit microseconds tick to trade is expensive and difficult, I have decided to branch out and try to speak with others who are running a prop market making strategies.

    Looking to speak with others with market making strategies who have been successful in the milliseconds and double digit microseconds.
     
  2. I am running millisecond relevant high frequency strategies in fx markets. But I do not make markets, I also would like to stir up a discussion in this segment but if you purely like to focus on market making on the equity side (rebate trading) then I politely bow out of the discussion as I do not have much value to add.

     
  3. mike21pt

    mike21pt

    5 microseconds. But it's very expensive to get to that level. If you have a strategy with 3+ sharpe and some daily's. I can get you in touch to get you funded and working at those speeds.
     
  4. my strategy trades at 8+ Sharpe ratios and even that is nothing to brag about in high frequency space. What do you mean "...and some daily's"? 3 Sharpe ratios in high frequency space is very poor, meaning you lose money on a lot of days which clearly speaks against the performance metrics of high frequency strategies which are supposed to turn over hundreds/thousands of trades at the very least...

     
  5. mike21pt

    mike21pt

    trade dailys report. Also, if you want to contact me feel free to PM me.
     
  6. Not sure what "trade dailys report" you are referring to and what it means. But I never indicated I have an inclination to contact you. Let's get back to a discussion of low latency market making and related hft strategies and not how to fish for new traders/PMs willing to surrender their IP.


     
  7. gmst

    gmst

    What a fitting reply!
    LOL :D
     
  8. Surfeur

    Surfeur

    It's arb strategy to do 8+ SR ?
     
  9. depends on your definition of arbitrage.

     
  10. Surfeur

    Surfeur

    Between ECNs ? linear / Tri arb ? :)
     
    #10     Jul 17, 2012