Slow High Frequency Trading

Discussion in 'Automated Trading' started by Jerry030, Jul 21, 2010.

  1. Jerry030

    Jerry030

    Thanks for the suggestions.
     
    #11     Aug 4, 2010
  2. t482

    t482

    Once you have tested it may be worth looking at colo at Equinix NY4

    Cheers
     
    #12     Nov 5, 2010
  3. Jerry030

    Jerry030

    Thanks for the suggestions.

    After looking into HFT with several HFT firms I'vehave found that
    perdictive anlaytics does not work very well on HFT data and is much more profitable on longer time farmes (minutes to hours) so we are runnning on a regular server (remote)
     
    #13     Nov 5, 2010
  4. I'm not surprised at this, but keep in mind, many HFTs have a terrifically low cost per order and they also have a tremendous SIZE for each trade. That makes their 15 second trades very lucrative.
    IOW: with their size and commission advantage, they're making $1000's for 15 seconds; we would be making $10-20 at the most.
     
    #14     Nov 6, 2010
  5. Jerry030

    Jerry030

    Profit is always a function of ability to predict future dynamics, the acccuracy of such predictions, realized and theoritical risk, capital, leverage and opportunity regardless of time granularity.
    The HFT firms I know have an annual return on capital < 150%
    which is pretty modest.....perhaps there are others doing better than that, I don't know.
     
    #15     Nov 6, 2010
  6. ybfjax

    ybfjax

    You can use a vps, which may be a cheaper always on alternative. A good trader vps is www.commercialnetworkservices.com . Not the only one, but their customer service is excellent and they have special tweaks specifically designed for traders. And they also have 2 factor security login and an email-to-SMS service free and paid service. Their hyper-v virtualization allows for always on connection, so no forced windows updates or weekly reboots.

    An always on connection and computer is essential for AT.
     
    #16     Nov 10, 2010
  7. Jerry030

    Jerry030


    Thanks for the tip on this service. It potentially looks very useful
     
    #17     Nov 10, 2010
  8. Do you or anyone else know of a comparable trader friendly vps service that is in Chicago?
     
    #18     Nov 11, 2010