Ultra-Latency ETF Trade

Discussion in 'ETFs' started by HFTrader393, Apr 24, 2012.

  1. Has anyone been able to go into production with a HF ETF market making strategy that is flat at the end of each trading day?

    If so I would like to speak with you.
  2. If your idea is to arbitrage them, you will need to be very fast and you should expect to make $0.00 on your trades and just make on rebates (which, depending on your volume tier and how you are executing this, might not even be +).
    In my opinion, this is a very competitive space.
  3. Thanks for your input. I am currently in the HF space and am looking to potentially deploy some new strats.
  4. KastyG


    These kind of questions sadden me..signals the .end of trading by human.
  5. to answer your question - yes
  6. Yes.

    However, success may require you consider some degree of correlation trading.

    & flat may mean dirty hedged.
  7. Nym


    what kind of HF are you referring? Can you give me an order or magnitude?