What's your take
on high frequency trading?
It's hard to imagine more drama than the HIMYM ending, however that was certainly the case across the screens of traders as the debate
on high frequency trading has taken a very public turn, implicating online... Read More»
They take
on High Frequency trading.
While I don't have the answer to this question at this point, I do have a few thoughts to share
on High Frequency Trading (HFT).
In futures, the emphasis is
on high frequency trading, although we also run one or two lower frequency strategies that have higher capacity, such as the Futures WealthBuilder.
Not exact matches
Kraken, which aims to focus
on a more institutional clientele, has been working closely with
high -
frequency -
trading firms and market makers to roll out new products.
For all the post-publication focus
on high -
frequency trading, Lewis spends very little time with
high -
frequency traders in the book.
• White Oak Equity Partners acquired a minority interest in Blueshift Asset Management, a Red Bank, N.J. - based quantitative investment firm focused
on statistical arbitrage and
high -
frequency trading strategies.
Review: Scott Patterson argues that
high -
frequency trading has turned the entire stock market into one big dark pool where only the algorithms know what's going
on.
I think we will be able to influence the way the global economy works and implement things like Robin Hood taxes [
on financial market transactions] and ban
high -
frequency flash
trading and dismantle this global casino.
Elsewhere in the issue, you'll find senior writer Thomas Watson's look at
high -
frequency trading, which suggests even those with a firm grasp
on market fundamentals may not be able to explain everything that's happening
on the exchanges these days (p. 56).
At the same time, regulators change
trading «ticks,» or the increments in which stocks can
trade, from the current decimalization to nickel sizes, eliminating the benefits that
high -
frequency traders enjoy from capitalizing
on moves of pennies.
He said BlackRock is not overly concerned about liquidity in the treasuries market, but is nonetheless keeping
on top of everything that's going
on — things like the emergence of
high -
frequency trading in the interdealer market.
The current market is dealing with one whale of a black eye caused by suspicion over
high -
frequency trading and its stranglehold
on market activity.
In Joe Castaldo's feature about Aequitas — Canada's newest securities marketplace, launching
on March 27 — he explains the basics of how
high -
frequency trading works:
The proposals also called for raising the fines that regulators could impose
on corporations and their executives, and imposing a new tax
on high -
frequency trading (HFT).
Some market watchers and politicians are blaming the world's woes
on the press and
high -
frequency trading, but they're just shooting the messenger.
And according to the data that I have seen,
high -
frequency computers dominate
trading on today's exchanges, so they must be playing some role in the close - to - open volatility.
High - frequency trading, or HFT, consists of high - powered computers executing millions of trades per second, making tiny amounts of profit on each tr
High -
frequency trading, or HFT, consists of
high - powered computers executing millions of trades per second, making tiny amounts of profit on each tr
high - powered computers executing millions of
trades per second, making tiny amounts of profit
on each
trade.
Hudson River
Trading, a huge high - frequency trading firm that is responsible for about 5 % of all US stock trading, filed a letter to the Securities and Exchange Commission on Thursday, and it's a pretty brutal takedown of the pr
Trading, a huge
high -
frequency trading firm that is responsible for about 5 % of all US stock trading, filed a letter to the Securities and Exchange Commission on Thursday, and it's a pretty brutal takedown of the pr
trading firm that is responsible for about 5 % of all US stock
trading, filed a letter to the Securities and Exchange Commission on Thursday, and it's a pretty brutal takedown of the pr
trading, filed a letter to the Securities and Exchange Commission
on Thursday, and it's a pretty brutal takedown of the proposal.
The lawsuit, which the Attorney General will announce at 4 p.m. (2000 GMT)
on Wednesday, alleges that Barclays operates its dark pool to favor
high -
frequency traders and has actively sought to attract them by giving them systematic advantages over others
trading in the pool, the source said.
Author of an exposé of the murky world of
high -
frequency trading on how his explosive book brought Wall Street to a standstill
Chilton, again
on CNBC, asserted
high -
frequency trading had contributed to making markets cheaper, faster and safer than ever before.
While the anonymously maintained blog tends to be
on the hyperbolic side, many articles point out real concerns with everything from economies laden with debt to
high -
frequency trading dynamics.
Each month, Palhares and Richardson sorted corporate bonds into quintiles based
on each liquidity measure and computed the return of a long / short portfolio that buys the least liquid bonds (i.e., smaller issue sizes,
higher bid / ask spreads, lower
trading volume,
higher price impact or
higher frequency of zero -
trading days) and sells the most liquid bonds (i.e., larger issue sizes, smaller bid / ask spreads,
higher trading volume, lower price impact or lower
frequency of zero -
trading days).
Is information technology moving in
on qualitative event
trading just as it has
high -
frequency quantitative algorithm
trading?
At present, the only subcommittee listed
on the CFTC's TAC website is a group focused
on automated and
high frequency trading.
A non-fiction book focusing
on the rise of
high -
frequency trading in the US equity market.
In its proprietary
trading, Systematic Strategies primary focus in
on equity and volatility strategies, both low and
high frequency.
Does simple technical analysis based
on moving averages work
on high -
frequency spot gold and silver
trading?
The last time the metal descended this quickly was 18 months ago,
on January 6, 2014, when someone brought a massive gold sell order
on the market before retracting it in a
high -
frequency trading tactic called «quote stuffing.»
«The machine learning developed by industry is great if you want to do
high -
frequency trading on the stock market,» Brown said.
I still execute foreign market
trades, options, and seriously
high frequency stuff
on TD Ameritrade, but use RH for mundane stuff and tinkering.
Here's an update
on a few past post topics: Timebanking,
high -
frequency trading, the LIBOR scandal, the new FICO mortgage score, housing prices and mortgage rates, Facebook stock, and last but not least my friend Tom's real estate dilemma!
I think after two ~ 50 % stock value crashes since 2000, a near financial calamity in 2008, and ongoing shenanigans like
high -
frequency trading and punishing investing fees (to name just two), people are increasingly rejecting what's become conventional wisdom («you must turn over your savings to Wall Street or retire
on a cat food diet»), thanks to the
high - powered Wall Street marketing machine.
My view is that with
high frequency trading, managers must adopt tactics, particularly
on less liquid stocks, that we become invisible liquidity providers.
This software can range from the simplified versions seen
on retail forex platforms, to the highly complex algorithmic quants used for
high -
frequency trading in institutional setups.
Odean and company go
on to discuss how the «aggregate performance of day traders is negative» and his research also underscores the fact that
trading low - time frames and
high -
frequency trading become very addictive.
If you want to learn more about how I
trade «Low -
Frequency» price action strategies
on the Daily Chart time - frames; check out my price action
trading course and member's community; my
trading philosophy is based
on trading only the
highest - quality price action
trade setups, which means less
trades and less stress!
In order to show that
higher -
frequency trading does not equate to
higher overall profits, let's look at a hypothetical example of a trader who over-
traded on the 4 hr charts during one month versus a trader who
traded less - frequently
on the daily chart for the same month.
Each month, Palhares and Richardson sorted corporate bonds into quintiles based
on each liquidity measure and computed the return of a long / short portfolio that buys the least liquid bonds (i.e., smaller issue sizes,
higher bid / ask spreads, lower
trading volume,
higher price impact or
higher frequency of zero -
trading days) and sells the most liquid bonds (i.e., larger issue sizes, smaller bid / ask spreads,
higher trading volume, lower price impact or lower
frequency of zero -
trading days).
But as an investor,
high -
frequency trading doesn't matter because you're focused
on the boring work of buying good things and owning them for a long time.»
That said, we have already seen impact,
on some level, with
high frequency trading from the Facebook IPO debacle, to the Knight Capital fiasco, to the April 22 Fake Tweet Flash Crash, to the Flash Crash several years ago.
This over-involvement leads to the trader changing their mind
on trades, jumping in and out of the market with
high frequency, second - guessing themselves, and a whole host of other
trading mistakes.
There are 2 Issues I see that the article makes: 1 > Negative - Sum - Game: Isn't someone who's an intra-day trader or even a
high frequency trader doing the same thing in Equity markets 2 > Leverage: The Idea of options is based
on leverage, and apparently option
trading has shown to reduce volatility.
Plus, he offers his views
on high -
frequency trading.
High frequency trading (also known as HFT and «robot
trading») is a type of
trading that uses very fast computer programs to enter orders and execute
trades on a market.
High frequency trading uses computers, rather than people, to generate buy and sell orders
on markets such as Chi - X and the Australian Securities Exchange (ASX).
Fidelity also tends to discourage
high -
frequency trading on its platform.
Hillary Clinton proposed a tax
on high -
frequency trading of securities, which is reportedly a favorite of Renaissance Technologies.