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high_frequency_trading [2010-08-13 14:46] – 83.101.5.51high_frequency_trading [2013-01-31 23:01] – nik
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 Dutch TV showed a great doc 'Quants the alchemists of Wall Street' see it in mediaplayer:[[http://player.omroep.nl/?aflID=10567577/|tegenlicht]] (short intros are in Dutch) which claims that only a few leading ATQs understand and therefore dominate this global financial trade. Dutch TV showed a great doc 'Quants the alchemists of Wall Street' see it in mediaplayer:[[http://player.omroep.nl/?aflID=10567577/|tegenlicht]] (short intros are in Dutch) which claims that only a few leading ATQs understand and therefore dominate this global financial trade.
  
 +=== Trial and Error ===
 +
 +design, test and trade -> https://www.quantopian.com/algorithms
  
 === On the appearance of strange bots in HFT === === On the appearance of strange bots in HFT ===
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 {{http://www.nanex.net/FlashCrash/CropCircles/BKF_080310.png}} {{http://www.nanex.net/FlashCrash/CropCircles/BKF_080310.png}}
  
----+ 
 +=== Lightspeed not fast enough. === 
 + 
 +<blockquote> 
 +The latency disadvantage of globally distributed markets can't be entirely erased by technology, but the comparative lag times for international stock trades in general can be lessened by employing intermediate trading points. Alex Wissner-Gross, a physicist at the MIT Media Laboratory and Cameron Freer, a mathematician now at the University of Hawaii, propose to blanket the world with computer stations positioned along the paths between all of the major stock markets.\\ 
 +\\ 
 +Securities trading companies could put semiautonomous computers at these strategic crossroads. Programmed with sophisticated buying and selling instructions these computers would act much more promptly to price signals coming from remote markets than if the signals had to travel all the way to the home office.\\ 
 +--from  [[http://www.physorg.com/news/2010-11-relativistic-isnt-fast-transactions.html|Relativistic trading: The speed of light isn't fast enough for some market transactions]] 
 +</blockquote> 
 + 
 +=== the 400ms news leak === 
 + 
 +"On January 31, 2013, approximately 400 milliseconds before the official release of the EIA Natural Gas Report, trading activity exploded in Natural Gas Futures and ETFs such as UGZ, UNG and BOIL." http://www.nanex.net/aqck2 
 +/4090.html 
 + 
 +---- 
 [[category economics]] [[category economics]]
  
  • high_frequency_trading.txt
  • Last modified: 2013-05-09 07:17
  • by nik