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high_frequency_trading [2010-11-13 08:33] – 87.210.211.132high_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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 </blockquote> </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