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high_frequency_trading [2013-01-31 22:59] nikhigh_frequency_trading [2013-01-31 23:08] 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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 "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 "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 /4090.html
 +
 +"Veteran traders would usually wait in anticipation for the weekly report of gas-inventory figures by the U.S. Energy Information Administration released on Thursday at 10.30 AM and then dive into the busiest trading window of the week. This is no longer true as most traders are now staying out of the market due to the HFTs new strategy - sending floods of orders in an effort to trigger huge price swings just before the data gets released, also known as “banging the beehive”.
 +
 +http://invezz.com/news/alternative-investments/625-uk-report-advises-against-more-hft-regulations
  
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  • high_frequency_trading.txt
  • Last modified: 2013-05-09 07:17
  • by nik