Comments on: Chart of the day, HFT edition A slice of lime in the soda Sun, 26 Oct 2014 19:05:02 +0000 hourly 1 By: lenskart coupons Sat, 18 Oct 2014 06:26:37 +0000 This can be amazingly appropriate aspect as greater within your journal. Truly appreciate talking about about.

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By: gopetca Fri, 10 Aug 2012 03:57:27 +0000 The Nanex graphics are predicted and explained by a recent stock price formula for high frequency trading available at the Social Science Research Network under The peaks and troughs are inevitable when a large number of trades are executed. Its called phase lock. It happens, and will happen, all the time.

By: AndreaLelala Thu, 09 Aug 2012 10:01:28 +0000 One of the most important things in that discussion is:
Goldman Sachs were, for years, the only one able to really “deploy” HFT because the had exclusive deals to put their servers into(!) the NYSE.
Back in that days, no other players were able to “deliver” the response times requried…
Then, over the last years, Goldman lost its exclusive deal, thus more and more “HFT-buddies” were able to put their servers directly into (or at least near to) the stock exchange.
Result of that is: The growth and volume of the HFT-traded assets received and exponential boom.

By: Orsius Thu, 09 Aug 2012 08:27:29 +0000 ZEngineer says
“…more and more, public pension plans are handing public money to hedge funds and HFT. This is dangerous because 1) returns to public institutions are rarely high on the priority list because public money tends to be dumb money and 2) if public money is being used to create exploitable dislocations, it is being used to cause harm to the public welfare.”

And would you say pension plans refer to “long-term investors”?

And are you listening, Kid Dynamite?

Again, HFT is nothing more than a way to enter spoof orders, and take as many free shots as you need to trip stops. Other than that though, it’s entirely harmless.

By: Orsius Thu, 09 Aug 2012 08:08:18 +0000 Ah, Kid Dynamite, heroic defender of market manipulators everywhere! Got a beef with the HFT thing? Here’s the Kid to show up on your site and explain why you’re just so wrong! Do you claim the gold market’s been rigged? Here comes the Kid, to inform you that you just don’t get the complicated swaps market, you silly unsophisticated goose!

Boiled down, HFT is just a fancy way to front run legit bids and offers, and enter spoof bids you can yank away in a blink (literally). It distorts market prices, which makes Kid’s claim that HFT “has no effect at all on… long and medium term investors” all the more hilarious. Maybe today was the day, I, the “long-term investor” decided finally to unload my shares I’ve been holding so long — well, thanks to some algo, I’ve sold back for less than I should’ve gotten. Or worse — maybe I’ve decided NOT to hold my long-term shares anymore because I’m alarmed at what a joke the whole flash-crash casino has become. So I sell just to get out — at a lower price maybe than I’d like — but hey, no harm done eh? Because the Kid says there’s none!

You know, seeing the way Kid stalks sites to jump in and pooh-pooh any possible “conspiracy” talk, I’m beginning to wonder if he himself is in reality a robo algo, too.