high frequency trading

Welcome to the 'high frequency trading' tag page at Technorati. This page features content from the farthest reaches of the Blogosphere that authors have "tagged" with 'high frequency trading'.

Latest blogosphere posts tagged “high frequency trading”

• Options Exchanges Seek To Evaluate And Manage Role Of HFT Traders

  
  zero hedge — Authority: 740
  With the role of HFT in stocks being actively investigated thanks to Senator Kaufmans ongoing crusade against a two-tiered market, the spotlight has shifted toward High Frequency Trading strategies in options, where now the exchanges themselves are evaluating whether HFT traders are benefiting from their two-tiered ...
  5 hours ago

• Characteristics of Some High Frequency Trading Algorithms

  
  Wall St. Cheat Sheet — Authority: 602
  Gilbert "Gman" Mendez It seems the chatter about High Frequency Algorithms has gone down a fair amount. Maybe as intraday traders we have become desensitized to their shenanigans and have learned to live with the frustration they bring to our business. Or maybe there really isn’t much to talk about. How many times ...
  9 hours ago

• Was 2009 the year of the market maker?

  
  FT Alphaville — Authority: 650
  We were intrigued by a comment by one of our contacts that 2009, more than anything else, had been the year of the market maker. And that’s on every level. Think about it: Traditional value investing was confused; analysts got forecasts completely wrong and even commodities failed to perform to the level many city ...
  1 day ago

• High Frequency Trading Needs Regulation

  
  Short-Term Trading — Authority: 477
  ‘Naked’ Access Grows to 38% of U.S. Trading Volume Hedge funds and high-frequency traders who circumvent brokerages in the U.S. stock market now account for 38 percent of the nation’s transactions, a fourfold increase from 2006. The practice known as naked sponsored access, in which investors shave milliseconds ...
  3 days ago

• The Proposal That Has Dark Pools Sweating; The Dark Pool Vs. HFT Scramble Is About To Enter Round Two

  
  zero hedge — Authority: 740
  Dark pool operators, who have quietly been redirecting shady order flow via dark pools of "liquidity" with minimal supervision and below the radar for many years, are getting spooked by a proposed SEC rule which would have these same dark pools identifying their trades in real time, thus removing the benefits ...
  6 days ago

• Quants Need to be Adaptive

  
  Short-Term Trading — Authority: 477
  In this article the author wrote: "Computer-driven hedge funds must hunt for new areas to exploit as some areas of making money have become so overcrowded they may no longer be profitable, according to Goldman Sachs Asset Management. Robert Litterman, managing director and head of quantitative resources, said ...
  1 week ago

• SECs Schapiro Responds To Sen. Kaufman, Promises To Curb HFT Market Manipulation

  
  zero hedge — Authority: 740
  The funny part: "I can assure you the Commission takes very seriously credible allegations of market manipulation and, through its examinations and investigations, is actively enforcing the securities laws on an ongoing basis." Its funny cause its not true. We may, however, change our mind when the SEC ...
  1 week ago

• Latency Arbitrage: The Real Power Behind Predatory High Frequency Trading

  
  zero hedge — Authority: 740
  A new white paper out of Themis Trading analyses the impact of predatory algos comprising various HFT strategies. In Themis view: predatory HFT generates $1.5-$3 billion in profit. Themis concludes with the following three market integrity questions: 1. Instead of belittling the impact of latency arbitrage, and ...
  1 week ago

• Pi: Why Geeks are the Future Storm Troopers on Wall Street

  
  Wall St. Cheat Sheet — Authority: 602
  Top Wall Street firms have always had some freakishly brilliant people figuring out how to arbitrage every inefficiency in the world of transactions. But a recent Reuters article noted how the newer crowd is starting to look more like “the type of guys you would see at a Star Wars convention.” With ETFs gaining ...
  1 week ago

• Wall Streets no-longer-so-secret society: High speed trading gets scrutiny, rivals

  
  DailyFinance — Authority: 775
  Filed under: Investing An arms race has begun in the secretive world of high frequency trading, the practice of making a high number of trades netting small gains that can add up to big profits at the end of the day. Fueling the competition is the entry of more players into the field as well as technological ...
  3 weeks ago

• Weekly Link Stuff

  
  Canadian Tax Resource — Authority: 419
  E very week (almost anyway), I publish a list of posts from other personal finance bloggers. Here is a list if articles I’ve found interesting this past week. Financial Highway – 10 Money Myths to Watch Out For Hull & Hull, LLP – Avatars Beware – What Happens To Your On-Line When You Die? Thicken My ...
  3 weeks ago

• Sen. Kaufman Urges SEC To Work Quickly On Uncovering Possible High Frequency Market Manipulation And Systemic Risk

  
  zero hedge — Authority: 740
  Sen. Kaufman admirably takes on the windmills again, this time sending a much more sternly worded letter to Mary Schapiro to finally step away from the game of taxpayer funded Solitaire, and instead of waiting for twitters and bloggers to hand her agency cases of insider trading on a silver platter, to finally do ...
  3 weeks ago

• High Frequency Algorithms Tampering with the Tape & Chart Setups

  
  Wall St. Cheat Sheet — Authority: 602
  The word on the street is that intraday traders are frustrated. The rules of the game have changed. Most high probability chart setups in between important levels are being manipulated by the high frequency algorithms. If you are an active intraday trader reading this, I guarantee you have been a victim to what I call ...
  4 weeks ago

• Q&A with CMC Markets: Trading $1.4 Trillion on CEP

  
  The StreamBase Event Processing Blog — Authority: 446
  This week CMC Markets announcedthat they have deployed complex event processing (CEP) in their global trading infrastructure that processes $1.4 trillion a year on over 5,000 trading instruments, on over 115,000 trades a day.   You might be thinking - $1.4 trillion in trading? Who is this CMC Markets? CMC is ...
  4 weeks ago

• Exclusive: A Forensic Reconstruction Of Goldmans Proprietary Trading Detail Throughout 2008

  
  zero hedge — Authority: 740
  Lately, Goldman has been extolling the virtues of its theological affiliations and humanistic aspirations to, well, high heaven. Curious to dig deeper through the firms purported philanthropic efforts, we decided to take a detailed look at the 2007 and 2008 tax records of the charitable Goldman Sachs Foundation. ...
  4 weeks ago

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