Differences
This shows you the differences between two versions of the page.
Both sides previous revision Previous revision Next revision | Previous revision Next revisionBoth sides next revision | ||
high_frequency_trading [2010-08-13 07:24] – theunkarelse | high_frequency_trading [2013-01-31 22:59] – nik | ||
---|---|---|---|
Line 13: | Line 13: | ||
</ | </ | ||
- | Dutch TV showed a great doc ' | + | Dutch TV showed a great doc ' |
- | On the appearance of strange bots in algotrade: | + | === On the appearance of strange bots in HFT === |
< | < | ||
But the algorithms we see at work here are different. They don't serve any function in the market. University of Pennsylvania finance professor, Michael Kearns, a specialist in algorithmic trading, called the patterns " | But the algorithms we see at work here are different. They don't serve any function in the market. University of Pennsylvania finance professor, Michael Kearns, a specialist in algorithmic trading, called the patterns " | ||
Line 25: | Line 25: | ||
--from [[http:// | --from [[http:// | ||
</ | </ | ||
+ | |||
+ | |||
+ | * [[http:// | ||
+ | * [[http:// | ||
+ | * http:// | ||
+ | |||
+ | === Accidental Art === | ||
+ | |||
+ | {{http:// | ||
+ | |||
+ | |||
+ | === Lightspeed not fast enough. === | ||
+ | |||
+ | < | ||
+ | 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, | ||
+ | \\ | ||
+ | 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 | ||
+ | </ | ||
+ | |||
+ | === 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:// | ||
+ | /4090.html | ||
+ | |||
+ | ---- | ||
+ | |||
+ | [[category economics]] | ||
+ |