hf-implode.com - 7/12/2009
—
" hen JP Morgan discusses high frequency trading, people listen. When the head of JP Morgan's algorithmic product desk Carl Carries says that high frequency trading is merely a form of parastic market making, people should run for the hills (not in the least due to JP Morgan's proficiency in ...
Related: high frequency trading ft, "high frequency trading" predator, high frequency predator
High Frequency Trading: Order Latency Stats
aleablog.com 7/8/2009 —
Source: BATS
Related:
High-frequency trading: how great is the need for speed?
NYSE Replaces SuperDOT, Cutting Order-Execution Time to 5 Milliseconds from 105
In Defense of the High Frequency Trading Community
Email this post
No Sharp Objects —
Bear Mountain Bull
Lots to digest in John Mauldin’s letter this week. He’s worried about Japan — and the rest of the world too, with good reason.
And he’s got a few comments on the topic-du-jour, which is high frequency trading:
…first, I want to direct the attention of those in the ...
More on HFT —
Bear Mountain Bull
…“High Frequency Trading” from Bill King via The Big Picture. Bill also delves into the other part of this extensive automated trading discussion, and that is the program sponsored by the NYSE for “Supplemental Liquidity Providers”:
While the Street is percolating ...
Why You Should Care —
Bear Mountain Bull
Well, that was good timing. Mere seconds after I posted that last comment on computers and trading, I checked Zero Hedge and found this white paper from Themis Trading:
Why Institutional Investors Should Be Concerned About High Frequency Traders
It is now generally understood that high frequency ...
Hopped Up Video Game —
Bear Mountain Bull
This isn’t news to those who have been paying any attention to the popularity of ‘quant funds’ and ‘high frequency trading’.
From trader Dan Norcini, via Jim Sinclair’ MineSet:
Now you can see why Goldman Sachs has its panties all in a bind about their little ...
The Cold War in high frequency trading turns hot —
FT Alphaville
The Cold War in high-frequency trading seems to have escalated overnight.
July 9 (Bloomberg) -- Citadel Investment Group LLC, the $12 billion hedge fund firm founded by Ken Griffin, sued three former executives and the firm they started, Teza Technologies LLC, over claims they violated ...
Lunch Wrap —
FT Alphaville
On FT Alphaville Wednesday morning,
- A guest-post by Mohamed El-Erian.
- The Cold War in high frequency trading.
- Through the keyhole...
- The Vix vs the Vix challenger.
- Falling UK house prices, repeat.
- Bankslaughter in Further reading.
- Reforming derivatives in Pink picks....
The Cold War in high frequency trading —
FT Alphaville
This April 2009 quote from Rick Bookstaber, with its overtones of Cold War mutually-assured destruction, seems eerily prophetic given recent events involving the alleged theft of Goldman Sachs' proprietary high-frequency trading code by a programmer of Russian origin:
. . . high frequency ...
Goldman Sachs And Their High Frequency Trading Program —
Daily Markets
A lot is being written, at least in the blogosphere about the high frequency trading program pilfered from Goldman Sachs ( GS ). (The first article is here and you can follow many more at other sites.)
The questions being asked are pointed and terrific. For example, is the recent downturn in ...
Follow WallStreetBlips on Twitter
