if you have your infrastructure dialed down (ability to handle limit queues, you know all your latencies, etc), then what hft_boy will suggest to...
25 ms? so, i'm guessing this was done using nanex as data source? they're the only ones i know who use that arbitrary timeslice. if you're not...
timestamp the order before it goes out, and again when you get your acks. subtract. do it a bunch of times.
this is fantasy, only if one makes an extreme effort to understand it. otherwise, it's gibberish.
@jem... no one is going to counterpoint you when you think it's ok to broadly and off-topically expand the scope of your argument. in the course...
there's nothing stopping you as a trader in investing in the infrastructure required to compete in the hft world. just like there would be nothing...
wait, aren't you the guy who spends a good chunk of time in the politics/religion forum bashing the left and pushing conservative/libertarian...
heh, useless, would be a more apt description. you're a kinder soul than i.
good idea. pitch it to the exchanges. currently these tools do not exist. hence the need and practice of firms profiling live.
latency profiling does not automatically mean increasing latency for everyone else. it means, measuring the latency of a network. in this case,...
well, it's justified because on average it will only be a tiny minority of a firms actual marketable or "useful" quotes. exchanges allow the...
it's called latency profiling. not illegal. also not remotely as nefarious as hunsader alleges. when you market your business as being able to...
just a follow up to that article i linked to by dick. the primary basis of his argument he justifies with his references to a nanex article here:...
i'm aware of what he's done, hence my comment i don't think he'd be worth listening to. he's part of a small group of talking heads that does a...
goldman legal on manipulation would be interesting. dennis dick on hft would not. btw, "goes on cnbc" is like saying "performs at the...
what confusion are you referring to that you presume to clarify? who would your experts be in that regard?
the whole point is to offload things before they hit the kernel (or to make sure they never even get there). can't do that with a gpu. not yet anyway.
my argument is that yes, those market makers do have that responsibility, and can set the spread wherever they want, BUT in markets that are...
i didn't infer you were debating what people do. i was critiquing your assessment of it.
oh, i see. yes, i'll have to do that. thanks for the advice.
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