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Webinar: Telvent DTN / Nanex High Frequency Trading (HFT)


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Webinar: Telvent DTN / Nanex High Frequency Trading (HFT)

  #1 (permalink)
 
Big Mike's Avatar
 Big Mike 
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Hi guys,

I am pleased to announce that on Wednesday, June 20th @ 4:30 PM Eastern US rescheduled for Wednesday July 11th @ 4:30 PM Eastern US, we will have Telvent DTN here to discuss High Frequency Trading (HFT).

This webinar is part of our futures.io (formerly BMT) 3-year anniversary, and during this webinar (3) winners will receive six months of free IQFeed service (real-time & backfill, exchange fees not included - an $85/mo value). If you are an active trader then you can most likely get the CME Exchange Fees waived so that there is absolutely no cost at all, you can discuss with your broker and IQFeed.

Webinar agenda:
  • IQFeed vs NxCore
  • HFT Trading Overview
  • A look back at the May 2010 Flash Crash
  • Data anomalies - equity markets, eminis, crude, etc
  • Proposed regulations that will affect HFT
  • Q&A

IQFeed's website:
Welcome to IQFeed! - Fast, Reliable, Affordable. Datafeeds and API.

Mike

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  #3 (permalink)
 
Big Mike's Avatar
 Big Mike 
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Registrations are now open.

Mike

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  #4 (permalink)
peglegtrading
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are there any decent explanations of hft and how we can look for it using market internals?

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  #5 (permalink)
 chopstick 
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peglegtrading View Post
are there any decent explanations of hft and how we can look for it using market internals?

Info on HFT can be found here.

Defend Trading

This site is run by Dennis Dick. He is with Bright Trading. He has a better understanding of HFT issues than anyone I have heard. If you want to see the flash training algos in action, just set your time and sales window to display four or more decimal places in the prices, if your platform supports it. All those trades going off at Xprice.0001 or Xprice.0099 are HFTs. Some stocks like C are covered up with them. The only way to get around them is to stop using resting limit orders and step over them by taking out the bid/ask by two cents or so. The reason I put it that way is because I have gotten tagged by an HFT even at two cents outside NBBO. This was rare and only happend on the open.

The way I knew an HFT got me is I only traded in round lots of 100. My fills would come back 99 and 1. HFTs fish for orders by stuffing the quote servers with 1 share orders. They would tag my order for that 1 share and that meant my other 99 would have to be routed to the odd lot server and come back with a fill 3 to 5 cents worse than the 1 share fill. I had one come back with .15 difference. The HFT stole my fill. I was doing slingshot arbitrage off the opens and 5 to ten cents was my target range. I finally gave up on it.

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 jondrus 
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This is a very interesting topic for me. Do we know if there will be any discussion on computational methods involved such as FPGAs and/or platforms used?

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  #7 (permalink)
 
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 Big Mike 
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Webinar is now open, presentation starting in a few minutes.

Mike

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  #8 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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Well guys, I've been forced to cancel the webinar.

This is only the second time in futures.io (formerly BMT) history we've had to cancel a webinar, and I know it can be a real problem so I do take it seriously.

This webinar has been planned for about two months. There was some kind of last minute Internet problem with the presenter in his hotel in New York, and he spent about an hour trying to resolve it but was unable to. I am sure he was frantically trying to get it resolved.

So we had no choice but to cancel the webinar. We waited 15 minutes past the presentation time, or 45 minutes past the room setup time, for the problem to be resolved.

Once I have a new date scheduled, I will post here and let everyone know.

My apologies to everyone.

Mike

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  #9 (permalink)
 
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 kbit 
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I think Goldman probably sabotaged it somehow.....they don't want people knowing about HFTs...

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  #10 (permalink)
 chopstick 
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kbit View Post
I think Goldman probably sabotaged it somehow.....they don't want people knowing about HFTs...


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Last Updated on October 20, 2012


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