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


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

  #11 (permalink)
CLIC
Rome - Italy
 
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kbit View Post
I think Goldman probably sabotaged it somehow.....they don't want people knowing about HFTs...

What pity I was really interested to understand something about this topic

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  #12 (permalink)
lookOutBelow
San Francisco, CA
 
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chopstick View Post
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.


Just so I understand. You placed a limit order and 99 shares of the 100 order got filled several cents against you? If so, sounds like you should change brokers.

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  #13 (permalink)
 
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 Big Mike 
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This webinar has been rescheduled for Wednesday, July 11th. I will start a new Webinar Registration page/link as we get closer to that date.

You will need to register again to attend the event. I will post again later.




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  #14 (permalink)
 
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 Big Mike 
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Registrations are now open again for this webinar.

As a reminder, we are giving away (3) six-month subscriptions to IQFeed at the end of the webinar.

Mike

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  #15 (permalink)
eacherlunch
birmingham, al
 
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lookOutBelow View Post
Just so I understand. You placed a limit order and 99 shares of the 100 order got filled several cents against you? If so, sounds like you should change brokers.

I agree. But reading through again I suspect he wasn't using limit orders.

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  #16 (permalink)
 
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 blueline 
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Big Mike View Post
Registrations are now open again for this webinar.

As a reminder, we are giving away (3) six-month subscriptions to IQFeed at the end of the webinar.

Mike

Why do you have to make the prize giving so competitive. Some of us are are are a bit slower thinking and typing.
Are we not worthy also?. I can't even get an answer in before you call a halt. yes even with multiple prizes. I'm giving up watching live.It's sunny out.
blueline

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  #17 (permalink)
 
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 Big Mike 
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Webinar has started.

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  #18 (permalink)
 
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 Big Mike 
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Wow, what an AWESOME webinar! I loved it... hope you guys did too.

Congratulations to the prize winners. They threw in an extra prize, so here are the four winners for a six-month IQFeed subscription: @drolles, @artemiso, @snowcloud, @Hlanier

Mike

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  #19 (permalink)
 
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 Laurus12 
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I just want to say thank you very much for the webinar and your interview Mike. Your questions was very valuable.

Laurus

“If you wish to see the truth, then hold no opinions for or against anything.” - Hsin Hsin Ming
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  #20 (permalink)
 
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 Big Mike 
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Laurus12 View Post
I just want to say thank you very much for the webinar and your interview Mike. Your questions was very valuable.

Laurus

Thanks, a few people told me to shut up a few times so I appreciate your kind words.

Mike

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Last Updated on October 20, 2012


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