tag:blogger.com,1999:blog-4039434.post33959229742114402..comments2024-02-26T06:46:53.171-05:00Comments on Rajiv Sethi: Risk and Reward in High Frequency TradingRajivhttp://www.blogger.com/profile/13667685126282705505noreply@blogger.comBlogger4125tag:blogger.com,1999:blog-4039434.post-29697560626563830262012-12-10T10:39:42.483-05:002012-12-10T10:39:42.483-05:00Three possible reasons: they trade on a larger sca...Three possible reasons: they trade on a larger scale, seem able to forecast price changes with reasonable accuracy over a five second window (see my earlier <a href="http://rajivsethi.blogspot.com/2011/02/market-ecology.html" rel="nofollow">post</a>) and quickly exploit arbitrage opportunities across markets.Rajivhttps://www.blogger.com/profile/13667685126282705505noreply@blogger.comtag:blogger.com,1999:blog-4039434.post-89460903352080567612012-12-10T01:40:56.530-05:002012-12-10T01:40:56.530-05:00interesting you asked I had the same question in m...interesting you asked I had the same question in mind. more so, I know in the FX world Banks are very sensitive to aggressive models and they usually cut this guys out. Mike The Trader https://www.blogger.com/profile/14189290435767941455noreply@blogger.comtag:blogger.com,1999:blog-4039434.post-22470083026296479152012-12-10T01:30:12.596-05:002012-12-10T01:30:12.596-05:00why do you think aggressive HFT so called 'Tak...why do you think aggressive HFT so called 'Takers' are more profitable than Passive HFT such as Market Makers. can you please explain more in detail.<br /><br />Thanks Stanley Stanleyhttps://www.blogger.com/profile/11012955760666378155noreply@blogger.comtag:blogger.com,1999:blog-4039434.post-49993825803820458962012-12-08T13:05:49.796-05:002012-12-08T13:05:49.796-05:00Will High-Frequency-Trading (HFT) Bots Be The Fuel...Will High-Frequency-Trading (HFT) Bots Be The Fuel That Drives The Santa Claus Rally?<br />Well it would seem so from this really great blog post by Carl Weiss from sceeto a high frequency <br /><br />trading expert http://sceeto.com/blog/will-high-frequency-trading-hft-bots-be-the-fuel-that-drives-the-<br /><br />santa-claus-rally/ <br />High Frequency Trading has been causing havoc for years in the financial markets. It was very <br /><br />interesting to if you look at a few weeks ago when President Obama was elected just how the markets <br /><br />or hft's showed their displeasure by plunging the market almost straight away on the news. Obama <br /><br />had talked about more regulation on Wall Street, were they trying to express their displeasure with the <br /><br />announcement?Check out the video here http://youtu.be/N1ouo0aeO7o . The downward moves have <br /><br />been consistent right up to when the tops execs met with the President recently when , amazingly but <br /><br />I guess not surprising the markets start to rally up pushed by high frequency trading.<br />One with assume everybody at the meeting perhaps decided to play nice and try and lift the markets <br /><br />especially considering all the negative talk about the fiscal cliff. I would tend to agree with Carl that <br /><br />indeed High Frequency Trading will be the fuel that pushes a Santa Claus Rally as their is a lack of <br /><br />downward hft pressure the last number of days which is unique.<br />Where the markets go after this is over who knows but expect High Frequency trading to play a big <br /><br />part in it as always.Stunt Actors Guildhttps://www.blogger.com/profile/17452223758428690851noreply@blogger.com