Viewing profile — anonDataUser

I work at an algorithmic trading shop and have spent a fair amount of time studying equity market structure. It's great to see an open source trading platform, but I think it's imp…

Much smaller shop than BATS. I believe they have less than 20 employees.

Is it just a coincidence that Kansas City is also home to a very small shop that frequently accounts for 10% of US equity volumes?

Well, the cost of the initial device is $90. I suspect there's a comfortable margin on that. Beyond that, there are a variety of ways that you can pay for additional services. For …

It appears that Freedom Pop (www.freedompop.com) is now accepting orders for their devices that will give free high speed wireless for life (500 MB / month). Has anyone tried the s…

You can exchange it for something that you can eat and you can exchange it for somebody to build a house for you, just like dollars. Unlike dollars, you can't produce it out of thi…

Sure. Here's a great video on the subject: http://www.youtube.com/watch?v=PTUY16CkS-k

Hi Eric - Firstly, thanks for the work that you do. I can always rely on nanex research to produce thoughtful and interesting discussions. Many of the "bots" in your research seem …

Tableau does nearly instant plotting of millions of data points with a nice user interface; it may be worth checking out if your job depends on visualizing massive amounts of data.…

This is great. Do you have any solution for highly sensitive data?

If only there was some other means of social collaboration. Threads tend to enforce a hierarchy that is not enforced in normal social situations. If several root level comments all…

Here's the secret sauce: http://appli8.hec.fr/rosu/research/news.pdf

Human traders = past? You should see the floor that I work on. There are plenty, and they're doing very well. No algo has ivy league connections. > You're not in business if you're…

To expand on this a bit: Within the US there are a number of ECNs/exchanges. Each one publishes there own order book including prices and sizes on each side of the book. To get the…

Sub-pennies, negotiated directly with exchanges. They do the same negotiation that Interactive brokers does, except unlike interactive brokers, HFT players can trade 10% of market …

SecondMarket is a start up pushing in this direction. The company whose shares are trading set the trade frequency. Sometimes once per quarter, once per day, whatever they want. Ob…

HFT is not front running. Search comments for my remarks on latency arb - that may seem like front running, but it's entirely different. Latency arb involves information that is pu…

Your numbers are too high. Actual rates are sub-penny or free. Some markets give a rebate for taking, others for posting.

This seems inaccurate. Dark pools make up 15% of market volume.

FYI - I wrote the successor to posit. Point in time matching goes out of fad when volatility increases. Why take on the risk of executing a block at a single point in time when you…

Sorry for the lack of guidance in my original response. Latency arb was born out of the fragmentation that was introduced when the SEC passed Reg ATS. For those unfamiliar with tra…

This offers no insight into HFT and is not an apology. Why is it here? For people interested in HFT, start your exploring with a google search for "latency arbitrage".

Tried this on a set of data that I have been looking at recently, and was not impressed. The software actually assumes all fields contain numerical data. Why not handle nominal dat…