Bitcoin Forum
December 04, 2016, 08:27:09 PM *
News: To be able to use the next phase of the beta forum software, please ensure that your email address is correct/functional.
 
   Home   Help Search Donate Login Register  
Pages: [1]
  Print  
Author Topic: High Frequency Trading—The Age of Volatility Has Arrived (podcast)  (Read 1063 times)
naturallaw
Jr. Member
*
Offline Offline

Activity: 56


View Profile
July 07, 2011, 05:26:25 AM
 #1

I just thought that some of you may find this podcast on HFT interesting, many of the same types of topics I've seen recently on this forum about Bitcoin are discusssed here in the larger financial markets.
1480883229
Hero Member
*
Offline Offline

Posts: 1480883229

View Profile Personal Message (Offline)

Ignore
1480883229
Reply with quote  #2

1480883229
Report to moderator
1480883229
Hero Member
*
Offline Offline

Posts: 1480883229

View Profile Personal Message (Offline)

Ignore
1480883229
Reply with quote  #2

1480883229
Report to moderator
Advertised sites are not endorsed by the Bitcoin Forum. They may be unsafe, untrustworthy, or illegal in your jurisdiction. Advertise here.
1480883229
Hero Member
*
Offline Offline

Posts: 1480883229

View Profile Personal Message (Offline)

Ignore
1480883229
Reply with quote  #2

1480883229
Report to moderator
1480883229
Hero Member
*
Offline Offline

Posts: 1480883229

View Profile Personal Message (Offline)

Ignore
1480883229
Reply with quote  #2

1480883229
Report to moderator
1480883229
Hero Member
*
Offline Offline

Posts: 1480883229

View Profile Personal Message (Offline)

Ignore
1480883229
Reply with quote  #2

1480883229
Report to moderator
niemivh
Full Member
***
Offline Offline

Activity: 196



View Profile
July 12, 2011, 04:47:34 PM
 #2

Listening now.

 Grin

I'll keep my politics out of your economics if you keep your economics out of my politics.

16LdMA6pCgq9ULrstHmiwwwbGe1BJQyDqr
HideousBeastManGuy
Jr. Member
*
Offline Offline

Activity: 56


View Profile
July 13, 2011, 04:05:35 PM
 #3

You need Fill-Or-Kill (FOK) orders for HFTs, only one exchange allows for that, and it's CampBX.

I'm still not sure why the exchanges decided to follow the current model of the markets, it just means we will end up with the same semi-corrupt system where the big players make price and everyone else can only rarely override that decision on price (Darkpools etc).  To boot, as I just said, in the real world you can find Darkpools via FOK orders, but we have a situation where you aren't able to do this on every exchange that offers them save for CampBX.  I've only been able to spot one once, and it was a complete fluke.
rizzn
Member
**
Offline Offline

Activity: 106



View Profile WWW
July 16, 2011, 08:00:58 PM
 #4

You need Fill-Or-Kill (FOK) orders for HFTs, only one exchange allows for that, and it's CampBX.

I'm still not sure why the exchanges decided to follow the current model of the markets, it just means we will end up with the same semi-corrupt system where the big players make price and everyone else can only rarely override that decision on price (Darkpools etc).  To boot, as I just said, in the real world you can find Darkpools via FOK orders, but we have a situation where you aren't able to do this on every exchange that offers them save for CampBX.  I've only been able to spot one once, and it was a complete fluke.

Can't you essentially simulate a FOK order with a competent trading tool? Read market depth, initiate trade if depth exists?

Granted, I've not done the basics here and read up on the technical definition of FOK, so feel free to tell me to STFU.

founding editor for the SiliconANGLE network.
Bitrated user: rizzn.
naturallaw
Jr. Member
*
Offline Offline

Activity: 56


View Profile
July 17, 2011, 12:39:13 AM
 #5

You need Fill-Or-Kill (FOK) orders for HFTs, only one exchange allows for that, and it's CampBX.

I'm still not sure why the exchanges decided to follow the current model of the markets, it just means we will end up with the same semi-corrupt system where the big players make price and everyone else can only rarely override that decision on price (Darkpools etc).  To boot, as I just said, in the real world you can find Darkpools via FOK orders, but we have a situation where you aren't able to do this on every exchange that offers them save for CampBX.  I've only been able to spot one once, and it was a complete fluke.

Can't you essentially simulate a FOK order with a competent trading tool? Read market depth, initiate trade if depth exists?

Granted, I've not done the basics here and read up on the technical definition of FOK, so feel free to tell me to STFU.

If you're serious about doing some HFT, it takes too long to do that currently. By the time you read, parse, and try to execute a trade based on that data, it might have changed already. So you need to be able to place an order and have it killed immediately if it's not executed.
Pages: [1]
  Print  
 
Jump to:  

Sponsored by , a Bitcoin-accepting VPN.
Powered by MySQL Powered by PHP Powered by SMF 1.1.19 | SMF © 2006-2009, Simple Machines Valid XHTML 1.0! Valid CSS!