B*n
2 楼
weekend, traders already left.
Only robots are trading now.
【在 i*****e 的大作中提到】
: SPY DIA BIDU SOHU SINA etc
Only robots are trading now.
【在 i*****e 的大作中提到】
: SPY DIA BIDU SOHU SINA etc
s*t
3 楼
大家都在等待。 long的人不舍得卖， 买的人不想出ask price.
都在等大庄出手。
【在 i*****e 的大作中提到】
: SPY DIA BIDU SOHU SINA etc
都在等大庄出手。
【在 i*****e 的大作中提到】
: SPY DIA BIDU SOHU SINA etc
i*e
4 楼
好像上个weekend就不同，量挺大
【在 B*******n 的大作中提到】
: weekend, traders already left.
: Only robots are trading now.
【在 B*******n 的大作中提到】
: weekend, traders already left.
: Only robots are trading now.
c*t
5 楼
Most HFT robots are off now. They normally follow big block fund order.
【在 B*******n 的大作中提到】
: weekend, traders already left.
: Only robots are trading now.
【在 B*******n 的大作中提到】
: weekend, traders already left.
: Only robots are trading now.
r*9
6 楼
There is a big HFT, Getco, in Chicago. Why do they not have to file 13F?
【在 c**t 的大作中提到】
: Most HFT robots are off now. They normally follow big block fund order.
【在 c**t 的大作中提到】
: Most HFT robots are off now. They normally follow big block fund order.
c*t
7 楼
I thought HFT never "hold" their positions.
"An institutional investment manager that uses the U.S. mail (or other means
or instrumentality of interstate commerce) in the course of its business,
and exercises investment discretion over $100 million or more in Section 13(
f) securities (explained below) must report its holdings on Form 13F with
the Securities and Exchange Commission (SEC)."
"An institutional investment manager that uses the U.S. mail (or other means
or instrumentality of interstate commerce) in the course of its business,
and exercises investment discretion over $100 million or more in Section 13(
f) securities (explained below) must report its holdings on Form 13F with
the Securities and Exchange Commission (SEC)."
w*2
8 楼
how long is a "hold"?
means
13(
【在 c**t 的大作中提到】
: I thought HFT never "hold" their positions.
: "An institutional investment manager that uses the U.S. mail (or other means
: or instrumentality of interstate commerce) in the course of its business,
: and exercises investment discretion over $100 million or more in Section 13(
: f) securities (explained below) must report its holdings on Form 13F with
: the Securities and Exchange Commission (SEC)."
means
13(
【在 c**t 的大作中提到】
: I thought HFT never "hold" their positions.
: "An institutional investment manager that uses the U.S. mail (or other means
: or instrumentality of interstate commerce) in the course of its business,
: and exercises investment discretion over $100 million or more in Section 13(
: f) securities (explained below) must report its holdings on Form 13F with
: the Securities and Exchange Commission (SEC)."
c*t
9 楼
I thought at least over night.
depending on clearing/settlement rules I guess.
【在 w********2 的大作中提到】
: how long is a "hold"?
:
: means
: 13(
depending on clearing/settlement rules I guess.
【在 w********2 的大作中提到】
: how long is a "hold"?
:
: means
: 13(
w*2
10 楼
so if they hold, they need to have two acct swapping back and forth to avoid
reporting?
【在 c**t 的大作中提到】
: I thought at least over night.
: depending on clearing/settlement rules I guess.
reporting?
【在 c**t 的大作中提到】
: I thought at least over night.
: depending on clearing/settlement rules I guess.
c*t
11 楼
I am sure company like GETCO can be very creative when rules need to be
bended for their benefits.
bended for their benefits.
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