Anybody interested in High Frequency Trading?# Stock
j*k
1 楼
毕业找不到工作。准备投奔ICC或者CCC了。版上有没有好心人知道亚特兰大附近的啊？
谢谢了
谢谢了
f*e
2 楼
Lets form a group.
If you are in NYC, that's even greater.
We can meet up and chat...
If you are in NYC, that's even greater.
We can meet up and chat...
a*g
3 楼
OPT没过期地话最好先搞个opt挂靠。ICC要小心。
p*a
4 楼
what is your definition of High Frequency Trading?
【在 f**********e 的大作中提到】
: Lets form a group.
: If you are in NYC, that's even greater.
: We can meet up and chat...
【在 f**********e 的大作中提到】
: Lets form a group.
: If you are in NYC, that's even greater.
: We can meet up and chat...
q*6
5 楼
We can form a small group by instant message first. How long have you been
trading stock, flyingbridge?
【在 f**********e 的大作中提到】
: Lets form a group.
: If you are in NYC, that's even greater.
: We can meet up and chat...
trading stock, flyingbridge?
【在 f**********e 的大作中提到】
: Lets form a group.
: If you are in NYC, that's even greater.
: We can meet up and chat...
m*0
6 楼
it's not possible for 散户。
至少有如下几个条件：
Available liquidity
Electronic trading capability
Regulatory considerations
地理位置靠近ECN，越近越好。
足够大的资金，100M至少，不然risk management不好做。
足够强的programmer，200K工资至少。
最好是加入Exchange的member，很贵。
期待Flash Order不被SEC ban掉。
足够强的quant来design/implement strategy。
【在 f**********e 的大作中提到】
: Lets form a group.
: If you are in NYC, that's even greater.
: We can meet up and chat...
至少有如下几个条件：
Available liquidity
Electronic trading capability
Regulatory considerations
地理位置靠近ECN，越近越好。
足够大的资金，100M至少，不然risk management不好做。
足够强的programmer，200K工资至少。
最好是加入Exchange的member，很贵。
期待Flash Order不被SEC ban掉。
足够强的quant来design/implement strategy。
【在 f**********e 的大作中提到】
: Lets form a group.
: If you are in NYC, that's even greater.
: We can meet up and chat...
f*e
7 楼
That depends on your definition of HFT.
We don't have to do arm race with those big sharks.
We don't have to do milli-seconds, seconds will do.
Lets call it high speed systematic day-trading. How's that?
We don't have to have large capital, in fact HFT works for small capital.
Nothing to do with Flash order.
We don't have to have exchange membership.
One thing for sure: yes we do need strong programming skill.
【在 m********0 的大作中提到】
: it's not possible for 散户。
: 至少有如下几个条件：
: Available liquidity
: Electronic trading capability
: Regulatory considerations
: 地理位置靠近ECN，越近越好。
: 足够大的资金，100M至少，不然risk management不好做。
: 足够强的programmer，200K工资至少。
: 最好是加入Exchange的member，很贵。
: 期待Flash Order不被SEC ban掉。
We don't have to do arm race with those big sharks.
We don't have to do milli-seconds, seconds will do.
Lets call it high speed systematic day-trading. How's that?
We don't have to have large capital, in fact HFT works for small capital.
Nothing to do with Flash order.
We don't have to have exchange membership.
One thing for sure: yes we do need strong programming skill.
【在 m********0 的大作中提到】
: it's not possible for 散户。
: 至少有如下几个条件：
: Available liquidity
: Electronic trading capability
: Regulatory considerations
: 地理位置靠近ECN，越近越好。
: 足够大的资金，100M至少，不然risk management不好做。
: 足够强的programmer，200K工资至少。
: 最好是加入Exchange的member，很贵。
: 期待Flash Order不被SEC ban掉。
f*e
8 楼
I am full-time trading...
【在 q**6 的大作中提到】
: We can form a small group by instant message first. How long have you been
: trading stock, flyingbridge?
【在 q**6 的大作中提到】
: We can form a small group by instant message first. How long have you been
: trading stock, flyingbridge?
m*0
9 楼
if you call that HFT,
I have been working with tick data myself for sometime.
【在 f**********e 的大作中提到】
: That depends on your definition of HFT.
: We don't have to do arm race with those big sharks.
: We don't have to do milli-seconds, seconds will do.
: Lets call it high speed systematic day-trading. How's that?
: We don't have to have large capital, in fact HFT works for small capital.
: Nothing to do with Flash order.
: We don't have to have exchange membership.
: One thing for sure: yes we do need strong programming skill.
I have been working with tick data myself for sometime.
【在 f**********e 的大作中提到】
: That depends on your definition of HFT.
: We don't have to do arm race with those big sharks.
: We don't have to do milli-seconds, seconds will do.
: Lets call it high speed systematic day-trading. How's that?
: We don't have to have large capital, in fact HFT works for small capital.
: Nothing to do with Flash order.
: We don't have to have exchange membership.
: One thing for sure: yes we do need strong programming skill.
m*0
10 楼
trader or algorithmic quant? or pm?
【在 f**********e 的大作中提到】
: I am full-time trading...
【在 f**********e 的大作中提到】
: I am full-time trading...
n*5
11 楼
How long, not whether you are trading part time or full time?
f*e
12 楼
yep, because I don't want to get into arm race.
It's not about showing off on paper, it's about making money.
【在 m********0 的大作中提到】
: if you call that HFT,
: I have been working with tick data myself for sometime.
It's not about showing off on paper, it's about making money.
【在 m********0 的大作中提到】
: if you call that HFT,
: I have been working with tick data myself for sometime.
m*0
13 楼
no, they get into arm race for money not for showing off.
and I don't think it will work for second-freq trading.
can't afford commissions + transaction cost.
if you could show some result first, it would induce more interest.
【在 f**********e 的大作中提到】
: yep, because I don't want to get into arm race.
: It's not about showing off on paper, it's about making money.
and I don't think it will work for second-freq trading.
can't afford commissions + transaction cost.
if you could show some result first, it would induce more interest.
【在 f**********e 的大作中提到】
: yep, because I don't want to get into arm race.
: It's not about showing off on paper, it's about making money.
f*y
14 楼
flash order 和HFT关系不是很大
【在 m********0 的大作中提到】
: it's not possible for 散户。
: 至少有如下几个条件：
: Available liquidity
: Electronic trading capability
: Regulatory considerations
: 地理位置靠近ECN，越近越好。
: 足够大的资金，100M至少，不然risk management不好做。
: 足够强的programmer，200K工资至少。
: 最好是加入Exchange的member，很贵。
: 期待Flash Order不被SEC ban掉。
【在 m********0 的大作中提到】
: it's not possible for 散户。
: 至少有如下几个条件：
: Available liquidity
: Electronic trading capability
: Regulatory considerations
: 地理位置靠近ECN，越近越好。
: 足够大的资金，100M至少，不然risk management不好做。
: 足够强的programmer，200K工资至少。
: 最好是加入Exchange的member，很贵。
: 期待Flash Order不被SEC ban掉。
m*0
15 楼
are you sure?
what is closer?
【在 f*******y 的大作中提到】
: flash order 和HFT关系不是很大
what is closer?
【在 f*******y 的大作中提到】
: flash order 和HFT关系不是很大
f*e
16 楼
Yep, I have good ideas with good results.
And yes, I like to start with relatively simple things - second level
instead of milli-second level.
All we need is a good team of people.
I am especially looking for people with strong programming skills.
【在 m********0 的大作中提到】
: no, they get into arm race for money not for showing off.
: and I don't think it will work for second-freq trading.
: can't afford commissions + transaction cost.
: if you could show some result first, it would induce more interest.
And yes, I like to start with relatively simple things - second level
instead of milli-second level.
All we need is a good team of people.
I am especially looking for people with strong programming skills.
【在 m********0 的大作中提到】
: no, they get into arm race for money not for showing off.
: and I don't think it will work for second-freq trading.
: can't afford commissions + transaction cost.
: if you could show some result first, it would induce more interest.
p*b
17 楼
If you guys will be at SIFMA, may be we can have some coffe and chat.
S*x
18 楼
r u the guy posting job opening in quant board months ago?
f*e
19 楼
Too busy trading... any interesting event there at SIFMA?
【在 p*********b 的大作中提到】
: If you guys will be at SIFMA, may be we can have some coffe and chat.
【在 p*********b 的大作中提到】
: If you guys will be at SIFMA, may be we can have some coffe and chat.
m*0
20 楼
describe your scenario or basic idea?
【在 f**********e 的大作中提到】
: Yep, I have good ideas with good results.
: And yes, I like to start with relatively simple things - second level
: instead of milli-second level.
: All we need is a good team of people.
: I am especially looking for people with strong programming skills.
【在 f**********e 的大作中提到】
: Yep, I have good ideas with good results.
: And yes, I like to start with relatively simple things - second level
: instead of milli-second level.
: All we need is a good team of people.
: I am especially looking for people with strong programming skills.
f*y
21 楼
flash order bats和nasdaq都停了大半年了
如果说要选最重要的order type，显然ISO是最重要的
这个涉及REG NMS, 一般媒体都搞不太清楚
【在 m********0 的大作中提到】
: are you sure?
: what is closer?
如果说要选最重要的order type，显然ISO是最重要的
这个涉及REG NMS, 一般媒体都搞不太清楚
【在 m********0 的大作中提到】
: are you sure?
: what is closer?
f*y
22 楼
业余散户搞自动交易不需要太高的编程水平，还是model重要些
HFT主要的两大战场arbitrage和market making都和你没关系，再牛逼的编程也没啥用
武之地
你不可能直接连到exchange，必定是通过IB这种broker连；散户的order flow在HFT中
被视为大肥
肉，质量很高，大家都想抢，spread这种肯定被人吃定了
所以散户搞自动交易最好频率不要太高，如果是秒级的反应，你基本是给人家送钱
还是polish model，争取speculate market的方向才是正解
【在 f**********e 的大作中提到】
: Yep, I have good ideas with good results.
: And yes, I like to start with relatively simple things - second level
: instead of milli-second level.
: All we need is a good team of people.
: I am especially looking for people with strong programming skills.
HFT主要的两大战场arbitrage和market making都和你没关系，再牛逼的编程也没啥用
武之地
你不可能直接连到exchange，必定是通过IB这种broker连；散户的order flow在HFT中
被视为大肥
肉，质量很高，大家都想抢，spread这种肯定被人吃定了
所以散户搞自动交易最好频率不要太高，如果是秒级的反应，你基本是给人家送钱
还是polish model，争取speculate market的方向才是正解
【在 f**********e 的大作中提到】
: Yep, I have good ideas with good results.
: And yes, I like to start with relatively simple things - second level
: instead of milli-second level.
: All we need is a good team of people.
: I am especially looking for people with strong programming skills.
p*b
23 楼
I will be working at the show for a couple of days.
【在 f**********e 的大作中提到】
: Too busy trading... any interesting event there at SIFMA?
【在 f**********e 的大作中提到】
: Too busy trading... any interesting event there at SIFMA?
f*e
24 楼
what show? anything interesting?
【在 p*********b 的大作中提到】
: I will be working at the show for a couple of days.
【在 p*********b 的大作中提到】
: I will be working at the show for a couple of days.
f*e
25 楼
up
c*2
26 楼
人还没凑齐？
【在 f**********e 的大作中提到】
: up
【在 f**********e 的大作中提到】
: up
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