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贴张图,对 HFT有兴趣的朋友可以进来看看

贴张图,对 HFT有兴趣的朋友可以进来看看# Stock

s*d2011-10-27 07:10

1 楼

我五月份要回趟国，七月中旬才回来。不知道什么时候递交N400 比较好？不知道现在
的处理时间是快还是慢？是不是递交以后一个月内要打指纹？打完指纹以后什么时候面
试呢？主要我不想回国错过了指纹或面试。请这里的高手指教，谢啦！

a*n2011-10-27 07:10

2 楼

因为老有人认为HFT就是做MM,贴张HFT的图.
嗯,不知道怎么操作,发个link吧.
知道怎么贴图,帮忙贴一下.
http://www.scribd.com/fullscreen/30295187

s*l2011-10-27 07:10

3 楼

这个不好说，不同的州进度不太一样。只能说，通常情况下，交了N400后一个月左右打
指纹。面试，我知道的都等了挺久，大概7,8个月。感觉你二月份交比较保险。不过还
是问问你周围的人，如果你住在人少的州，Vermont之类的，可能会很快。

【在 s******d 的大作中提到】

: 我五月份要回趟国，七月中旬才回来。不知道什么时候递交N400 比较好？不知道现在
: 的处理时间是快还是慢？是不是递交以后一个月内要打指纹？打完指纹以后什么时候面
: 试呢？主要我不想回国错过了指纹或面试。请这里的高手指教，谢啦！

W*r2011-10-27 07:10

4 楼

谢谢。学习了。

s*d2011-10-27 07:10

5 楼

谢谢指点！我也觉得二月份交是个好主意。我住在德州，是不是移民多，会比较慢？

【在 s********l 的大作中提到】

: 这个不好说，不同的州进度不太一样。只能说，通常情况下，交了N400后一个月左右打
: 指纹。面试，我知道的都等了挺久，大概7,8个月。感觉你二月份交比较保险。不过还
: 是问问你周围的人，如果你住在人少的州，Vermont之类的，可能会很快。

f*h2011-10-27 07:10

6 楼

The last two "trading the tape" and "statistical trading" are not arbitrage
nor market maker. They have been existed for more than half a century and
has nothing to do with hft. So, I assume you mainly focus on the first one
liquidity providing. If you ask your boss or anyone who has traded before
1998, they will told you that there's way much more liquidity than now(I'm
not arguing whether more liquidity is better, just stating a fact), because
the spread is one quarter of dollar then, so it pays to submit limit order
and wait. Now, the spread is only one cent, so not worth much to wait.
Even worth, some htf even jumps in the queue. here's what they do. assume
now the bid and ask are 4 and 4.01. htf my be able to buy at 4.0001 or sell
at 4.0099, slightly better than the bid ask price. by doing so, they steal
orders from 4 and 4.01 and tamp retail investors' incentives to use limit
order. the market liquidity becomes even shallower. Meanwhile, they claim
they create liquidity.
Of course, there're some other strategies. e.g., they may sometimes detect
any mutual fund buying or selling and then try to front running. This has
nothing to do with retail investors, though.
In one word, the whether they provide liquidity is still in debate.

【在 a******n 的大作中提到】

: 因为老有人认为HFT就是做MM,贴张HFT的图.
: 嗯,不知道怎么操作,发个link吧.
: 知道怎么贴图,帮忙贴一下.
: http://www.scribd.com/fullscreen/30295187

s*l2011-10-27 07:10

7 楼

不在德州，不敢瞎说。个人经验是，移民多的州，等面试的时间长一点，好处是一旦面
试，宣誓来得比较快，而且地点也近。找找德州的移民微信群问一下比较保险。

【在 s******d 的大作中提到】

: 谢谢指点！我也觉得二月份交是个好主意。我住在德州，是不是移民多，会比较慢？

a*n2011-10-27 07:10

8 楼

Thanks for the clarification. Yeah, the better price is one of the
privileges granted to MM.

arbitrage
because
assume
sell

【在 f******h 的大作中提到】

: The last two "trading the tape" and "statistical trading" are not arbitrage
: nor market maker. They have been existed for more than half a century and
: has nothing to do with hft. So, I assume you mainly focus on the first one
: liquidity providing. If you ask your boss or anyone who has traded before
: 1998, they will told you that there's way much more liquidity than now(I'm
: not arguing whether more liquidity is better, just stating a fact), because
: the spread is one quarter of dollar then, so it pays to submit limit order
: and wait. Now, the spread is only one cent, so not worth much to wait.
: Even worth, some htf even jumps in the queue. here's what they do. assume
: now the bid and ask are 4 and 4.01. htf my be able to buy at 4.0001 or sell

s*l2011-10-27 07:10

9 楼

: 谢谢指点！我也觉得二月份交是个好主意。我住在德州，是不是移民多，会比较慢？