-
High-frequency traders can’t front-run anyone
I am not a high frequency trader. But I have been involved in the capital markets for almost 20 years and I've specialized in algorithmic trading, so I know about HFT and there are a few things in the recent debate that warrant clarifying — first and foremost, this idea of front-running. Some allege that HFTs front-run other players' orders because HFTs have access to direct feeds from various exchanges, while "regular" investors generally rely on the SIP-provided national best bid-offer (NBBO), which aggregates all the various exchanges' order books, but which also arrives with considerable latency (due not to ... (full story)
- Comments
- Comment
- Subscribe
- Comment #1
- Quote
- Apr 3, 2014 8:39pm Apr 3, 2014 8:39pm
- lasty
- Joined Aug 2008 | Status: Member | 1423 Comments
- Comment #2
- Quote
- Apr 3, 2014 8:42pm Apr 3, 2014 8:42pm
- Pip Anon
- Joined Jan 2013 | Status: Trading defies logic | 1796 Comments
When the facts change I change my mind, what do you do sir
- Comment #3
- Quote
- Apr 3, 2014 8:49pm Apr 3, 2014 8:49pm
- Guest
- | IP XXX.XXX.9.22
- Comment #4
- Quote
- Apr 3, 2014 8:59pm Apr 3, 2014 8:59pm
- lasty
- Joined Aug 2008 | Status: Member | 1423 Comments
- Comment #5
- Quote
- Apr 3, 2014 9:29pm Apr 3, 2014 9:29pm
- phiya
- | Additional Username | Joined Mar 2014 | 12 Comments
- Comment #6
- Quote
- Apr 3, 2014 9:35pm Apr 3, 2014 9:35pm
- phiya
- | Additional Username | Joined Mar 2014 | 12 Comments
- Comment #7
- Quote
- Apr 3, 2014 11:56pm Apr 3, 2014 11:56pm
- pippiphooray
- | Joined Jul 2008 | Status: Member | 324 Comments
- Comment #8
- Quote
- Apr 4, 2014 12:42am Apr 4, 2014 12:42am
- 111ForexGuru
- | Commercial Member | Joined Nov 2013 | 259 Comments
Leaders don't do different things, but they do the same things differently.
- Comment #9
- Quote
- Apr 4, 2014 12:42am Apr 4, 2014 12:42am
- Taffy
- | Joined Apr 2014 | Status: Member | 353 Comments
- Comment #10
- Quote
- Apr 4, 2014 2:37am Apr 4, 2014 2:37am
- avibe
- Joined Jun 2009 | Status: coitus interruptus | 43 Comments | Online Now
practising coitus interruptus
- Comment #11
- Quote
- Apr 4, 2014 2:41am Apr 4, 2014 2:41am
- avibe
- Joined Jun 2009 | Status: coitus interruptus | 43 Comments | Online Now
practising coitus interruptus
- Comment #12
- Quote
- Apr 4, 2014 2:46am Apr 4, 2014 2:46am
- Guest
- | IP XX.XXX.5.177
- Comment #13
- Quote
- Apr 4, 2014 4:13am Apr 4, 2014 4:13am
- Guest
- | IP XX.XXX.120.232
- Comment #14
- Quote
- Apr 4, 2014 4:14am Apr 4, 2014 4:14am
- Mike Haran
- | Commercial Member | Joined Oct 2010 | 699 Comments
- Comment #15
- Quote
- Apr 4, 2014 5:19am Apr 4, 2014 5:19am
- 4exNinja
- Joined Oct 2011 | Status: In your head, eating your brain | 80 Comments
- Comment #16
- Quote
- Apr 4, 2014 5:55am Apr 4, 2014 5:55am
- Pip Anon
- Joined Jan 2013 | Status: Trading defies logic | 1796 Comments
When the facts change I change my mind, what do you do sir
- Comment #17
- Quote
- Apr 4, 2014 6:20am Apr 4, 2014 6:20am
- 4exNinja
- Joined Oct 2011 | Status: In your head, eating your brain | 80 Comments
- Comment #18
- Quote
- Apr 4, 2014 7:48am Apr 4, 2014 7:48am
- Spreadbetter
- | Membership Revoked | Joined Feb 2012 | 3235 Comments
"The meek shall inherit the earth.." Yeah right, good luck with that shit..
- Comment #19
- Quote
- Apr 4, 2014 7:50am Apr 4, 2014 7:50am
- Spreadbetter
- | Membership Revoked | Joined Feb 2012 | 3235 Comments
"The meek shall inherit the earth.." Yeah right, good luck with that shit..
- Comment #20
- Quote
- Apr 4, 2014 7:51am Apr 4, 2014 7:51am
- Gothamcity
- | Joined Sep 2009 | Status: Member | 19 Comments
- Comment #21
- Quote
- Apr 4, 2014 8:24am Apr 4, 2014 8:24am
- Pip Anon
- Joined Jan 2013 | Status: Trading defies logic | 1796 Comments
When the facts change I change my mind, what do you do sir
- Comment #22
- Quote
- Apr 4, 2014 8:27am Apr 4, 2014 8:27am
- frx_trader
- | Joined Jun 2012 | Status: Analyst | 3129 Comments
- Comment #23
- Quote
- Apr 4, 2014 8:32am Apr 4, 2014 8:32am
- Guest
- | IP XX.XXX.11.62
- Comment #24
- Quote
- Apr 4, 2014 8:47am Apr 4, 2014 8:47am
- 4exNinja
- Joined Oct 2011 | Status: In your head, eating your brain | 80 Comments
- Comment #25
- Quote
- Apr 4, 2014 8:47am Apr 4, 2014 8:47am
- gat
- | Joined Dec 2009 | Status: Member | 1040 Comments
- Comment #26
- Quote
- Apr 4, 2014 8:55am Apr 4, 2014 8:55am
- Pip Anon
- Joined Jan 2013 | Status: Trading defies logic | 1796 Comments
When the facts change I change my mind, what do you do sir
- Comment #27
- Quote
- Apr 4, 2014 8:57am Apr 4, 2014 8:57am
- Pip Anon
- Joined Jan 2013 | Status: Trading defies logic | 1796 Comments
When the facts change I change my mind, what do you do sir
- Comment #28
- Quote
- Apr 4, 2014 8:57am Apr 4, 2014 8:57am
- Sherpa
- | Joined Jan 2014 | Status: Member | 136 Comments
- Comment #29
- Quote
- Apr 4, 2014 9:11am Apr 4, 2014 9:11am
- Pip Anon
- Joined Jan 2013 | Status: Trading defies logic | 1796 Comments
When the facts change I change my mind, what do you do sir
- Comment #30
- Quote
- Apr 4, 2014 9:58am Apr 4, 2014 9:58am
- 4exNinja
- Joined Oct 2011 | Status: In your head, eating your brain | 80 Comments
- Comment #31
- Quote
- Apr 4, 2014 10:25am Apr 4, 2014 10:25am
- gat
- | Joined Dec 2009 | Status: Member | 1040 Comments
- Comment #32
- Quote
- Apr 4, 2014 3:06pm Apr 4, 2014 3:06pm
- Guest
- | IP XX.XX.234.148
- Comment #33
- Quote
- Edited 5:38pm Apr 4, 2014 5:23pm | Edited 5:38pm
- Sherpa
- | Joined Jan 2014 | Status: Member | 136 Comments
- Comment #34
- Quote
- Apr 5, 2014 3:39am Apr 5, 2014 3:39am
- seaman2
- | Joined Feb 2013 | Status: Member | 629 Comments
- Comment #35
- Quote
- Apr 5, 2014 8:21am Apr 5, 2014 8:21am
- Gothamcity
- | Joined Sep 2009 | Status: Member | 19 Comments
- Comment #36
- Quote
- Apr 5, 2014 8:15pm Apr 5, 2014 8:15pm
- Pip Anon
- Joined Jan 2013 | Status: Trading defies logic | 1796 Comments
When the facts change I change my mind, what do you do sir
- Comment #37
- Quote
- Apr 6, 2014 1:05am Apr 6, 2014 1:05am
- frx_trader
- | Joined Jun 2012 | Status: Analyst | 3129 Comments
- Comment #38
- Quote
- Apr 6, 2014 3:17am Apr 6, 2014 3:17am
- Guest
- | IP XX.XXX.120.232
- Comment #39
- Quote
- Apr 6, 2014 1:26pm Apr 6, 2014 1:26pm
- pippiphooray
- | Joined Jul 2008 | Status: Member | 324 Comments
- Comment #40
- Quote
- Apr 6, 2014 2:51pm Apr 6, 2014 2:51pm
- sammy_tega
- | Joined Jun 2010 | Status: Member | 41 Comments
- Comment #41
- Quote
- Apr 6, 2014 3:03pm Apr 6, 2014 3:03pm
- phiya
- | Additional Username | Joined Mar 2014 | 12 Comments
- Comment #42
- Quote
- Apr 6, 2014 8:46pm Apr 6, 2014 8:46pm
- Pip Anon
- Joined Jan 2013 | Status: Trading defies logic | 1796 Comments
When the facts change I change my mind, what do you do sir
- Comment #43
- Quote
- Apr 6, 2014 9:53pm Apr 6, 2014 9:53pm
- phiya
- | Additional Username | Joined Mar 2014 | 12 Comments
- Comment #44
- Quote
- Apr 6, 2014 9:57pm Apr 6, 2014 9:57pm
- phiya
- | Additional Username | Joined Mar 2014 | 12 Comments
- Comment #45
- Quote
- Edited 12:52am Apr 7, 2014 12:41am | Edited 12:52am
- Luther
- Joined Oct 2011 | Status: Go With The Flow | 14 Comments
- Comment #46
- Quote
- Apr 7, 2014 12:53am Apr 7, 2014 12:53am
- Luther
- Joined Oct 2011 | Status: Go With The Flow | 14 Comments
- Comment #47
- Quote
- Apr 7, 2014 1:18am Apr 7, 2014 1:18am
- phiya
- | Additional Username | Joined Mar 2014 | 12 Comments
- Comment #48
- Quote
- Apr 7, 2014 5:06am Apr 7, 2014 5:06am
- Pip Anon
- Joined Jan 2013 | Status: Trading defies logic | 1796 Comments
When the facts change I change my mind, what do you do sir
- Comment #49
- Quote
- Apr 7, 2014 5:11am Apr 7, 2014 5:11am
- Pip Anon
- Joined Jan 2013 | Status: Trading defies logic | 1796 Comments
When the facts change I change my mind, what do you do sir
- Comment #50
- Quote
- Apr 7, 2014 5:38am Apr 7, 2014 5:38am
- Spreadbetter
- | Membership Revoked | Joined Feb 2012 | 3235 Comments
"The meek shall inherit the earth.." Yeah right, good luck with that shit..
- Comment #51
- Quote
- Apr 7, 2014 5:40am Apr 7, 2014 5:40am
- Spreadbetter
- | Membership Revoked | Joined Feb 2012 | 3235 Comments
"The meek shall inherit the earth.." Yeah right, good luck with that shit..
- Comment #52
- Quote
- Apr 7, 2014 6:16am Apr 7, 2014 6:16am
- Pip Anon
- Joined Jan 2013 | Status: Trading defies logic | 1796 Comments
When the facts change I change my mind, what do you do sir
- Comment #53
- Quote
- Apr 7, 2014 6:31am Apr 7, 2014 6:31am
- Luther
- Joined Oct 2011 | Status: Go With The Flow | 14 Comments
- Comment #54
- Quote
- Apr 7, 2014 6:43am Apr 7, 2014 6:43am
- Squeeze
- | Joined Dec 2012 | Status: Member | 1195 Comments
- Comment #55
- Quote
- Apr 7, 2014 6:46am Apr 7, 2014 6:46am
- Squeeze
- | Joined Dec 2012 | Status: Member | 1195 Comments
- Comment #56
- Quote
- Apr 7, 2014 7:49am Apr 7, 2014 7:49am
- Guest
- | IP XX.XXX.120.232
- Comment #57
- Quote
- Apr 7, 2014 7:59am Apr 7, 2014 7:59am
- Pip Anon
- Joined Jan 2013 | Status: Trading defies logic | 1796 Comments
When the facts change I change my mind, what do you do sir
- Comment #58
- Quote
- Apr 7, 2014 8:44pm Apr 7, 2014 8:44pm
- lasty
- Joined Aug 2008 | Status: Member | 1423 Comments
- Comment #59
- Quote
- Apr 15, 2014 4:11am Apr 15, 2014 4:11am
- 4exNinja
- Joined Oct 2011 | Status: In your head, eating your brain | 80 Comments