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ppauper
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Posts: 11729
Joined: November 15th, 2001, 1:29 pm

algo trading

October 9th, 2012, 7:52 am

Mysterious Algorithm Was 4% of Trading Activity Last Weekwas that someone here ?
 
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rmax
Posts: 374
Joined: December 8th, 2005, 9:31 am

algo trading

October 9th, 2012, 10:08 am

QuoteOriginally posted by: ppauperMysterious Algorithm Was 4% of Trading Activity Last Weekwas that someone here ?Not me. Either looks as though it was a test run - to avoid a Knight Capital like fiasco, or is trying to eat the bandwidth to slow other bids down.I disagree with a tax in the purest sense of the word. Would be interesting if a firm had to pay the exchange 1/1000th of a cent for each bid/offer they show.
 
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Cuchulainn
Posts: 20255
Joined: July 16th, 2004, 7:38 am
Location: 20, 000

algo trading

October 9th, 2012, 10:26 am

http://www.wilmott.com/messageview.cfm? ... adid=92511 I bet it was caused by that TI-89 upgrade last week.
Last edited by Cuchulainn on October 8th, 2012, 10:00 pm, edited 1 time in total.
 
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ppauper
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Posts: 11729
Joined: November 15th, 2001, 1:29 pm

algo trading

October 9th, 2012, 11:00 am

looked like a test to me as well
 
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tags
Posts: 3162
Joined: February 21st, 2010, 12:58 pm

algo trading

October 9th, 2012, 6:28 pm

QuoteOriginally posted by: Cuchulainnhttp://www.wilmott.com/messageview.cfm?catid=4&threadid=92511 I bet it was caused by that TI-89 upgrade last week.so that we have the whole picture, let me ask a question. was that calculator a hello kitty skinnned TI-89?
 
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tags
Posts: 3162
Joined: February 21st, 2010, 12:58 pm

algo trading

August 8th, 2014, 10:35 am

If you had choose an 'algotrading' library for Python (PyAlgoTrade, zipline, ...), which one would you pick up? Thanks
 
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tags
Posts: 3162
Joined: February 21st, 2010, 12:58 pm

algo trading

August 8th, 2014, 3:48 pm

QuoteOriginally posted by: outrunQuoteOriginally posted by: tagomaIf you had choose an 'algotrading' library for Python (PyAlgoTrade, zipline, ...), which one would you pick up? ThanksI would use them all and go and search for the efficient frontier.hi outrun. thx for replying.i'm not sure whether you mean to be cynical or not.can you comment a bit more, please ??
 
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ExSan
Posts: 493
Joined: April 12th, 2003, 10:40 am

algo trading

January 27th, 2016, 12:37 pm

QuoteOriginally posted by: outrunCambrian explosion of HF tactics triggers large scale tower building activityautomated-trading-room-for-humans
Last edited by ExSan on January 26th, 2016, 11:00 pm, edited 1 time in total.
°°° About ExSan bit.ly/3U5bIdq °°°
 
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Traden4Alpha
Posts: 3300
Joined: September 20th, 2002, 8:30 pm

algo trading

January 27th, 2016, 12:44 pm

A high-altitude balloon or drone would provide even less propagation delay by routing more of the signal through rarified air.
 
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ppauper
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Joined: November 15th, 2001, 1:29 pm

Re: algo trading

June 22nd, 2017, 6:44 am