SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
User avatar
ithousekeeper
Topic Author
Posts: 33
Joined: March 28th, 2009, 11:09 pm

High Frequency Trading - Saturated?

June 9th, 2011, 11:52 pm

 
User avatar
VegaPlus
Posts: 80
Joined: November 7th, 2008, 9:45 pm

High Frequency Trading - Saturated?

June 16th, 2011, 4:16 pm

In Western maybe... In Asia, it has just started so more to do there.
 
User avatar
Honeyoak
Posts: 24
Joined: August 9th, 2010, 5:16 pm

High Frequency Trading - Saturated?

July 9th, 2011, 1:53 pm

I was recently at a conference where a seasoned HFT trader told us that the simple arbitrage opportunities (i.e. price differentials ) have become unprofitable globally. he noted however that ample opportunities remain for creative algo's, especially in less liquid markets (i.e. derivatives, bonds).
 
User avatar
chocolatemoney
Posts: 322
Joined: October 8th, 2008, 6:50 am

High Frequency Trading - Saturated?

July 23rd, 2011, 12:04 pm

I agree with Honeyoak. Capex requirements to be competitive in ultra-low latency are insanely high. I've read of plenty of algo shops switching to lower freqs.On the sidelines, this is quite fun:
ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On