Thought it might be interesting to start a thread on what is known about the firms involved in this area and the specific methods used?Any former employees out there who fancy spilling the beans? Anyone care to speculate?

well there are a lot of firms operating in this space. what markets?

QuoteOriginally posted by: JamesH83well there are a lot of firms operating in this space. what markets?Hi James. Well the thread could cover all markets. My background is in OTC interest rates but I'm guessing that high frequency trading methods would be used mostly in the more liquid exchange traded markets where there's a wealth of historical data.I think that RenTec, Two Sigma and DE Shaw use such HF trading in the equity, commodities and FX mkts. Don't really know what exact methods they use or indeed which other firms are involved. Looking at RenTec's record over 20 years I can't believe that others haven't attempted to break into the area..I suppose LTCM was another one, though for a while they did have something going for them.My interest is really to 1) classify those firms which have a division of some sort attempting to make money from HF trading 2) break down what we know about what they do 3) speculate on what's left (in the case of RenTec who want to keep what they're doing quiet)

My interest is really to 1) classify those firms which have a division of some sort attempting to make money from HF trading2) break down what we know about what they do3) speculate on what's left (in the case of RenTec who want to keep what they're doing quiet)benwm,The fun is in reverse engineering how RenTec makes money based on the limited info we have about them. The down side is that MPP isn't cheap nor is the direct connect to CME.N

Hi,I would like to have some information about the job market concerning high frequency trading.The big players?Thanx

...Is it possible to make a lot of money with these strategies?Is it a good entry point for a young graduate in quantitative finance?

On a further realated note, does anyone know of some good papers, books on high freq trading? Merci beaucoup.

TJ: you can check this link out.http://finance.groups.yahoo.com/group/econometrics05/I notice my instructor didn't put any restrictions on non-enrolled students, so you should be able to get the papers.

Thanks a lot moogle!

QuoteOriginally posted by: moogleTJ: you can check this link out.http://finance.groups.yahoo.com/group/econometrics05/I notice my instructor didn't put any restrictions on non-enrolled students, so you should be able to get the papers.Thanks moogle. Couldn't see anything on high freq though.

QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: moogleTJ: you can check this link out.http://finance.groups.yahoo.com/group/econometrics05/I notice my instructor didn't put any restrictions on non-enrolled students, so you should be able to get the papers.Thanks moogle. Couldn't see anything on high freq though.I am interested in high frequency trading methods as well.

Seriously, do you expect anyone giving away valuable information here ?

Nevermind, I'll use Google and the LSE library.

http://www.bearmarketinvestments.com/ti ... strategies