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HFT

Annual latency arbitrage profits in Global Equity Markets in 2020.

This is from a BIS Working paper whose details are in the thread below.

#trading #quant #highfrequencytrading #HFT #Citadel #JumpTrading #RennTech #RenaissanceTechnologies $SPY $QQQ $TSLA $NVDA

HFT latency arbitrage race is a probabilistic game!

#trading #quant #highfrequencytrading #HFT #Citadel #JumpTrading #RennTech #RenaissanceTechnologies $SPY $QQQ $TSLA $NVDA

Reader can search this paper in Google for details on the high frequency trading arms race.

They've analyzed the message data and limit order book data.

#trading
#quant #highfrequencytrading #HFT #Citadel #JumpTrading #RennTech #RenaissanceTechnologies $SPY $QQQ $TSLA $NVDA

1/ - New week, new breach, and new thread. Previous week's thread can be found here:

https://twitter.com/danehrlich11/status/1443649257387565056?s=21

@epikfailleaks @davetroy @emilymolli @MikaelThalen

2/ - and also here:

https://twitter.com/danehrlich11/status/1441648462563512320?s=21

. Many of these are early conclusions and will change as the data becomes better and more sources come forward.

3/ - First revelation. @ClaremontInst and @CMCnews are hosting their Usenet group, new.claremont.edu, on @Giganews and #DataFoundry, who are being investigated for child pornography by the State of New Mexico and @Austin_Police: ladailypost.com/ag-balderas-ex…