• CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”

    http://CppCon.org — Presentation Slides, PDFs, Source Code and other presenter materials are available at: https://github.com/CppCon/CppCon2017 — Automated trading involves submitting electronic orders rapidly when opportunities arise. But it’s harder than it seems: either your system is the fastest and you make the trade, or you get nothing. This is a considerable challenge for any C++ developer - the critical path is only a fraction of the total codebase, it is invoked infrequently and unpredictably, yet must execute quickly and without delay. Unfortunately we can’t rely on the help of compilers, operating systems and standard hardware, as they typically aim for maximum throughput and fairness across all processes. This talk describes how successful low latency trading systems can be...

    published: 08 Oct 2017
  • The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016

    The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016 Slides: https://meetingcpp.com/index.php/tv16/items/18.html

    published: 19 Dec 2016
  • Writing and Testing High-Frequency Trading Engines

    In Java, writing microsecond low-latency systems requires disciplined use of a subset of Java’s features, and testing and persistence provide additional challenges. This presentation looks at some of the solutions possible in Java and where the session’s speaker sees the future of high-frequency trading and Java. Author: Peter Lawrey Innovative developer of high performance Java Systems for competitive advantage. View more trainings by Peter Lawrey at https://www.parleys.com/author/peter-lawrey Find more related tutorials at https://www.parleys.com/category/developer-training-tutorials

    published: 05 Jun 2015
  • A Closer Look at High-Frequency Trading

    This is the VOA Special English Economics Report, from http://voaspecialenglish.com | http://facebook.com/voalearningenglish Once, stocks were traded through the open outcry system. Today fast, interconnected computers have mostly replaced the traders shouting prices on the floors of stock exchanges. Joe Saluzzi is a head of equity trading at Themis Trading in New Jersey. "The equity market has changed. It's no longer what you see on TV, it's no longer guys with colored jackets running around the floor anymore. .... The equity market is a bunch of co-located computers strung together by a bunch of wires, everyone trying to race to zero. The speed of light is the goal."Computers can process stock trades in thousandths of a second. Andrew Haines of Gain Capital is an online broker. "A mil...

    published: 02 Nov 2011
  • Nanex's High Frequency Trading Model (Sped Up)

    Nanex released a video showing the results of half a second of worldwide high frequency trading with Johnson and Johnson stock. I simply sped up the footage to get a better feel of what it looked like. Blow Your Mind.

    published: 09 May 2013
  • What Is High-Frequency Trading? Finance, Algorithms, Software, Strategies, Firms (2014)

    In financial markets, high-frequency trading (HFT) is a type of algorithmic trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data and electronic trading tools. While there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, co-location, and very short-term investment horizons. HFT can be viewed as a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. Aldridge and Krawciw, 2017 estimate that in 2016 HFT on average initiated 10...

    published: 20 Oct 2017
  • "60 Minutes" investigates high-frequency trading

    "60 Minutes" correspondent Steve Kroft revealed Sunday night how a few stock market insiders are making billions in high-frequency trading. Kroft spoke with Michael Lewis, the author of "Flash Boys," about how insiders are raising the costs of stocks for ordinary investors.

    published: 31 Mar 2014
  • Is high frequency trading good for financial markets?

    In the October edition of our Big Question video series, Booth professors John Heaton, Tobias Moskowitz, and Eric Budish are joined by Stephen Brodsky of Spot Trading to discuss the effect of technology on financial markets.

    published: 14 Oct 2013
  • Huge Deals in Microseconds | Made in Germany

    Whether in London, New York or Frankfurt, computers have taken over the bulk of trading at major stock exchanges. The sophisticated technology lets investors buy and sell equities in a fraction of a second. Critics warn that the high-speed trading puts the entire financial system at risk. Have we lost control of the financial system? Read more: http://www.dw.de/program/made-in-germany/s-3066-9798

    published: 23 Apr 2014
  • SmartTick executes trades in microseconds

    Buy and sell execute S&P 500 symbols in less than 2 seconds

    published: 12 Jan 2017
  • Stock Market Insider Trading: High-Frequency Trading Transactions (2014)

    High-frequency trading (HFT) is a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. It is estimated that as of 2009, HFT accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012. High-frequency traders move in and out of short-term positions at high volumes aiming to capture sometimes a fraction of a cent in profit on every trade. HFT firms do not consume significant amounts of capital, accumulate positions or hold their portfolios overnight. As a result, HFT has a potential Sharpe ratio (a mea...

    published: 02 Mar 2015
  • Executes trades in microseconds

    Executes 500 symbols in one second from frontend

    published: 13 Jan 2017
  • Live Day Trading (Indices/Forex) - 5th October 2017 - A Tricky Day

    Live day trading on the FTSE100 from the 5th October 2017 (Indices/Forex) Hi, I am Luke from Disciplined Trader and I am a Forex and indices day trader. I upload these live day trading videos every week. Here is my recording of my live day trading on the FTSE100 from 5th October 2017. I start by showing you my morning chart analysis before moving on to the main live day trading. Sadly I don't take any trades today as I don't get any signals that trigger me in to the market. I show regular updates and provide commentary of the live day trading throughout the video. I hope you enjoy. PREVIOUS VIDEO ============================================= My Previous Video - https://youtu.be/GtCHN4OVVSk SOCIAL LINKS ============================================= Subscribe to the YouTube Ch...

    published: 06 Oct 2017
  • Cracking down on market abuse: can high frequency traders be reined in? | European CEO Videos

    European CEO speaks to Richard Metcalfe, Director of Regulatory Affairs at the Investment Management Association in London, to find out how new MiFID rules will deter market abuse, and whether governments are levelling enough criminal charges against high frequency traders. In recent years, high frequency trading has perturbed and disturbed the finance world. Those profiting from such practices are rarely known by name, but their impact is felt with every microsecond trade they make. European CEO speaks to Richard Metcalfe, Director of Regulatory Affairs at the Investment Management Association in London, to find out whether the Wild West of HFT can ever be reined in. For a full transcript visit: http://www.europeanceo.com/videos/2014/09/cracking-down-on-market-abuse-can-high-frequency-t...

    published: 26 Sep 2014
  • Nanex ~ Order Routing Animation ~ 02-May-2013 ~ JNJ

    We made another video that slows things down even more and shows 1/100th of a second of trading in Merck: http://www.youtube.com/watch?v=L5cZaIZ5bWc 1/2 second of trading activity in Johnson & Johnson (symbol JNJ) on May 2, 2013 This video was featured at Wired Business Conference (watch it now: http://fora.tv/2013/05/07/Nanex_CEO_Eric_Hunsader_Flash_Trading_Detective_Work) Follow us on twitter @nanexllc for Wall Street Breaking coverage. Set to lowest resolution for an "artistic rendering", or highest resolution for science. The animation tool that created this video was written in "C" using Windows GDI - simple lines, polygons and ellipses. We wrote it to explain to the SEC and CFTC (the regulators) how our markets work. We got the idea after realizing, in face to face meetings with ...

    published: 03 May 2013
  • Automated Trading,FDAX, EMINI S&P, Daytrading,Line Break Charts

    Automated Trading,FDAX, EMINI S&P, Daytrading,Line Break Charts

    published: 25 Sep 2017
  • Introduction to Algorithmic Trading

    Watch our short introductory video on Algorithmic Trading where Chandini Jain (ex-Derivatives Trader at Optiver, Chicago) explains basic concepts like trading, markets, exchanges, asset classes and how Auquan can help people looking for a career in trading. This video is intended for people with no previous background in finance. You can read more about us at: http://auquan.com/ Stay tuned for our upcoming tutorial series. Follow us on: Facebook: https://www.facebook.com/tradewithauquan Twitter: https://twitter.com/tradewithauquan

    published: 14 Nov 2016
  • High Frequency Trading - Robots vs Humans

    Most of us have never heard of high-frequency trading. Yet, many experts predict that the next financial crisis will be caused by this new practice, invented by Wall Street. Thousands of computers are interconnected, buying and selling thousands of market shares every micro-second, with no human control or regulation. We delve into a mad financing world dominated by machines, or rather, by elaborate algorithms carefully developed by mathematicians. The ultimate goal? To reach maximum profit within a few seconds. But sometimes, software breaks down and creates, what experts call a “flash crack,” an instantaneous market collapse. We investigate the job of speed traders and expose the often shocking methods they use to reach their goals. This is part of the acclaimed ’Cash Investigations - Un...

    published: 09 May 2017
  • What is a quant trader?

    http://www.onestepremoved.com/ Shaun Overton interviews Michael Halls-Moore, a quantitative developer. Mike jumped from postgraduate school straight into algorithmic trading, bringing all the academic expertise but having to figure out the real world of trading with other people's money. Mike talks about the differences between trading personal accounts and what the institutions look for in their trading strategies. http://youtu.be/Uw188vWQ2Hg

    published: 02 Dec 2013
  • YOW! 2016 Conrad Parker - FPGA Microservices: Ultra-Low Latency with Off-The-Shelf Hardware

    How fast can we possibly make microservices? You can have sub-microsecond wire-to-wire response times using off-the-shelf hardware and familiar languages. I’ll show you how to put the technology in place, but that’s the easy part. Why on earth would you want to do this, and how could you possibly stay agile? An FPGA-powered network adapter can have a response packet on the wire before the server operating system has dispatched the incoming packet, and well before a high-level web stack has even heard about it. To do this, you need to use hardware design for part of your microservice; you’ll use a programming language that allows intricately parallel expressions. I’ll show you how to do this using Haskell to compile to VHDL, then we’ll tackle the scary parts: How do I test and deploy th...

    published: 18 Apr 2017
  • EA Traze - High Frequency Trading Forex Robot

    If this is not a high frequency trading robot; than what is?.. This axpert adviser makes on strategy tester much more then myself . . it is too good to be true . . millions on click by click . . $100 EURSEK, on m15 chart on Alpari mt4 platform , . with the Dancing Quin by ABBA . . Thanks for watching . .

    published: 31 Aug 2015
  • The Stock Market & the Economy: High-Frequency Trading and Wall Street Stock Traders (2013)

    High-frequency trading (HFT) is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. Firms focused on HFT rely on advanced computer systems, the processing speed of their trades and their access to the market. Many high-frequency traders provide liquidity and price discovery to the markets through market-making and arbitrage trading; and high-frequency traders also take liquidity to manage risk or lock in profits. As of 2009, studies suggested HFT firms accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012. High-frequency traders move in and out of short-term ...

    published: 21 Aug 2013
  • Joe Saluzzi on High-Frequency Trading: The Equity Market Is Now Controlled By The Machines

    Joe Saluzzi, co-founder of Themis Trading LLC and outspoken exchange expert, is concerned with how high-frequency trading has brought the capital markets into uncharted - and dangerous - territory. "Things have changed," he cautions. With 50-70% of all trades being conducted by algorithms at micro-second time intervals, real human traders are increasingly challenged to understand how our markets actually work. "No longer do the technical patterns - that have lasted for years and years, and are written about all over - work anymore." In the following interview, Joe and Chris plunge into "dark pools" and other poorly-understood elements of our now-machine-dominated financial exchanges. The current system is fraught with risks of further "flash crash"-like disruptions, and at a fundmental l...

    published: 04 Nov 2011
  • FPGA and hardware accelerated trading

    Accelize ultra low latency programmable network platforms are built around its leading edge FPGA accelerator cards. The platforms include a balanced combination of hardware, software, and intellectual property (IP) that enable easy implementation of ultra low latency network data processing and high-performance computing inside the FPGA. TARGET APPLICATIONS Accelize FPGA network platforms are especially targeted at the financial services industry and are deployed in various trading environments. The platforms enable sub-microsecond latency market data processing and order execution and enable orders of magnitude superior performance for algorithmic trading, including options pricing and risk management, over conventional software-based and hybrid approaches.

    published: 15 Jul 2014
developed with YouTube
CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”

CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”

  • Order:
  • Duration: 1:00:07
  • Updated: 08 Oct 2017
  • views: 30218
videos
http://CppCon.org — Presentation Slides, PDFs, Source Code and other presenter materials are available at: https://github.com/CppCon/CppCon2017 — Automated trading involves submitting electronic orders rapidly when opportunities arise. But it’s harder than it seems: either your system is the fastest and you make the trade, or you get nothing. This is a considerable challenge for any C++ developer - the critical path is only a fraction of the total codebase, it is invoked infrequently and unpredictably, yet must execute quickly and without delay. Unfortunately we can’t rely on the help of compilers, operating systems and standard hardware, as they typically aim for maximum throughput and fairness across all processes. This talk describes how successful low latency trading systems can be developed in C++, demonstrating common coding techniques used to reduce execution times. While automated trading is used as the motivation for this talk, the topics discussed are equally valid to other domains such as game development and soft real-time processing. — Carl Cook: Optiver, Software Engineer Carl has a Ph.D. from the University of Canterbury, New Zealand, graduating in 2006. He currently works for Optiver, a global electronic market maker, where he is tasked with adding new trading features into the execution stack while continually reducing latencies. Carl is also an active member of SG14, making sure that requirements from the automated trading industry are represented. He is currently assisting with several proposals, including non-allocating standard functions, fast containers, and CPU affinity/cache control. — Videos Filmed & Edited by Bash Films: http://www.BashFilms.com
https://wn.com/Cppcon_2017_Carl_Cook_“When_A_Microsecond_Is_An_Eternity_High_Performance_Trading_Systems_In_C_”
The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016

The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016

  • Order:
  • Duration: 1:04:38
  • Updated: 19 Dec 2016
  • views: 18138
videos
The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016 Slides: https://meetingcpp.com/index.php/tv16/items/18.html
https://wn.com/The_Speed_Game_Automated_Trading_Systems_In_C_Carl_Cook_Meeting_C_2016
Writing and Testing High-Frequency Trading Engines

Writing and Testing High-Frequency Trading Engines

  • Order:
  • Duration: 1:07:52
  • Updated: 05 Jun 2015
  • views: 8537
videos
In Java, writing microsecond low-latency systems requires disciplined use of a subset of Java’s features, and testing and persistence provide additional challenges. This presentation looks at some of the solutions possible in Java and where the session’s speaker sees the future of high-frequency trading and Java. Author: Peter Lawrey Innovative developer of high performance Java Systems for competitive advantage. View more trainings by Peter Lawrey at https://www.parleys.com/author/peter-lawrey Find more related tutorials at https://www.parleys.com/category/developer-training-tutorials
https://wn.com/Writing_And_Testing_High_Frequency_Trading_Engines
A Closer Look at High-Frequency Trading

A Closer Look at High-Frequency Trading

  • Order:
  • Duration: 4:03
  • Updated: 02 Nov 2011
  • views: 44448
videos
This is the VOA Special English Economics Report, from http://voaspecialenglish.com | http://facebook.com/voalearningenglish Once, stocks were traded through the open outcry system. Today fast, interconnected computers have mostly replaced the traders shouting prices on the floors of stock exchanges. Joe Saluzzi is a head of equity trading at Themis Trading in New Jersey. "The equity market has changed. It's no longer what you see on TV, it's no longer guys with colored jackets running around the floor anymore. .... The equity market is a bunch of co-located computers strung together by a bunch of wires, everyone trying to race to zero. The speed of light is the goal."Computers can process stock trades in thousandths of a second. Andrew Haines of Gain Capital is an online broker. "A millisecond can mean millions of dollars to the success of your strategy. Having a one, two, three millisecond advantage over other traders may mean that you get into a trade at a preferable price." Andrew Haines says an estimated seventy percent of all stock trades are high-frequency trades made with complex computer models. Stocks may be held for only seconds. But fast trades are also blamed for big moves in stock prices.On May sixth, two thousand ten, a leading measure of American stocks briefly fell about nine percent. The Dow Jones Industrial Average then recovered much of those losses by the end of trading that day. The Securities and Exchange Commission ordered steps to prevent future "flash crashes" like that one. Joel Hasbrouck of New York University says those steps are working. "They're called circuit-breakers, and basically what they mean is that when a stock has moved by a large amount in a short period of time, there's a trading halt."Joe Saluzzi of Themis Trading says the main problem with high-speed trading is an unbalanced market. "The stock market used to be a predictor of the future economy. Now I think the stock market is a backwards predictor. ... It's forecasting the next microsecond move. It's not forecasting the next six months, because most of the volume is being dominated by guys who could care less what goes on in six months. So, how could you think the price is being set correctly?" But Joel Hasbrouck says high-speed trading can reduce sharp rises or drops in stock prices. "In normal circumstances, high-frequency traders act as market-makers. That means they stand by passively waiting to buy or sell from whoever comes into the market needing to trade. In that capacity, they actually help stabilize the market." For VOA Special English, I'm Alex Villarreal. (Adapted from a radio program broadcast 30Sep2011)
https://wn.com/A_Closer_Look_At_High_Frequency_Trading
Nanex's High Frequency Trading Model (Sped Up)

Nanex's High Frequency Trading Model (Sped Up)

  • Order:
  • Duration: 7:39
  • Updated: 09 May 2013
  • views: 66382
videos
Nanex released a video showing the results of half a second of worldwide high frequency trading with Johnson and Johnson stock. I simply sped up the footage to get a better feel of what it looked like. Blow Your Mind.
https://wn.com/Nanex's_High_Frequency_Trading_Model_(Sped_Up)
What Is High-Frequency Trading? Finance, Algorithms, Software, Strategies, Firms (2014)

What Is High-Frequency Trading? Finance, Algorithms, Software, Strategies, Firms (2014)

  • Order:
  • Duration: 42:11
  • Updated: 20 Oct 2017
  • views: 462
videos
In financial markets, high-frequency trading (HFT) is a type of algorithmic trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data and electronic trading tools. While there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, co-location, and very short-term investment horizons. HFT can be viewed as a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. Aldridge and Krawciw, 2017 estimate that in 2016 HFT on average initiated 10-40% of trading volume in equities, and 10-15% of volume in foreign exchange and commodities. Intraday, however, proportion of HFT may vary from 0% to 100% of short-term trading volume. Previous estimates reporting that HFT accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012 were highly inaccurate speculative guesses. High-frequency traders move in and out of short-term positions at high volumes and high speeds aiming to capture sometimes a fraction of a cent in profit on every trade. HFT firms do not consume significant amounts of capital, accumulate positions or hold their portfolios overnight. As a result, HFT has a potential Sharpe ratio (a measure of reward to risk) tens of times higher than traditional buy-and-hold strategies. High-frequency traders typically compete against other HFTs, rather than long-term investors. HFT firms make up the low margins with incredibly high volumes of trades, frequently numbering in the millions. A substantial body of research argues that HFT and electronic trading pose new types of challenges to the financial system. Algorithmic and high-frequency traders were both found to have contributed to volatility in the Flash Crash of May 6, 2010, when high-frequency liquidity providers rapidly withdrew from the market. Several European countries have proposed curtailing or banning HFT due to concerns about volatility. Advanced computerized trading platforms and market gateways are becoming standard tools of most types of traders, including high-frequency traders. Broker-dealers now compete on routing order flow directly, in the fastest and most efficient manner, to the line handler where it undergoes a strict set of risk filters before hitting the execution venue(s). Ultra-low latency direct market access (ULLDMA) is a hot topic amongst brokers and technology vendors such as Goldman Sachs, Credit Suisse, and UBS. Typically, ULLDMA systems can currently handle high amounts of volume and boast round-trip order execution speeds (from hitting "transmit order" to receiving an acknowledgment) of 10 milliseconds or less. Such performance is achieved with the use of hardware acceleration or even full-hardware processing of incoming market data, in association with high-speed communication protocols, such as 10 Gigabit Ethernet or PCI Express. More specifically, some companies provide full-hardware appliances based on FPGA technology to obtain sub-microsecond end-to-end market data processing. Buy side traders made efforts to curb predatory HFT strategies. Brad Katsuyama, co-founder of the IEX, led a team that implemented THOR, a securities order-management system that splits large orders into smaller sub-orders that arrive at the same time to all the exchanges through the use of intentional delays. This largely prevents information leakage in the propagation of orders that high-speed traders can take advantage of.[112] In 2016, after having with Intercontinental Exchange Inc. and others failed to prevent SEC approval of IEX's launch and having failed to sue as it had threatened to do over the SEC approval, Nasdaq launched a 'speed bump' product of its own to compete with IEX. According to Nasdaq CEO Robert Greifeld "the regulator shouldn’t have approved IEX without changing the rules that required quotes to be immediately visible". https://en.wikipedia.org/wiki/High-frequency_trading Michael Monroe Lewis (born October 15, 1960) is an American non-fiction author and financial journalist. His bestselling books include Liar's Poker (1989), The New New Thing (2000), Moneyball: The Art of Winning an Unfair Game (2003), The Blind Side: Evolution of a Game (2006), Panic (2008), Home Game: An Accidental Guide to Fatherhood (2009), The Big Short: Inside the Doomsday Machine (2010), Boomerang: Travels in the New Third World (2011) and Flash Boys (2014). He has also been a contributing editor to Vanity Fair since 2009. His most recent book is called The Undoing Project. https://en.wikipedia.org/wiki/Michael_Lewis Image By Michael Ivanov (tug) [CC BY 2.0 (http://creativecommons.org/licenses/by/2.0)], via Wikimedia Commons
https://wn.com/What_Is_High_Frequency_Trading_Finance,_Algorithms,_Software,_Strategies,_Firms_(2014)
"60 Minutes" investigates high-frequency trading

"60 Minutes" investigates high-frequency trading

  • Order:
  • Duration: 2:38
  • Updated: 31 Mar 2014
  • views: 28357
videos
"60 Minutes" correspondent Steve Kroft revealed Sunday night how a few stock market insiders are making billions in high-frequency trading. Kroft spoke with Michael Lewis, the author of "Flash Boys," about how insiders are raising the costs of stocks for ordinary investors.
https://wn.com/60_Minutes_Investigates_High_Frequency_Trading
Is high frequency trading good for financial markets?

Is high frequency trading good for financial markets?

  • Order:
  • Duration: 31:54
  • Updated: 14 Oct 2013
  • views: 10125
videos
In the October edition of our Big Question video series, Booth professors John Heaton, Tobias Moskowitz, and Eric Budish are joined by Stephen Brodsky of Spot Trading to discuss the effect of technology on financial markets.
https://wn.com/Is_High_Frequency_Trading_Good_For_Financial_Markets
Huge Deals in Microseconds | Made in Germany

Huge Deals in Microseconds | Made in Germany

  • Order:
  • Duration: 3:49
  • Updated: 23 Apr 2014
  • views: 387
videos
Whether in London, New York or Frankfurt, computers have taken over the bulk of trading at major stock exchanges. The sophisticated technology lets investors buy and sell equities in a fraction of a second. Critics warn that the high-speed trading puts the entire financial system at risk. Have we lost control of the financial system? Read more: http://www.dw.de/program/made-in-germany/s-3066-9798
https://wn.com/Huge_Deals_In_Microseconds_|_Made_In_Germany
SmartTick executes trades in microseconds

SmartTick executes trades in microseconds

  • Order:
  • Duration: 0:17
  • Updated: 12 Jan 2017
  • views: 43
videos
Buy and sell execute S&P 500 symbols in less than 2 seconds
https://wn.com/Smarttick_Executes_Trades_In_Microseconds
Stock Market Insider Trading: High-Frequency Trading Transactions (2014)

Stock Market Insider Trading: High-Frequency Trading Transactions (2014)

  • Order:
  • Duration: 2:46:06
  • Updated: 02 Mar 2015
  • views: 2693
videos
High-frequency trading (HFT) is a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. It is estimated that as of 2009, HFT accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012. High-frequency traders move in and out of short-term positions at high volumes aiming to capture sometimes a fraction of a cent in profit on every trade. HFT firms do not consume significant amounts of capital, accumulate positions or hold their portfolios overnight. As a result, HFT has a potential Sharpe ratio (a measure of risk and reward) tens of times higher than traditional buy-and-hold strategies. High-frequency traders typically compete against other HFTs, rather than long-term investors. HFT firms make up the low margins with incredibly high volumes of trades, frequently numbering in the millions. It has been argued that a core incentive in much of the technological development behind high-frequency trading is essentially front running, in which the varying delays in the propagation of orders is taken advantage of by those who have earlier access to information. A substantial body of research argues that HFT and electronic trading pose new types of challenges to the financial system.[2][13] Algorithmic and high-frequency traders were both found to have contributed to volatility in the May 6, 2010 Flash Crash, when high-frequency liquidity providers rapidly withdrew from the market.[2][10][13][14][15] Several European countries have proposed curtailing or banning HFT due to concerns about volatility.[16] Other complaints against HFT include the argument that some HFT firms scrape profits from investors when index funds rebalance their portfolios. On September 24, 2013, it was revealed that some traders are under investigation for possible news leak and insider trading. Right after the Federal Reserve announced its newest decision, trades were registered in the Chicago futures market within two milliseconds. However, the news was released to the public in Washington D.C. at exactly 2:00 pm calibrated by atomic clock,[85] and takes seven milliseconds to reach Chicago at the speed of light.[86] Contrary to claims by high-frequency trader Virtu Financial,[87] anything faster is not physically possible. It was concluded the high-speed traders in question had to receive the news under embargo from proprietary feed servers in Chicago that were pre-loaded with the Fed's announcement. Advanced computerized trading platforms and market gateways are becoming standard tools of most types of traders, including high-frequency traders. Broker-dealers now compete on routing order flow directly, in the fastest and most efficient manner, to the line handler where it undergoes a strict set of risk filters before hitting the execution venue(s). Ultra-low latency direct market access (ULLDMA) is a hot topic amongst brokers and technology vendors such as Goldman Sachs, Credit Suisse, and UBS. Typically, ULLDMA systems can currently handle high amounts of volume and boast round-trip order execution speeds (from hitting "transmit order" to receiving an acknowledgment) of 10 milliseconds or less. Such performance is achieved with the use of hardware acceleration or even full-hardware processing of incoming market data, in association with high-speed communication protocols, such as 10 Gigabit Ethernet or PCI Express. More specifically, some companies provide full-hardware appliances based on FPGA technology to obtain sub-microsecond end-to-end market data processing. Buy side traders made efforts to curb predatory HFT strategies. Brad Katsuyama, co-founder of the IEX, led a team that implemented THOR, a securities order-management system that splits large orders into smaller sub-orders that arrive at the same time to all the exchanges through the use of intentional delays. This largely prevents information leakage in the propagation of orders that high-speed traders can take advantage of. http://en.wikipedia.org/wiki/High-frequency_trading
https://wn.com/Stock_Market_Insider_Trading_High_Frequency_Trading_Transactions_(2014)
Executes trades in microseconds

Executes trades in microseconds

  • Order:
  • Duration: 0:25
  • Updated: 13 Jan 2017
  • views: 27
videos
Executes 500 symbols in one second from frontend
https://wn.com/Executes_Trades_In_Microseconds
Live Day Trading (Indices/Forex) - 5th October 2017 - A Tricky Day

Live Day Trading (Indices/Forex) - 5th October 2017 - A Tricky Day

  • Order:
  • Duration: 11:35
  • Updated: 06 Oct 2017
  • views: 99
videos
Live day trading on the FTSE100 from the 5th October 2017 (Indices/Forex) Hi, I am Luke from Disciplined Trader and I am a Forex and indices day trader. I upload these live day trading videos every week. Here is my recording of my live day trading on the FTSE100 from 5th October 2017. I start by showing you my morning chart analysis before moving on to the main live day trading. Sadly I don't take any trades today as I don't get any signals that trigger me in to the market. I show regular updates and provide commentary of the live day trading throughout the video. I hope you enjoy. PREVIOUS VIDEO ============================================= My Previous Video - https://youtu.be/GtCHN4OVVSk SOCIAL LINKS ============================================= Subscribe to the YouTube Channel for more videos: https://www.youtube.com/c/DisciplinedTraderUK Check out the Disciplined Trader blog: http://www.disciplinedtrader.co.uk Follow me on Twitter: https://twitter.com/disciplinedtrad Follow me on Instagram: https://www.instagram.com/disciplined_trader/ Follow me on Facebook: https://www.facebook.com/disciplinedtrader/
https://wn.com/Live_Day_Trading_(Indices_Forex)_5Th_October_2017_A_Tricky_Day
Cracking down on market abuse: can high frequency traders be reined in? | European CEO Videos

Cracking down on market abuse: can high frequency traders be reined in? | European CEO Videos

  • Order:
  • Duration: 1:35
  • Updated: 26 Sep 2014
  • views: 2931
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European CEO speaks to Richard Metcalfe, Director of Regulatory Affairs at the Investment Management Association in London, to find out how new MiFID rules will deter market abuse, and whether governments are levelling enough criminal charges against high frequency traders. In recent years, high frequency trading has perturbed and disturbed the finance world. Those profiting from such practices are rarely known by name, but their impact is felt with every microsecond trade they make. European CEO speaks to Richard Metcalfe, Director of Regulatory Affairs at the Investment Management Association in London, to find out whether the Wild West of HFT can ever be reined in. For a full transcript visit: http://www.europeanceo.com/videos/2014/09/cracking-down-on-market-abuse-can-high-frequency-traders-be-reined-in-video For more interviews from European CEO go to http://www.europeanceo.com/videos/
https://wn.com/Cracking_Down_On_Market_Abuse_Can_High_Frequency_Traders_Be_Reined_In_|_European_Ceo_Videos
Nanex ~ Order Routing Animation ~ 02-May-2013 ~ JNJ

Nanex ~ Order Routing Animation ~ 02-May-2013 ~ JNJ

  • Order:
  • Duration: 5:57
  • Updated: 03 May 2013
  • views: 326286
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We made another video that slows things down even more and shows 1/100th of a second of trading in Merck: http://www.youtube.com/watch?v=L5cZaIZ5bWc 1/2 second of trading activity in Johnson & Johnson (symbol JNJ) on May 2, 2013 This video was featured at Wired Business Conference (watch it now: http://fora.tv/2013/05/07/Nanex_CEO_Eric_Hunsader_Flash_Trading_Detective_Work) Follow us on twitter @nanexllc for Wall Street Breaking coverage. Set to lowest resolution for an "artistic rendering", or highest resolution for science. The animation tool that created this video was written in "C" using Windows GDI - simple lines, polygons and ellipses. We wrote it to explain to the SEC and CFTC (the regulators) how our markets work. We got the idea after realizing, in face to face meetings with them, they didn't understand market structure or the importance of latency and the consolidated feed. That was several years ago. We still aren't sure if they get it, or are just playing dumb. The bottom box (SIP) shows the National Best Bid and Offer. Watch how much it changes in the blink of an eye. Watch High Frequency Traders (HFT) at the millisecond level jam thousands of quotes in the stock of Johnson and Johnson (JNJ) through our financial networks on May 2, 2013. Video shows 1/2 second of time. If any of the connections are not running perfectly, High Frequency Traders can profit from the price discrepancies that result. There is no economic justification for this abusive behavior. Each box represents one exchange. The SIP (CQS in this case) is the box at 6 o'clock. It shows the National Best Bid/Offer. Watch how much it changes in a fraction of a second. The shapes represent quote changes which are the result of a change to the top of the book at each exchange. The time at the bottom of the screen is Eastern Time HH:MM:SS:mmm (mmm = millisecond). We slow time down so you can see what goes on at the millisecond level. A millisecond (ms) is 1/1000th of a second. Note how every exchange must process every quote from the others -- for proper trade through price protection. This complex web of technology must run flawlessly every millisecond of the trading day, or arbitrage (HFT profit) opportunities will appear. It is easy for HFTs to cause delays in one or more of the connections between each exchange. http://www.nanex.net/Research/IsNBBOIgnored.html
https://wn.com/Nanex_~_Order_Routing_Animation_~_02_May_2013_~_Jnj
Automated Trading,FDAX, EMINI S&P, Daytrading,Line Break Charts

Automated Trading,FDAX, EMINI S&P, Daytrading,Line Break Charts

  • Order:
  • Duration: 3:33
  • Updated: 25 Sep 2017
  • views: 141
videos
Automated Trading,FDAX, EMINI S&P, Daytrading,Line Break Charts
https://wn.com/Automated_Trading,Fdax,_Emini_S_P,_Daytrading,Line_Break_Charts
Introduction to Algorithmic Trading

Introduction to Algorithmic Trading

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  • Duration: 10:38
  • Updated: 14 Nov 2016
  • views: 1336
videos
Watch our short introductory video on Algorithmic Trading where Chandini Jain (ex-Derivatives Trader at Optiver, Chicago) explains basic concepts like trading, markets, exchanges, asset classes and how Auquan can help people looking for a career in trading. This video is intended for people with no previous background in finance. You can read more about us at: http://auquan.com/ Stay tuned for our upcoming tutorial series. Follow us on: Facebook: https://www.facebook.com/tradewithauquan Twitter: https://twitter.com/tradewithauquan
https://wn.com/Introduction_To_Algorithmic_Trading
High Frequency Trading - Robots vs Humans

High Frequency Trading - Robots vs Humans

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  • Duration: 5:12
  • Updated: 09 May 2017
  • views: 20
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Most of us have never heard of high-frequency trading. Yet, many experts predict that the next financial crisis will be caused by this new practice, invented by Wall Street. Thousands of computers are interconnected, buying and selling thousands of market shares every micro-second, with no human control or regulation. We delve into a mad financing world dominated by machines, or rather, by elaborate algorithms carefully developed by mathematicians. The ultimate goal? To reach maximum profit within a few seconds. But sometimes, software breaks down and creates, what experts call a “flash crack,” an instantaneous market collapse. We investigate the job of speed traders and expose the often shocking methods they use to reach their goals. This is part of the acclaimed ’Cash Investigations - Underhand Tactics: Investigating Corporate Tactics’ series. Other episodes include ’Neuromarketing’, ‘Green’ marketing, ’Planned obsolescence’, ’Tax havens’, ’Sugar overload’, ’Toxic Labels’ and ’disease branding’. Like us on Facebook: https://www.facebook.com/JavaFilms/ Follow us on Twitter: https://twitter.com/java_films
https://wn.com/High_Frequency_Trading_Robots_Vs_Humans
What is a quant trader?

What is a quant trader?

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  • Duration: 33:42
  • Updated: 02 Dec 2013
  • views: 93533
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http://www.onestepremoved.com/ Shaun Overton interviews Michael Halls-Moore, a quantitative developer. Mike jumped from postgraduate school straight into algorithmic trading, bringing all the academic expertise but having to figure out the real world of trading with other people's money. Mike talks about the differences between trading personal accounts and what the institutions look for in their trading strategies. http://youtu.be/Uw188vWQ2Hg
https://wn.com/What_Is_A_Quant_Trader
YOW! 2016 Conrad Parker - FPGA Microservices: Ultra-Low Latency with Off-The-Shelf Hardware

YOW! 2016 Conrad Parker - FPGA Microservices: Ultra-Low Latency with Off-The-Shelf Hardware

  • Order:
  • Duration: 30:52
  • Updated: 18 Apr 2017
  • views: 209
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How fast can we possibly make microservices? You can have sub-microsecond wire-to-wire response times using off-the-shelf hardware and familiar languages. I’ll show you how to put the technology in place, but that’s the easy part. Why on earth would you want to do this, and how could you possibly stay agile? An FPGA-powered network adapter can have a response packet on the wire before the server operating system has dispatched the incoming packet, and well before a high-level web stack has even heard about it. To do this, you need to use hardware design for part of your microservice; you’ll use a programming language that allows intricately parallel expressions. I’ll show you how to do this using Haskell to compile to VHDL, then we’ll tackle the scary parts: How do I test and deploy this? Can I keep my continuous refactoring and continuous delivery? We’ll walk through building a toy microservice, and see how to test and update it. We’ll talk about how this fits into the broader architecture of your service, and (crucially) how to convince the people around you to enjoy the challenge. Conrad loves audacious hacks, and inspiring people to train their coding muscles. He sees trading systems as a fantastic proving ground for cutting edge technologies, with natural competition and access to resources. Before trading he worked on low-latency streaming servers for audio/video at CSIRO, Pixar, Wikimedia and Renesas Japan. He studied at Kyoto University, developing a love of Haskell and respect for type theory. For more on YOW! Conference, visit http://www.yowconference.com.au
https://wn.com/Yow_2016_Conrad_Parker_Fpga_Microservices_Ultra_Low_Latency_With_Off_The_Shelf_Hardware
EA Traze - High Frequency Trading Forex Robot

EA Traze - High Frequency Trading Forex Robot

  • Order:
  • Duration: 2:20
  • Updated: 31 Aug 2015
  • views: 2144
videos
If this is not a high frequency trading robot; than what is?.. This axpert adviser makes on strategy tester much more then myself . . it is too good to be true . . millions on click by click . . $100 EURSEK, on m15 chart on Alpari mt4 platform , . with the Dancing Quin by ABBA . . Thanks for watching . .
https://wn.com/Ea_Traze_High_Frequency_Trading_Forex_Robot
The Stock Market & the Economy: High-Frequency Trading and Wall Street Stock Traders (2013)

The Stock Market & the Economy: High-Frequency Trading and Wall Street Stock Traders (2013)

  • Order:
  • Duration: 55:32
  • Updated: 21 Aug 2013
  • views: 29229
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High-frequency trading (HFT) is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. Firms focused on HFT rely on advanced computer systems, the processing speed of their trades and their access to the market. Many high-frequency traders provide liquidity and price discovery to the markets through market-making and arbitrage trading; and high-frequency traders also take liquidity to manage risk or lock in profits. As of 2009, studies suggested HFT firms accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012. High-frequency traders move in and out of short-term positions aiming to capture sometimes just a fraction of a cent in profit on every trade. HFT firms do not employ significant leverage, accumulate positions or hold their portfolios overnight;[8] they typically compete against other HFTs, rather than long-term investors. As a result, HFT has a potential Sharpe ratio (a measure of risk and reward) thousands of times higher than traditional buy-and-hold strategies. HFT may cause new types of serious risks to the financial system. Algorithmic and HFT were both found to have contributed to volatility in the May 6, 2010 Flash Crash, when high-frequency liquidity providers rapidly withdrew from the market. Several European countries have proposed curtailing or banning HFT due to concerns about volatility. Other complaints against HFT include the argument that some HFT firms scrape profits from investors when index funds rebalance their portfolios. Most retirement savings, such as private pension funds or 401(k) and individual retirement accounts in the US, are invested in mutual funds, the most popular of which are index funds which must periodically "rebalance" or adjust their portfolio to match the new prices and market capitalization of the underlying securities in the stock or other index that they track.[26][27] This allows algorithmic traders (80% of the trades of whom involve the top 20% most popular securities[26]) to anticipate and trade ahead of stock price movements caused by mutual fund rebalancing, making a profit on advance knowledge of the large institutional block orders.[15][28] This results in profits transferred from investors to algorithmic traders, estimated to be at least 21 to 28 basis points annually for S&P 500 index funds, and at least 38 to 77 basis points per year for Russell 2000 funds.[16] John Montgomery of Bridgeway Capital Management says that the resulting "poor investor returns" from trading ahead of mutual funds is "the elephant in the room" that "shockingly, people are not talking about." The largest high-frequency trading firms in the US include names like Getco LLC, Knight Capital Group, Jump Trading, and Citadel LLC. Advanced computerized trading platforms and market gateways are becoming standard tools of most types of traders, including high-frequency traders. Broker-dealers now compete on routing order flow directly, in the fastest and most efficient manner, to the line handler where it undergoes a strict set of Risk Filters before hitting the execution venue(s). Ultra Low Latency Direct Market Access (ULLDMA) is a hot topic amongst Brokers and Technology vendors such as Goldman Sachs, Credit Suisse, and UBS. Typically, ULLDMA systems can currently handle high amounts of volume and boast round-trip order execution speeds (from hitting "transmit order" to receiving an acknowledgement) of 10 milliseconds or less. Such performance is achieved with the use of hardware acceleration or even full-hardware processing of incoming market data, in association with high-speed communication protocols, such as 10 Gigabit Ethernet or PCI Express. More specifically, some companies provide full-hardware appliances based on FPGA technology to obtain sub-microsecond end-to-end market data processing. http://en.wikipedia.org/wiki/High-frequency_trading
https://wn.com/The_Stock_Market_The_Economy_High_Frequency_Trading_And_Wall_Street_Stock_Traders_(2013)
Joe Saluzzi on High-Frequency Trading: The Equity Market Is Now Controlled By The Machines

Joe Saluzzi on High-Frequency Trading: The Equity Market Is Now Controlled By The Machines

  • Order:
  • Duration: 45:28
  • Updated: 04 Nov 2011
  • views: 1470
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Joe Saluzzi, co-founder of Themis Trading LLC and outspoken exchange expert, is concerned with how high-frequency trading has brought the capital markets into uncharted - and dangerous - territory. "Things have changed," he cautions. With 50-70% of all trades being conducted by algorithms at micro-second time intervals, real human traders are increasingly challenged to understand how our markets actually work. "No longer do the technical patterns - that have lasted for years and years, and are written about all over - work anymore." In the following interview, Joe and Chris plunge into "dark pools" and other poorly-understood elements of our now-machine-dominated financial exchanges. The current system is fraught with risks of further "flash crash"-like disruptions, and at a fundmental level, feels a lot like sanctioned theft by the deep-pocketed institutions who can outspend on technology and speed. This is an important interview for anyone involved in trading (professionally or personally), as well as investors who want to know how today's markets truly operate. This podcast was originally posted on chrismartenson.com on February 4, 2011
https://wn.com/Joe_Saluzzi_On_High_Frequency_Trading_The_Equity_Market_Is_Now_Controlled_By_The_Machines
FPGA and hardware accelerated trading

FPGA and hardware accelerated trading

  • Order:
  • Duration: 3:51
  • Updated: 15 Jul 2014
  • views: 6887
videos
Accelize ultra low latency programmable network platforms are built around its leading edge FPGA accelerator cards. The platforms include a balanced combination of hardware, software, and intellectual property (IP) that enable easy implementation of ultra low latency network data processing and high-performance computing inside the FPGA. TARGET APPLICATIONS Accelize FPGA network platforms are especially targeted at the financial services industry and are deployed in various trading environments. The platforms enable sub-microsecond latency market data processing and order execution and enable orders of magnitude superior performance for algorithmic trading, including options pricing and risk management, over conventional software-based and hybrid approaches.
https://wn.com/Fpga_And_Hardware_Accelerated_Trading