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HFT Alert
I just watched a video on HFT Alert.
I thought you will find it interesting.
Either from a programming/tool standpoint -- as it visualizes HFT trade or from a standpoint of more info on what HFT entails.
[url]http://youtu.be/NzfmT4vGXZY[/url]
Check it out -- it is 30min --
Ernst
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[QUOTE=ernsttanaka;18431]I just watched a video on HFT Alert.
I thought you will find it interesting.
Either from a programming/tool standpoint -- as it visualizes HFT trade or from a standpoint of more info on what HFT entails.
[url]http://youtu.be/NzfmT4vGXZY[/url]
Check it out -- it is 30min --
Ernst[/QUOTE]
Thank you Ernst.
I already had checked the site when Billy presented it here, but now after listening to this video, I can clearly see that this system is not for me. I have the feeling that this system will make me dizzy, forcing me to monitor what I mainly consider to be noise, while as a human being, my best ability is to filter the noise out and keep the big picture.
It might be useful to day traders though, but I would still like to see a back-test on how people can make profit out of that. I believe that the micro-second trading environment is not suited for back-testing. As soon as you discover that a specific "game" is being played, you are already too late to take advantage of it, because other computers have.
So, I'd be happy if someone could show - with statistical figures and not just trading examples - that this HFT monitoring system is useful.
This video is however an interesting summary as to the different aspects of HFT (Front running, quote studding, rebate trading, etc.)
Pascal