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Trading the Measured Move: A Path to Trading Success in a World of Algos and High Frequency Trading David Halsey
Publisher: Wiley

Mar 23, 2013 - Trading the Measured Move: A Path to Trading Success in a World of Algos and High Frequency Trading David Halsey. Johnson posits that the Flash Crash occurred since the algorithms and trading schemes optimized on profit. For example, if my memory is correct going back to the 80s and 90s we might in those days have to wait weeks for a popular stock to move to certain ” deemed to be extreme” price levels and set up special buying or selling opportunity, .. The half-life of an HFT algorithm can often be measured in weeks. Cliff Asness runs ~$100 billion for fees measured in basis points. For that reason, HFT firms tend to have their tentacles being smarter than the average bear about the path of future fundamentals – profits, interest rates, order flow and the like. Johnson – in There were many presentations talking about the different input types that we can expect in the near term as we move away from keyboards and mice — more and more touch, also voice, and gesture. Jul 8, 2011 - England, at the International Economic Association Sixteenth World Congress, Beijing,. Http://www.bbc.com/future/story/20120528-how-algorithms-shape-our-world . This, if successful, should provide plenty of amusement for onlookers. May 19, 2014 - Algorithmic and automated, high frequency trading lead to the Dow Jones Industrial Average plunging 1000 points only to recover within minutes. Feb 11, 2014 - Trading the Measured Move - A Path to Trading Success in a World of Algos and High Frequency Trading 2013 | ISBN: 1118251830 | English | 224 pages | PDF | 48 MB A timely guide to profiting. Jun 10, 2012 - The most recent surveys show that in the US, high frequency traders represent 2 percent of all financial trading firms but contribute almost 75 percent of market volume. Jan 4, 2012 - In an interesting parallel, on May 6th 2010, high-frequency trading systems generated a “flash crash” of US equity markets, causing a 9% fall and 9% rise of the US stock market within a 20 minute period. Apr 3, 2014 - If you think you can out think other HFT firms you are going to try to trick them into taking actions that cause their algorithms to not trade or to make bad trades. One variant of these arbitrage strategies exploits pricing differences between common securities quoted on competing trading platforms. Anyhow, this is really a matter for a new Glass Steagal agreed in the context of a revised Bretton Woods the world badly needs http://en.wikipedia.org/wiki/Bretton_Woods_system .