algodude http://www.algodude.com "Trading's not a game - It's an IQ test" Thu, 07 Mar 2013 00:30:48 +0000 en-US hourly 1 http://wordpress.org/?v=3.5.1 IAMA High Frequency Trader (reddit) http://www.algodude.com/iama-high-frequency-trader-reddit/?utm_source=rss&utm_medium=rss&utm_campaign=iama-high-frequency-trader-reddit http://www.algodude.com/iama-high-frequency-trader-reddit/#comments Sat, 19 May 2012 19:37:56 +0000 algodude http://www.algodude.com/?p=2345 Posted in Links

http://www.reddit.com/r/IAmA/comments/tu5aq/iama_high_frequency_trader_amaa/

(click title for article)]]> http://www.algodude.com/iama-high-frequency-trader-reddit/feed/ 1 High-Speed Trading: Profit—and Danger—in Milliseconds http://www.algodude.com/high-speed-trading-profit%e2%80%94and-danger%e2%80%94in-milliseconds/?utm_source=rss&utm_medium=rss&utm_campaign=high-speed-trading-profit%25e2%2580%2594and-danger%25e2%2580%2594in-milliseconds http://www.algodude.com/high-speed-trading-profit%e2%80%94and-danger%e2%80%94in-milliseconds/#comments Wed, 16 May 2012 16:37:18 +0000 algodude http://www.algodude.com/?p=2339 Posted in Links

http://www.cnbc.com/id/47432428

“Markets today are even more susceptible to sudden failure than they were two years ago during the flash crash, which brought the stock market down by about 1,000 points in mere minutes…”  ]]> http://www.algodude.com/high-speed-trading-profit%e2%80%94and-danger%e2%80%94in-milliseconds/feed/ 0 Is High Frequency Trading Too Fast for Our Own Good? http://www.algodude.com/is-high-frequency-trading-too-fast-for-our-own-good/?utm_source=rss&utm_medium=rss&utm_campaign=is-high-frequency-trading-too-fast-for-our-own-good http://www.algodude.com/is-high-frequency-trading-too-fast-for-our-own-good/#comments Tue, 01 May 2012 17:28:29 +0000 algodude http://www.algodude.com/?p=2327 Posted in Links

http://www.futuresmag.com/2012/05/01/is-high-frequency-trading-too-fast-for-our-own-goo

“…intermediate traders are backing away from the market at critical times lest they get tricked by HFTs, and all the traffic being generated by HFTs gaming each other is raising the costs for those intermediate traders, accelerating their flight from the market.”]]> http://www.algodude.com/is-high-frequency-trading-too-fast-for-our-own-good/feed/ 0 CNBC ‘Freaking Out’ Over Decline in Ratings http://www.algodude.com/cnbc-%e2%80%98freaking-out%e2%80%99-over-decline-in-ratings/?utm_source=rss&utm_medium=rss&utm_campaign=cnbc-%25e2%2580%2598freaking-out%25e2%2580%2599-over-decline-in-ratings http://www.algodude.com/cnbc-%e2%80%98freaking-out%e2%80%99-over-decline-in-ratings/#comments Tue, 01 May 2012 17:06:12 +0000 algodude http://www.algodude.com/?p=2311 Posted in Links

http://www.nydailynews.com/gossip/cnbc-freaking-decline-ratings-andrew-ross-sorkin-maria-bartiromo-article-1.1068973?print

“Squawk Box is down 16 percent in total viewers and 29 percent in the important 25-54 demographic bracket that advertisers buy.  On Tuesday, the show drew its lowest numbers of the year in total viewers — 99,000.”   Another indicator that the battered retail investor has finally left the party…]]> http://www.algodude.com/cnbc-%e2%80%98freaking-out%e2%80%99-over-decline-in-ratings/feed/ 0 System Lab: March 2012 Performance http://www.algodude.com/system-lab-march-2012-performance/?utm_source=rss&utm_medium=rss&utm_campaign=system-lab-march-2012-performance http://www.algodude.com/system-lab-march-2012-performance/#comments Fri, 27 Apr 2012 15:30:25 +0000 algodude http://www.algodude.com/?p=2279 Posted in Articles

The system closed the month of March with a modest gain (+2.5%).  With the exception of a few days, most of the market’s movement continues to be in the gaps, with relatively narrow intraday ranges.   Again and again the market gaps up/down and then just lays there.  Everyone seems to be guarding their chips and [...]]]> http://www.algodude.com/system-lab-march-2012-performance/feed/ 0 Money, Power, and Wall Street (FRONTLINE) http://www.algodude.com/money-power-and-wall-street-frontline/?utm_source=rss&utm_medium=rss&utm_campaign=money-power-and-wall-street-frontline http://www.algodude.com/money-power-and-wall-street-frontline/#comments Wed, 25 Apr 2012 14:40:09 +0000 algodude http://www.algodude.com/?p=2270 Posted in Video

Full length video of all four episodes can be found at PBS FRONTLINE  ]]> http://www.algodude.com/money-power-and-wall-street-frontline/feed/ 0 An Imperfect Union (60 Minutes) http://www.algodude.com/an-imperfect-union-60-minutes/?utm_source=rss&utm_medium=rss&utm_campaign=an-imperfect-union-60-minutes http://www.algodude.com/an-imperfect-union-60-minutes/#comments Thu, 12 Apr 2012 14:28:39 +0000 algodude http://www.algodude.com/?p=2263 Posted in Video

We sure live in interesting times..    ]]> http://www.algodude.com/an-imperfect-union-60-minutes/feed/ 0 HFT, Correlations and Trend Following http://www.algodude.com/hft-correlations-and-trend-following/?utm_source=rss&utm_medium=rss&utm_campaign=hft-correlations-and-trend-following http://www.algodude.com/hft-correlations-and-trend-following/#comments Tue, 03 Apr 2012 14:36:55 +0000 algodude http://www.algodude.com/?p=2256 Posted in Links

http://blog.themistrading.com/hft-correlations-and-trend-following/

“We think that HFT strategies, in particular the trend-following ones, are playing a key role…the very existence of cross-market correlations at high frequencies favours the presence of automated trading strategies operated by robots on multiple assets. Our analysis suggests that commodity markets are more and more prone to events in global financial markets and likely [...]]]> http://www.algodude.com/hft-correlations-and-trend-following/feed/ 0 The Impact of Algorithmic Trading (video) http://www.algodude.com/the-impact-of-algorithmic-trading-video/?utm_source=rss&utm_medium=rss&utm_campaign=the-impact-of-algorithmic-trading-video http://www.algodude.com/the-impact-of-algorithmic-trading-video/#comments Thu, 29 Mar 2012 15:19:28 +0000 algodude http://www.algodude.com/?p=2250 Posted in Video

In this TED talk, Yan Ohayon demystifies and shares his experience with algorithmic trading and its impact on markets, our lives, and everything in between.]]> http://www.algodude.com/the-impact-of-algorithmic-trading-video/feed/ 0 EU Lawmaker Turns Screw on Ultra-Fast Trading http://www.algodude.com/eu-lawmaker-turns-screw-on-ultra-fast-trading/?utm_source=rss&utm_medium=rss&utm_campaign=eu-lawmaker-turns-screw-on-ultra-fast-trading http://www.algodude.com/eu-lawmaker-turns-screw-on-ultra-fast-trading/#comments Tue, 27 Mar 2012 22:36:24 +0000 algodude http://www.algodude.com/?p=2242 Posted in Links

http://uk.reuters.com/article/2012/03/26/eu-mifid-idUKL6E8EQ6H620120326

]]> http://www.algodude.com/eu-lawmaker-turns-screw-on-ultra-fast-trading/feed/ 0