re algo & hft

  1. 1,489 Posts.
    I think you guys will love this article.

    http://www.youtube.com/watch?v=VvqaumuXkXQ&feature=player_embedded


    I have been reading this Forum for a while. I believe you guys don't have a chance against any Algo/HFT trading. The odds are stacked against you for access and speed. Speed not just from processing power and using CUDA, but access to a close location to the exchange. Rents paid by firms to have their computers as close as possible to the ASX servers is out of reach of any normal investor or firm. Availability also.

    Unless the Authorities set up an office block where everyone receives and transmits orders via fibre at the same speed and timing via the same length of cable, Forget about it.
    IMO stick to Stat Arb.
 
arrow-down-2 Created with Sketch. arrow-down-2 Created with Sketch.