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I run a 12 person HFT group in Denver. This is an excellent description of how an individual can bootstrap themselves into success. Great story, and nicely pr
by HockeyPlayer 14y ago
I run a 12 person HFT group in Denver. This is an excellent description of how an individual can bootstrap themselves into success. Great story, and nicely presented.
The one interesting point that he glossed over is what his indicators were. He wrote, "The indicators that were most useful were all relatively simple and were based on recent events in the market I was trading as well as the markets of correlated securities."
Which doesn't really tell you much.
- rorrr 14y agoHow well are you guys doing? How much money did you make?
- jspaulding 14y agoThank you. I'm looking back through my code and there are really a lot of indicators. It would get pretty technical to explain them. They are all explainable it's just that each one corresponds to slightly different market conditions and I just didn't want to get into it.
- HockeyPlayer 14y agoFair enough. Most people considering trying this probably have a few ideas for indicators. But for anyone coming to HFT from a coding background instead of a trading background, an explanation of one of your indicators would have been fascinating.
- jhales 14y agoYes, I would find this very interesting. Doesn't matter if the indicator is now defunct.
- deathflute 14y agoThanks for an excellent post. I would like to see any one indicator explained in detail as well. I am sure it would be of interest to a lot of people.