nanex

4 ms·

1.
by nanex 14y ago
We do. You are grossly misinformed. The charts correctly show the sequence and times of this event. I'm not going to engage this discussion further, though pmail is fine.
2.
by nanex 14y ago
These are charted with CQS (official) timestamps. Try again.
3.
by nanex 14y ago
Using "unsigned ints" for values that will never be negative allows you to perform one validation test instead of two. Use a typedef to avoid writing "unsigned" everywhere and you end up with less clutter in the code (for humans) and in the
4.
by nanex 14y ago
Hi, I am Eric Hunsader from Nanex and created this animation using our own custom software tools and our NxCore data feed. Our position on HFT can be summed up in the first lines of text below the image: "It's not high frequency trading (HF
5.
by nanex 14y ago
Rebate for liquidity is entirely different. So is retail price improvement (aka sub-penny pricing). Retail order flow is sold to a wholesaler like Nite who matches it internally. They are allowed (best execution) to give you the price at th
6.
by nanex 14y ago
The problem isn't trading fast, it's trading unfairly. Not following regulations. Heaping the costs of speed on others, while reaping the benefits. We have documented hundreds of examples of clear rule violations. http://www.nanex.net/aqck
7.
by nanex 14y ago
You made a false statement. Simple as that.
8.
by nanex 14y ago
"HFT makes nothing but money for Nasdaq, and narrows spreads for investors." HFT makes a pile of money for Nasdaq. But narrows the spread? Prove it. Here's one of thousands of examples that shows otherwise. http://www.youtube.com/watch?v=s
9.
by nanex 14y ago
Then why did BATS not reschedule their IPO again the next day? First impressions, regardless of how illogical they maybe, play a significant role in group behavior. "Even if their had been a glitch?" Really? 3x the open was postponed, follo