Offtopic Profesionist

Postat August 8, 201114 ani

HFT au probleme cu SEC-ul

Articol preluat din Chicagotribune

(Reuters) - The U.S. securities regulator has sent subpoenas to high-frequency trading firms in relation to last year's "flash crash" probe, the Wall Street Journal reported, citing people familiar with the matter.

The Securities and Exchange Commission (SEC) is also examining whether these firms further exacerbated the panic on May 6, 2010, when U.S. stock markets suffered a record fall within minutes, the Journal said.

The sudden drop in stock prices on that day is referred to as "flash crash."

Some of the subpoenas have been sent since the start of the summer, the people told the Journal. The paper did not name the firms involved.

It is not known whether the subpoenas will result in any enforcement actions, the paper said. A subpoena does not necessarily reflect a suspicion of wrongdoing.

The practice of high-frequency trading involves deployment of rapid-fire machines that place thousands of very short-term bets, making markets and profiting on tiny price imbalances.

The SEC could not immediately be reached by Reuters for comment outside regular U.S. business hours."

Editat August 8, 201114 ani de oltciter

Citează

Răspunsuri 1,2k
Citiri 985,1k
Creat 16 ani16 ani
Ultimul Răspuns 4 ani4 ani

Top autori în acest subiect

Apollo 126 postări
Cityzen 99 postări
Stefan 86 postări
dirzuandreiovidiu 86 postări

Zile populare

Imagini postate

Postat August 9, 201114 ani

Articol despre profitabilitatea unui HFT astazi, cand a picat cam totul. http://www.cnbc.com/id/44066223

About 53 percent of my trades are winners, 47 percent are losers...we make a penny [gross revenue] on each winner, so you can figure out my profits if you know the volume...but on any given trade, it's a coin toss as to whether we make anything.

This high-frequency trader estimates he is making 6 cents profit per 100 shares. In that case, 6 cents per 100 shares x 400 million shares = $240,000 profit [today]. A very good day indeed, but a very rare one.

Editat August 9, 201114 ani de gigi

Citează

Postat August 9, 201114 ani

Eu sper ca Dolarul sa-si pastreze statutul de rezerva pentru ca asta inseamna incredere in actualul sistem, Frica si Sell Off ul au inceput sa incolteasca mult inainte scaderii ratingului SUA. Sansele sunt 50 50 pentru o a doua recesiune, unii spun ca suntem deja in ea, altii zic ca acum incepe.

Eu pun caderea pe lipsa QE. Deocamdata avem QE pe Euro, astept sa apara Ben sa scoata iepurasul.

Imaginea Londrei in flacari, in schimb, e mult mai dura decat orice Sell Off. Odata ce ai riscat pe piata ti-ai luat si masurile de siguranta pentru o asemenea cadere, daca nu, atunci nu ai ce cauta in trading sau esti carne de tun, dar revoltele "din senin" nu sunt riscuri asumate pentru amaratii de pe strada, sunt nervi intinsi ce produc flacari reale.