Discussion of high-frequency trading on MT5 - page 93

 
ФБР США расследует высокоскоростную торговлю
ФБР США расследует высокоскоростную торговлю
  • 2014.04.01
  • sell_off
  • sell-off.livejournal.com
Федеральное бюро расследований США ведет проверку компаний, которые используют высокоскоростные алгоритмы в своей торговле, на предмет использования инсайдерской информации. информации издания Wall Street Journal (WSJ), ФБР США сделало официальное заявление о ведении расследования в сегменте высокоскоростной торговли (High-frequency trading...
 

And in Kazakhstan, livejournal.com is closed. I.e. on the government's orders....

We heard they shut down Youtube in Turkey. That's about to happen to us too...

Unfortunately, Google Chrome cannot open the sell-off.livejournal.com page.

 
vicmos:

And in Kazakhstan, livejournal.com is closed. I.e. on the government's orders....

We heard they shut down Youtube in Turkey. That's going to happen to us soon too...

Unfortunately, Google Chrome cannot open sell-off.livejournal.com.

Try a workaround.

http://www.zmagar.com/2008/08/dns.html

http://www.zmagar.com/2011/02/dns.html

http://skobars.livejournal.com/2829643.html

 
vicmos:

And in Kazakhstan, livejournal.com is closed. I.e. on the government's orders....

We heard they shut down Youtube in Turkey. That's going to happen to us soon too...

Unfortunately, Google Chrome cannot open the sell-off.livejournal.com page.


US FBI investigates high-speed trading sell_offApril 1st, 22:01

US FBI investigates high-speed trading

01.04.2014 19:50




The US Federal Bureau of Investigation is investigating companies that use high-speed algorithms in their trading for insider information.

According tothe Wall Street Journal (WSJ), the FBI has made an official announcement that it is investigating the high-frequency trading (HFT) segment.

"Many in the US government are watching this topic closely and are concerned about the development of technology that allows some companies to circumvent legislation. There are serious concerns that when high-frequency trading is used, information gets into certain hands before other market participants have access to it. The investigation is being conducted in cooperation with the US Securities and Exchange Commission and the Commodity Futures Trading Commission.


According to theWSJ and several other media sources, the Securities and Exchange Commission (SEC) and the Commodity Futures Trading Commission (CFTC) are"investigating the relationship between traders using high-frequency algorithms and leading exchanges for preferential relationships that give them an advantage over other investors".

The FBI investigation itself was initiated about a year ago, but it has only now been announced amid a greater focus on the topic in the US. Europe has already passed legislation that will restrict the use of high-speed trading by the end of 2016.

Visualisation of 60 seconds of trading on the NASDAQ exchange:

Infographics: STAMEN; data: NASDAQ

According to consultancy Tabb Group, HFT accounted for more than 60% of total transactions on the US stock market in 2009. In recent years, high-speed trading has slowed down a bit, falling to 51% in 2012.

One of the reasons why the use of high-speed trading is back in the spotlight is the new work of writer and financial journalist Michael Lewis. Released on 31 March, the book "Flash Boys: A Wall Street Revolt" has already become a bestseller ( according to Amazon) and has provoked widespread discussion on the issue in many leading Western media.
 
vicmos:

And in Kazakhstan, livejournal.com is closed. I.e. on the government's orders....

We heard they shut down Youtube in Turkey. That's going to happen to us soon too...

Unfortunately, Google Chrome cannot open sell-off.livejournal.com page.

Error occurred! Description: Bad Gateway.

Krasnodar

 
Urain:
...
"Many in the US government are closely watching this topic and are concerned about the development of technology that allows some companies to circumvent legislation. There are serious concerns that the use of high-frequency trading is getting into certain hands before other market participants have access to it. The investigation is being conducted in cooperation with the US Securities and Exchange Commission and the Commodity Futures Trading Commission.

According to the WSJ and several other media sources, the Securities and Exchange Commission (SEC) as well as the Commodity Futures Trading Commission (CFTC) are "investigating the relationship between traders using high-frequency algorithms and leading exchanges for preferential relationships that give them an advantage over other investors".

The FBI investigation itself was initiated about a year ago, but it has only now been announced amid a greater focus on the topic in the US. Europe has already passed legislation that will restrict the use of high-speed trading by the end of 2016.
....

There are serious concerns that information will fall into certain hands before the event itself happens! ))

They are going to increase the tick size and "make it compulsory for traders to submit their algorithms for verification before they are allowed to trade".

You can tell, the MPs are dumbasses from the European Parliament.

 

 

The current reality of research in Russia and the world. In terms of FX, this is all very bad; it is simply unrealistic to find research validated in practice on volume analysis (dynamics, flows, etc.) in Level 2.

 
Going_Crazy:

The current reality of research in the Russian Federation and the world.

It is as simple as that. It is necessary to create (almost) from scratch the infrastructure for research specifically for what you want to research. And the volume of data is initially large and it must be reckoned with.

Plus you also have to organize your own access to data.

And after everything is done, it is not certain that the fish will be found.

Not everyone will do it.

 
NxCore Historical Data
  • www.nanex.net
NxCore Historical Data Nanex currently offers historical market data from January 2004 to the present day. The data is in the NxCore tape file format. There are three major benefits for doing it this way. It's in the exact same format as the data during real time. All the data is synchronized, unlike other data services that provide data by...