whipsaw Posted August 31, 2012 Report Share Posted August 31, 2012 ....aka schneller als Lichtgeschwindigkeitbtw. OT: Stephen Hawking ringt nach dieser Mitteilung noch immer nach Luft und war bislang nicht in der Lage, das zu kommentieren..© powered by Nanex ®On September 15, 2011, beginning at 12:48:54.600, there was a time warp in the trading of Yahoo! (YHOO) stock. HFT has reached speeds faster than the speed-of-light, allowing time travel into the future. Up to 190 milliseconds into the future, or 0.19 fantaseconds is the record so far. It all happened in just over one second of trading, the evidence buried under an avalanche of about 19,000 quotes and 3,000 individual trade executions. The facts of the matter are indisputable. Based on official UQDF/UTDF exchange timestamps, there is unmistakable proof that YHOO trades were executed on quotes that didn't exist until 190 milliseconds later!Millions of traders depend on the accuracy of exchange timestamps -- especially after bad timestamps were found to be a key factor in the disastrous market crash known as the flash crash of May 2010. We are confident the exchange timestamp problem has been completely addressed by now: the SEC would have made sure of it. Adding accurate timestamps is not exactly rocket science; it's not even considered to be a difficult problem. Based on recent marketing materials, the exchanges are practically experts on measuring time. And with hundreds of millions in annual data feed subscriptions paid by the same subscribers expecting quotes with accurate timestamps, there is no shortage of funds to make it happen.So we can be certain the exchange timestamps were accurate, which means that HFT has truly entered the era of the fantasecond.http://www.nanex.net...ntaseconds.htmlAus aktuellem Anlass: Nanex ~ 31-Aug-2012 ~ Bernanke Speaks Fantaseconds (& Nanex ~ 31-Aug-2012 ~ SPY Intraday Volatility ) Quote Link to comment Share on other sites More sharing options...
Kleinerbroker Posted September 1, 2012 Report Share Posted September 1, 2012 SienceFiction , so nannte man das früher . Perry Rhodan ist Steinzeit geworden . Unglaublich .... "Fantaseconds",schneller als Licht , ab in die Relativitätstheorie , eine neue Masseinheit für Zeit . Wo hört "das" auf ? Ich habe das doch richtig verstanden/übersetzt ... ein Marktplatz, bei dem so schnell gehandelt wird, dass nachweislich, der Käufer die Ware erhalten hat, bevor der Verkäufer dieser verkauft hat ? 0,19 Fantaseconds Gap ? KB Quote Link to comment Share on other sites More sharing options...
Vola Posted September 1, 2012 Report Share Posted September 1, 2012 . "Fantaseconds",schneller als Licht , ab in die Relativitätstheorie , eine neue Masseinheit für Zeit . Wo hört "das" auf ? Das frage ich mich auch. Hier gibt es ein Video über den Verlauf des immer mehr zunehmenden HFT Handel (2007 bis 2012)Es fängt 2007 sehr gemächlich an, ab 2010 sieht es dann wie ein Kaminfeuer aus. (Zeitskala ist unten links im Chart) Für den AHA Effekt unbedingt bis zum Ende ansehen. http://www.youtube.com/watch?v=J-0jENLaUfk Interessant daran ist aber auch, das die Anzahl der Trades kaum zunimmt, aber die Anzahl der Quoten explodiert. The chart on the right plots daily trade and quote counts from January 2006 through August 7, 2012. The red line shows the number of quotes Wie schnell ist denn eigentlich HFT Handel ?Mal so zm Vergleich: Weiterführendes zum HFT Handel Quote Link to comment Share on other sites More sharing options...
lutzs Posted September 1, 2012 Report Share Posted September 1, 2012 Interessant daran ist aber auch, das die Anzahl der Trades kaum zunimmt, aber die Anzahl der Quoten explodiert.führendes zum HFT Handel Zitat aus einem Trader-Interview im Beiheft der letzten 'Trader's': 'Früher konnte man das im Level-2 Orderbuch sehen, aber mittlerweile geht es da zu wie am Pokertisch' Lutz Quote Link to comment Share on other sites More sharing options...
whipsaw Posted November 28, 2013 Author Report Share Posted November 28, 2013 Willkommen in D. Der Angstgegner der Power-Dealer 1 Quote Link to comment Share on other sites More sharing options...
whipsaw Posted February 22, 2014 Author Report Share Posted February 22, 2014 Insider auf frischer Tat ertappt...High-speed traders may no longer be able to count on Warren Buffett’s Business Wire for direct feeds to market-moving information. But that doesn’t mean the problem of trades taking place with after-market press releases but before the US market is officially closed has been solved.Take the case of Acacia Research Corp, which trades as ACTG. According to Nanex, the market data company, a batch of suspicious trades began to take place 127 milliseconds after 4pm on Thursday. Those trades are highlighted in yellow here. Quelle: FT Alphaville © 2013 ( Link ) passt nicht ganz dazu, aber interessant zu wissen... We define an event when 1 symbol has 6,000 or more quotes and less than 300 trades in 1 second of time Nanex ~ 13-Feb-2014 ~ HFT Quote Spammer Redux Quote Link to comment Share on other sites More sharing options...
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