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HFT 1 day of lost out of 1238 days


hyten1

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Market makers aren't in the business of taking risk.  It shouldn't be surprising that they rarely lose money.  They don't hold positions, they are arbitrageurs.  This firm appears to have a great record in arbitrage.  I don't see anything particularly concerning here.

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Well I find the whole hft thing upsetting. It's like they've invented a vacuum that sucks money out of everyone's pocket. I know little about it, but I'm sure it's just a high tech way to run ahead of orders.

 

was wondering what everyone thought of http://www.zerohedge.com/news/2014-03-10/holy-grail-trading-has-been-found-hft-firm-reveals-1-losing-trading-day-1238-days-tr

 

virtu's recently s-1 filing where base on the chart they had 1 day of lost out of 1238 trading days.

 

hy

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Well I find the whole hft thing upsetting. It's like they've invented a vacuum that sucks money out of everyone's pocket. I know little about it, but I'm sure it's just a high tech way to run ahead of orders.

 

High frequency trading benefits you. Markets are far more efficient, with much tighter spreads and lower commissions than they used to be with well-paid human market makers.

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Sorry but I don't agree. Decimals and penny spreads were around before hft, and to me a buyer and seller matching is more efficient than a high frequency middle man. I don't think they add liquidity. They're just getting in the middle of natural buyers and sellers.

 

Btw I don't want to argue about it. I'll drop it now.

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Well I find the whole hft thing upsetting. It's like they've invented a vacuum that sucks money out of everyone's pocket. I know little about it, but I'm sure it's just a high tech way to run ahead of orders.

 

High frequency trading benefits you. Markets are far more efficient, with much tighter spreads and lower commissions than they used to be with well-paid human market makers.

 

Liquidity is the end result of a healthy market but creating organizations only to create liquidity will not make a healthier market. It's a classic case of mixing the cause and the effect.

 

BeerBaron

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i'm not sure a fortune-telling computer program that predicts the next second is going to make me a worse investor.

 

in fact i believe these things will help me enter/exit investments at better prices. they're playing a different game than me but it might make markets more volatile, which i welcome.

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Well I find the whole hft thing upsetting. It's like they've invented a vacuum that sucks money out of everyone's pocket. I know little about it, but I'm sure it's just a high tech way to run ahead of orders.

 

was wondering what everyone thought of http://www.zerohedge.com/news/2014-03-10/holy-grail-trading-has-been-found-hft-firm-reveals-1-losing-trading-day-1238-days-tr

 

virtu's recently s-1 filing where base on the chart they had 1 day of lost out of 1238 trading days.

 

hy

 

And you don't think your friendly broker and market maker at lehman were "sucking" money out of the market? And they were very highly paid to boot.

 

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was wondering what everyones thought are in regards to http://www.zerohedge.com/news/2014-03-10/holy-grail-trading-has-been-found-hft-firm-reveals-1-losing-trading-day-1238-days-tr

 

virtu's recent s-1 filing stated they they had 1 day of lost out of 1238 trading days.

 

hy

 

A HFT friend of mine told me that this is pure Bullsh*t.  If you read the documents closely, they do not include trading cost, interest, fees, etc.  If they include these cost and others like salaries, they likely lost money on many days.  This is kind of like saying "we never lost money selling cupcakes if we do not include the cost of salaries and rent."  Well, you can easily have a positive gross margin and go out of business.  Also, he believes that the right P/E multiple for a firm like this is about 3.  Because the assets can walk right out the door.  Back in 2006, there was an article written about P/E and HF that IPO.  Do you really want to buy when the smartest people are unloading their stakes onto you? 

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Do you really want to buy when the smartest people are unloading their stakes onto you? 

 

Well said. Pretty much summarizes why it's best to avoid 99.9% of IPOs.

 

You gotta hand it to the founder though. He couldn't have picked a better time to dump his stake.

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I've seen financial companies earning in a single quarter what they earn in a year trading for only a fraction more than the 3 billion market cap they expect in the IPO. This can't possibly be right. I am reminded of the Interactive Brokers IPO. It IPOed somewhere in the 30+ range and then was cut in half. Even today, it trades below the IPO price.

 

 

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