Category Archives: HFT High Frequency Trading

Can you do HFT on a retail trading platform

I take stab to answer these trading questions on HFT from someone on my emails list

See this questions and video response here

Will trading Polkadot take over cryptocurrency as it becomes bigger than XRP

It happened in the last few days to see will Polkodot trading volume grow as it takes on Ether and Bitcoin. See the detailed video here

Thanks Bryan

P.S. 2 things:

1. Get your questions in as I am hopng to release the trading client this week https://quantlabs.net/questions/

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Can you do high frequency trading on a retail trading platform

I take  stab to answer these questions from someone on my email list. It is in concern with platforms and high frequency trading

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I discovered you while I was researching more info about MotiveWave 

I use a variety of software however have no 1 perfect system..

Motivewave is the closest however.  I’ve never owned a PC and don’t plan to if I can avoid it – however Ninja does seem to have the most dedicated attachments etc.

Main question I’d like to ask is about high speed order execution.

Do you know any system that can layer quickly multiple orders within a certain price range and have predefined TP build in iso as to execute fast / easy and then repeat again identically – 30 seconds later..

Appreciate your time.

I’m mainly a harmonic pattern trader on US indices and Crypto.

However i’d like to capitalise more on the HTF fast frequency activity in the zones where I know price has a very fast reaction.

Manually its just not possible to execute and compete.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Renaissance Technologies – Trading Strategies Documentary Revealed

Here are some comments in my Facebook group after this video was posted. A book was also put out a while ago on this as commented below

See that here

The book is good too. It was HMM based learning at one point. Made it sound like they multiplex a growing number of algorithms based on performance weighting.

book? What is the title of it?

This guy is like a superhero to me

Getting old sucks. I just went through my library and found it. I cannot believe I had read this.

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high frequency trading

Create good high frequency trading for Metatrader with .NET or Java

A question came in via email about this topic of Create good high frequency trading. Here are my thoughts

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HFT for Metatrader forex platform to .NET or Java

I was writing to ask you about which I.T courses must one have a good grip to create good high frequency trading algorithms and also which programming skills in python , java and other programming languages to enable one create good high frequency trading systems.

I was also wondering in the popular trading platform of metatrader4 and 5 widely used how can low executions speeds  be achieved to the various broker terminals.I have seen folks use application programming interface (API example of this from this site http://mtapi.tech/ and create their algorithms for trading.Other folks say claim a type of a web sockets developed can work and achieve good execution speeds useful for arbitrage trading strategies.What is you take on this.

I was also wondering what program skills in the various language such  as JAVA that one needs to have a grip to develop java API like this that this guy sells on this site offers  http://mtapi.tech/ for MT4 API C++ MT4 API JAVA SOURCES AND BINARIES MT4 API.NET BINARIES and many more

I was also wondering if in your opinion a metatrader4 websocket developed in java or python or C++ could achieve very low execution speed benefiting arbitrage strategies greatly on the broker considering how metatrader4 is managed.

I look forward to your reply.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Bid ask delta trading via market data

You might want to consider trading off of order book data. These links help understand the concept of this depending on your market data source

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http://www.traderslaboratory.com/forums/topic/6597-please-review-my-bidask-strategy/

There is also the concept of market delta trading

http://www.traderslaboratory.com/forums/topic/6031-delta-volume-in-intraday-trading/page/4/

Here are some highlight quotes from these links

 
Like I said before, delta only tells you something in context. If there is a high delta with high movement, that means market makers and reversion traders have pulled their limit orders for the time being. If you see a high delta with low movement, especially in the context of a level, you can take that to mean that aggressive buyers or sellers have run into a large amount of limit orders

Ninjatrader_Staff
I am not sure I can answer the difference between institutional versus retail since I am not clear on the definition of what institutional is myself. Take for example, TelventDTN, the company that owns the technology behind the IQFeed service, Kinetick service and Prophet X service. IQFeed and Kinetick target the retail active trader where Prophet X is mainly installed in institutions. Different target markets, same technology. CQG targets institutions however; we just announced partnership with them to address our main demographic, the retail trader. Zen-Fire, technology used in institutions and prop shops however, NinjaTrader/Zen-Fire heavily used by the retail trading community. My point is that here are three products that clearly overlap both retail and institutional space using the same technology.
 
Let me clarify some definitions…Market data service only provides data, trading engines provide data and order routing.
 

• Unfiltered data: Some provide it, some provide option to aggregate it, and in the case of the trading engine providers, filtered vs. unfiltered is dependent on the FCM who hosts the technology


• Time stamps: All market data vendors provide time stamps however, only some trading engines do thus, the client application must add a time stamp to incoming ticks


• Historical data: All market data vendors provide it, most trading engines do not


• Historical bid/ask prices per tick: Most vendors do not provide this


• Compression: Some vendors provide compression, some optional compression some do not


My response likely does not make things much clearer. I think the point is simply, what do need as a trader? My comments are based on my direct experience in working with and writing to 15+ market data/brokerage API’s.

Some complicated research papers were mentioned as well

http://www.tradingphysics.com/Resources/Papers/

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Who sees a high frequency trading opportunity here?

This is not the standard HFT i am talking about. This is between stable coins found on Binance but there are some trading frequency discrepancies here. Who would pursue this as a mean reverting strategy? Is it worth the time to implement you think?

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Aug 24 webinar topic covered and video playback

Here is a 3 hour video playback with all the topics and links talked about

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https://youtu.be/0pNm2Exqw4U

Topics for Aug 24 #webinar #meeting

Fed Close to Making Its New Inflation Strategy Official

https://www.bloombergquint.com/global-economics/fed-close-to-making-its-new-inflation-strategy-official

The Inside Story Of Robinhood’s Billionaire Founders, Option Kid Cowboys And The Wall Street Sharks That Feed On Them

https://www.forbes.com/sites/jeffkauflin/2020/08/19/the-inside-story-of-robinhoods-billionaire-founders-option-kid-cowboys-and-the-wall-street-sharks-that-feed-on-them/#23f0bd8a268d

High-Frequency Traders Love Business With Robinhood

https://www.bloomberg.com/news/articles/2020-08-14/high-frequency-traders-really-love-doing-business-with-robinhood

First Mover: How a DeFi Trader Made an 89% Profit in Minutes Slinging Stablecoins

https://www.coindesk.com/first-mover-how-a-defi-trader-made-an-89-profit-in-minutes-slinging-stablecoins

Federal Reserve Reveals Research Plans For Digital Dollar

https://www.forbes.com/sites/jasonbrett/2020/08/13/federal-reserve-reveals-research-plans-for-digital-dollar/#1741dbb25946

when the US dollar is worth nothing, will Utah lead the way to a new American currency?

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Trading USB key coming soon

I will be making the first initial run of these USB keys within the next few weeks. It will contain both the Trade Like a Boss DVD and Your Future Your Retirement video series on on USB Key. Here is what it will look like:

dvd

If you want one at the price of $24.95 US, please fill out your info here at the quantlabs.net/retire page to get on the early bird list.

Free books https://quantlabs.net/

or learn algo trading https://quantlabs.net/dvd

Worried about your future with retirement, get this latest USB product https://quantlabs.net/retire/

Jump on this Quant Analytics service https://quantlabs.net/quantanalytics/

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

James Simons’ Renaissance hedge fund loses 20% this year

Even James Simons of Renaissance Technologies has not had a good year being down 20%. Here are some comments from my Facebook group:

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The casualties are piling up

It’s just about the term you look at it. I would wait a couple of years. I assume he is betting for the downturn and stocks have kept going up due the FED

sort of like soros

This isn’t their medallion fund that is only open to current and former employees and has been making the crazy returns for years.
The funds of theirs that are open to outside investors are not as strong,

20% of their total AUM?????

Bitcoin outperformed him by a large margin

Did the Chinese PHD went back to China ?

https://www.ft.com/content/6bd17811-3205-454e-89e4-953dce6b4dfe

https://www.facebook.com/groups/quantlabsnet/?multi_permalinks=3564093386939409&notif_id=1591999231839912&notif_t=feedback_reaction_generic&ref=notif

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Most POWERFUL high frequency trading aka HFT like metric for a crypto trading bot

This is the ABSOLUTE most critical metric out there when trading crypto. If your exchange does not offer this, move to another that does. Can you rely on any exchange thats offers this? Also, most this 3rd party bot service or platform most likely will NOT offer this metric to you. So be forewarned about this. If you don’t get it, you could get crush and lose money.

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!