Tag Archives: Order Flow

API Brokers so who do not sell order flow to HFT

API Brokers so who do not sell order flow to HFT

I just saw an for Interactive Brokers speaking of their split orders. It sounds like they guarantee they do not sell order flow to HFT. I found this which may confirm this. What do you think?

https://www.elitetrader.com/et/threads/direct-access-brokers-that-will-not-sell-your-order-flow-to-hft.245029/

When I look at

2 Sigma buys Interactive Brokers market making division

Can we still believe what IB tell you? Let me know what you think.

 

 

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!

Order flow analytics based on game theory for HFT

Order flow analytics based on game theory for HFT

This is a very useful topic to know for HFT. This is where machine learning can really shine

Thanks to someone on my Facebook for sending this

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!

Article on order flow backtesting with source code

Article on order flow backtesting with source code

Really good article on the complexities of this with examples on when to backtest

 

http://www.codeproject.com/Articles/553206/An-Introduction-to-Real-Time-Stock-Market-Data-Pro

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!

Sang Lucci video: Two Leading Market Experts to Discuss Maker Taker, Payment for Order Flow, and much more

Sang Lucci video: Two Leading Market Experts to Discuss Maker Taker, Payment for Order Flow, and much more

Thanks to the NYC Contact for sending

Join our FREE newsletter to learn more about these strategies

 

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!

What are the reasons for the China stock market running up? Because of intrade order flow between Shanghai and Hong Kong

What are the reasons for the China stock market running up? Because of intrade order flow between Shanghai and Hong Kong

Is this a true but imagine if this went full on trading wise outside of trials

Join my FREE Newsletter to learn more about China potential

 

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!

Why I include Tradestation as a way to potentially lose money? Market maker or selling your order flow anyone?

Why I include Tradestation as a way to potentially lose money? Market maker or selling your order flow anyone?

Someone asked me:

Bryan sorry to hear that person had a bad experience with an FX broker. Serves as a warning that you need to be careful who you do business with (especially so in the FX world) but I see nothing in their comments that mentions ninja trader or Tradestation. What was your reason for including them?

From: https://quantlabs.net/blog/2014/06/will-retail-trading-platforms-like-tradestation-metatrader-and-ninja-trader-actually-make-you-lose-money/

My response:
Simple, Tradestation is tied to itself as the broker. Basically, I don’t try brokers so pick the least corrupt which is Interactive Brokers. Call it market making manipulation or selling their order flow.

Join mey FREE newsletter on the proper way to trade

 

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!

Right…Interactive Brokers never trades against or resell their order flow, they are a market maker so they need to explain better

Right…Interactive Brokers never trades against or resell their order flow, they are a market maker so they need to explain better

Don’t believe this ad, sorry

Join my FREE newsletter to see which are the better options to trade 

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!

Thought for the Day: The best trades I’ve heard of involve some big asymmetry in the order flow or supply/demand imbalance.

From the NYC Contact so thanks for sending

Thought for the Day: The best trades I’ve heard of involve some big asymmetry in the order flow or supply/demand imbalance. Some deep understanding of market psychology and structure was employed in all cases: Examples: George Soros- Shorting the pound. Espen Haug – Buying so many ‘undervalue’ currency options that it artificially stimulated demand. The banks that he was buying the options from had to buy some of them from other banks (I guess they didn’t want to write/be short too many options because of the hedging costs.) Paul Tudor Jones – ” I can always out trade a computer because the computer never understands trading psychology.”

Join my FREE newsletter to see what my system say

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!