• 22: Basically, no-one knows if HFT is good or bad.

  • Jan 7 2021
  • Length: 30 mins
  • Podcast

22: Basically, no-one knows if HFT is good or bad.

  • Summary

  • BLACK LIVES MATTER. RESIST FASCISM.

    Get in touch:
    ephemeraTHEpodcast@gmail.com
    https://www.patreon.com/ephemerapodcast

    http://storiesfromtheinter.net/about
    http://storiesfromtheinter.net/zine

    Audio engineering is generously provided by Miguel Tanhi of Much Different NY, a live podcast recording venue in Brooklyn, NY.

    ---

    FURTHER READING:

    http://www.nanex.net/aqck2/4436.html 

    https://ir.virtu.com/press-releases/press-release-details/2013/Study-of-Federal-Reserve-Announcement/default.aspx 

    http://www.nanex.net/aqck2/4441.html 

    https://sniperinmahwah.wordpress.com/2013/12/04/the-fed-robbery-new-evidence/ 

    https://www.quincy-data.com/fed-robbery-revisited/
    📖Michael Lewis - Flash Boys

    📖Dark Pools And High Frequency Trading For Dummies

    📖Haim Bodek - The Problem With HFT
    https://www.theatlantic.com/business/archive/2014/02/high-speed-trading-isnt-about-efficiency-its-about-cheating/283677/ 

    A Guardian Business profile of Hunsader and Nanex:
    https://www.theguardian.com/business/2014/jun/07/inside-murky-world-high-frequency-trading 

    https://www.bloomberg.com/news/articles/2013-06-06/how-the-robots-lost-high-frequency-tradings-rise-and-fall 

    http://noahpinionblog.blogspot.com/2014/04/no-one-really-knows-if-hft-is-good-or.html 
    On SIP timestamps:
    http://www.nanex.net/aqck2/4599.html 

    https://sevenpillarsinstitute.org/wp-content/uploads/2017/11/Laure-Madonna-High-Frequency-Trading.pdf 


    ADDITIONAL ECONOMICS READING:

    📖 Markus Brunnermeier - Asset Pricing Under Asymmetric Information

    A discussion on Hide Not Slide:
    https://www.wsj.com/articles/SB10000872396390443989204577599243693561670 

    A late analysis of HFT firms between the miracle millisecond and today. The citations at the bottom were particularly helpful in my initial research:
    https://www.investopedia.com/articles/investing/091615/world-high-frequency-algorithmic-trading.asp 

    On “Dodging Robin Hood”:
    https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2389166 

    🎥Adam Curtis - All Watched Over By Machines Of Loving Grace(2011)🎥

    🎥Margin Call (2011)🎥

     

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