Themis Trading Blog

The Inconsistencies In The Latest Pro-HFT Study

24

Feb, 2015

fire

We’re sorry to have to do this to you again but today we have to debunk yet another academic high frequency trading study.  We know that these debunking notes could get a bit monotonous but we feel it is important to point out the inconsistencies in these studies.

The study that we are referring to has been circulating in the pro-HFT wing and is titled “Interactions Among High-Frequency Traders” . It was written by two employees of the Bank of England and two European academics and concludes that HFT’s have a positive influence…
[ continue reading this post » ]

Post a Comment

You must be logged in to post a comment.

 

Leuchtkafer Comment Letter to the SEC About Flawed Data Usage

23

Feb, 2015

lightbetter

 

Since the release of Flash Boys by Michael Lewis, the SEC has been trying very hard to convince the public that they are “on the case”, that they are data driven, and that they have the very best-est data!

(If you don’t believe us, just count the market structure speeches by all the SEC Commissioners that make mention of MIDAS (the system the SEC procured from Manoj Narang’s Tradeworx) and the term “data-driven”. We would do it ourselves, but frankly we don’t have the computers needed to do…
[ continue reading this post » ]

Post a Comment

You must be logged in to post a comment.

 

Have You Seen the CAT?

19

Feb, 2015



And Then There Were 12 Stock Exchanges Again

18

Feb, 2015



The Curious Story of the HFT Firms and Rahm Emanuel

05

Feb, 2015



Perspective – Have Modern Markets Really Brought Your Institutional Transaction Costs Down?

03

Feb, 2015



Here Is What You Need To Know About The Nasdaq Experimental Pricing Schedule

02

Feb, 2015



HFT “White Hats” or “Black Hats”?

23

Jan, 2015



Why Did It Take The SEC So Long To Discover The UBS Dark Pool Violations?

16

Jan, 2015



Sexy and Seventeen! (New SEC Equity Market Structure Advisory Committee)

14

Jan, 2015



Home | Who We Are | The Themis Approach | Market Structure Analysis | Newsroom | Blog | Contact
Member FINRA & SIPC | Regulatory Disclosures | Copyrights ® 2014 All Rights Reserved By Themis Trading LLC
wp_footer()