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Re:Insights into High Frequency Trading from the Virtu IPO [... by mathperson on Thursday May 04, 2017 @07:24PM (#14269769)
My friend at a different hit firm says they tend to make MORE profit in high volatility regimes
Re:Insights into High Frequency Trading from the Virtu IPO [... by consz on Thursday May 04, 2017 @07:48PM (#14269928)
That's exactly what SEJeff is saying (profit is positively correlated with both trading volume and price volatility).
Re:Insights into High Frequency Trading from the Virtu IPO [... by SEJeff on Thursday May 04, 2017 @11:05PM (#14270846)
Correct sir! And I've spent the past 9 years of my career as a Linux monkey in electronic trading / HFT / whatever the hip term for it is today.