FBI Arrests Goldman Sachs Spy With World Record Speed
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Как бы так по-точнее выразиться...
1. HFT - новый, неустоявшийся термин (ордер в секунду - это уже HFT или еще нет?)
2. HFT - явление не характерное для определенного рынка, а глобальное (какой международный съезд будет запрещать HFT и каким образом приводить в исполнение?)
1. HFT - новый, неустоявшийся термин (ордер в секунду - это уже HFT или еще нет?)
2. HFT - явление не характерное для определенного рынка, а глобальное (какой международный съезд будет запрещать HFT и каким образом приводить в исполнение?)
...а мы такой компанией, возьмем, да и припремся к Элис!
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
Merkel urges global market regulation
http://www.morningjournal.com/articles/ ... 304505.txt
Merkel said the countries that dominate the world economy need to act on initiatives outlined at earlier meetings in Washington and London, establishing regulations and policies that would promote sustainable growth.
“We have made sure that we will draw the right lessons from the financial market crisis and thereby ensure that such a crisis is not repeated,” Merkel said. “Politicians must have the courage to do something that will not be immediately welcomed by all banks.”
http://www.morningjournal.com/articles/ ... 304505.txt
Merkel said the countries that dominate the world economy need to act on initiatives outlined at earlier meetings in Washington and London, establishing regulations and policies that would promote sustainable growth.
“We have made sure that we will draw the right lessons from the financial market crisis and thereby ensure that such a crisis is not repeated,” Merkel said. “Politicians must have the courage to do something that will not be immediately welcomed by all banks.”
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
Ох, да, эти популисткие призывы непонятно о чем и непонятно к кому обращенные... Напоминают мне "Все на борьбу с <подставить по вкусу>!"worldCitizen wrote:Merkel urges ...
И смех и грехMerkel said she also would urge leaders to make ambitious commitments to combat climate change
...а мы такой компанией, возьмем, да и припремся к Элис!
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
Маркет был изобретён для инвестмента и для спекуляции в западном смысле этого слова, а не для компьютерных игр дяденек из голдман сакса.blanko27 wrote:Ох, да, эти популисткие призывы непонятно о чем и непонятно к кому обращенные... Напоминают мне "Все на борьбу с <подставить по вкусу>!"worldCitizen wrote:Merkel urges ...
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
"К вопросам эволюции абстракций рынка"worldCitizen wrote:Маркет был изобретён для инвестмента и для спекуляции в западном смысле этого слова, а не для компьютерных игр дяденек из голдман сакса.
...а мы такой компанией, возьмем, да и припремся к Элис!
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
blanko27 wrote:Как бы так по-точнее выразиться...
1. HFT - новый, неустоявшийся термин (ордер в секунду - это уже HFT или еще нет?)
2. HFT - явление не характерное для определенного рынка, а глобальное (какой международный съезд будет запрещать HFT и каким образом приводить в исполнение?)
По большому счету, я не вижу особых проблем с HFT после того, как были запрещены Flash Trades. Но вроде еще остался benefit of market-making для HFT на NYSE и может где еще. Поправьте меня если я неправ. Вот от этого имхо стоило бы тоже изабавиться.
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
Я не вижу в этом определенной выгоды, т.к. market-making с HFT никак не связаны (кроме как глупыми комментариями на zerohedge и К*). Все маркет мэйкеры действуют в рамках определенных правил, и если они используют или не используют HFT - это их право (покуда они не нарушают правила торговли, о чем на биржу обязательно стукнет другой заинтересованный маркет мэйкер). Я подозреваю, что все маркет мэкеры в данный момент используют те или иные вспомогательные компьютеризированные системы.erix wrote:Но вроде еще остался benefit of market-making для HFT...
...а мы такой компанией, возьмем, да и припремся к Элис!
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
blanko27 wrote:Я не вижу в этом определенной выгоды, т.к. market-making с HFT никак не связаны (кроме как глупыми комментариями на zerohedge и К*).erix wrote:Но вроде еще остался benefit of market-making для HFT...
А как насчет market manipulation?
Neo sees a black cat walk by twice.
Gambling is not permitted because the eighth and tenth commandments forbid covetousness, and lazy wasting of money.
Gambling is not permitted because the eighth and tenth commandments forbid covetousness, and lazy wasting of money.
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
blanko27 wrote:Я не вижу в этом определенной выгоды...erix wrote:Но вроде еще остался benefit of market-making для HFT...
Для кого?
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
Вы, по-видимому, говорите о каких-то определенных случаях? Я знаю, что могут оштрафовать или перекрыть доступ к бирже, если пытаться этим заниматься.super mario wrote:А как насчет market manipulation?
...а мы такой компанией, возьмем, да и припремся к Элис!
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
Для HFT не являющегося маркет мэйкером. Не все HFT являются маркет мэйкерами и зарабатывают на спредах.erix wrote:Для кого?
...а мы такой компанией, возьмем, да и припремся к Элис!
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
blanko27 wrote:Вы, по-видимому, говорите о каких-то определенных случаях? Я знаю, что могут оштрафовать или перекрыть доступ к бирже, если пытаться этим заниматься.super mario wrote:А как насчет market manipulation?
Нет, у меня разыгралась фантазия после чтения "zerohedge".
Neo sees a black cat walk by twice.
Gambling is not permitted because the eighth and tenth commandments forbid covetousness, and lazy wasting of money.
Gambling is not permitted because the eighth and tenth commandments forbid covetousness, and lazy wasting of money.
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
blanko27 wrote:Для HFT не являющегося маркет мэйкером. Не все HFT являются маркет мэйкерами и зарабатывают на спредах.erix wrote:Для кого?
Я имел ввиду SLPs которым NYSE платит рибейты.
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
За добавление ликвидности NYSE (и не только) всем платит.erix wrote:Я имел ввиду SLPs которым NYSE платит рибейты.
...а мы такой компанией, возьмем, да и припремся к Элис!
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
Тут интересные мысли про ХФТ
http://www.marketwatch.com/story/hft-qu ... 2009-10-06
Just a few years ago Kurzweil's "Near" wasn't until 2045, when the human race "breaks the shackles of its genetic legacy and achieves inconceivable heights of intelligence, material progress and longevity." That was his law of "accelerating returns" where intellectual progress rockets into the future exponentially faster than Moore's Law.
Forget 2045. Reality's now moving at warp speed thanks to the new HFT-Quants. The "Singularity" is not "near" ... it is here ... it is now ... it is today. And in this new "Singularity" the HFT-Quants no longer trade as they did in the old stock exchanges even a few years ago. They're light-years beyond not just Main Street, but also Congress, the SEC and Fed. In the immortal words of Star Trek's Captain Kirk, they've "gone where no man has gone before."
HFT-Quants virtually created this "Singularity" where computers exceed human intelligence, where the quants' superpowered math algorithms far exceed the primitive human intelligence of the average Main Street investors. And where Main Street investors are called "irrationals" by behavioral economists, and gamblers and con men call us "a mark."
http://www.marketwatch.com/story/hft-qu ... 2009-10-06
Just a few years ago Kurzweil's "Near" wasn't until 2045, when the human race "breaks the shackles of its genetic legacy and achieves inconceivable heights of intelligence, material progress and longevity." That was his law of "accelerating returns" where intellectual progress rockets into the future exponentially faster than Moore's Law.
Forget 2045. Reality's now moving at warp speed thanks to the new HFT-Quants. The "Singularity" is not "near" ... it is here ... it is now ... it is today. And in this new "Singularity" the HFT-Quants no longer trade as they did in the old stock exchanges even a few years ago. They're light-years beyond not just Main Street, but also Congress, the SEC and Fed. In the immortal words of Star Trek's Captain Kirk, they've "gone where no man has gone before."
HFT-Quants virtually created this "Singularity" where computers exceed human intelligence, where the quants' superpowered math algorithms far exceed the primitive human intelligence of the average Main Street investors. And where Main Street investors are called "irrationals" by behavioral economists, and gamblers and con men call us "a mark."
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Одно упоминание Капитана Кирка уже веселитworldCitizen wrote:In the immortal words of Star Trek's Captain Kirk, they've "gone where no man has gone before."
...а мы такой компанией, возьмем, да и припремся к Элис!
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
HFT in action: Голдман торговал с прибылью в 64 из 65 дней в Q3'09.
Из 194 дней в трех кварталах 2009, 116 дней им были закрыты с прибылью >100 млн.
http://www.zerohedge.com/article/absolu ... ing-day-q3
http://www.zerohedge.com/article/anothe ... babilities
Из 194 дней в трех кварталах 2009, 116 дней им были закрыты с прибылью >100 млн.
http://www.zerohedge.com/article/absolu ... ing-day-q3
http://www.zerohedge.com/article/anothe ... babilities
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
у меня друг устроился на работу туда, правда в operational management
надо чаще с ним на ланч ходить
надо чаще с ним на ланч ходить
LIfe is good
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
SergeyVZ wrote:HFT in action: Голдман торговал с прибылью в 64 из 65 дней в Q3'09.
Я даже боюсь спросить на ком он заработал
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Gambling is not permitted because the eighth and tenth commandments forbid covetousness, and lazy wasting of money.
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
How CDS Trading Has Become The Goldman's Multi-Billion Cash Cow:
http://www.zerohedge.com/article/detail ... llion-cash
http://www.zerohedge.com/article/detail ... llion-cash
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
http://www.huffingtonpost.com/2010/02/1 ... 58931.html
http://www.zerohedge.com/article/ex-gol ... ars-prison
Sergey Aleynikov, the former Goldman programmer, who was arrested by the FBI in July last year on virtually a day's notice after Goldman told the FBI the Russian had stolen secrets that could be used to manipulate markets, has just been indicted on charges he stole computer codes used for proprietary high-frequency trading programs. The specific charges include theft of trade secrets, transportation of stolen property in interstate and foreign commerce and unauthorized computer access. The charges carry a total jail time of 25 years.
As is now well-known, Aleynikov, shortly before his departure from Goldman, was hired by Misha Malyshev's Teza Technologies. The firm was founded after Malyshev left his former post as head of High Frequency Trading at Citadel. According to prosecutors, in July 2009 Sergey flew to Chicago and brought a laptop and another storage device containing Goldman's proprietary souce code to a meeting at Teza's office. Malyshev has denied any allegations that he has received Goldman's prop HFT code.
The indictment comes at a time when most observers had expected this case would be settled quietly, as the prevailing sense was the Goldman had no actionable case, especially after numerous months of court delays.
The question now is how much information will be made available for discovery, and how much will be filed under Seal so that no additional Goldman HFT secrets enter the public domain.
http://www.zerohedge.com/article/ex-gol ... ars-prison
Sergey Aleynikov, the former Goldman programmer, who was arrested by the FBI in July last year on virtually a day's notice after Goldman told the FBI the Russian had stolen secrets that could be used to manipulate markets, has just been indicted on charges he stole computer codes used for proprietary high-frequency trading programs. The specific charges include theft of trade secrets, transportation of stolen property in interstate and foreign commerce and unauthorized computer access. The charges carry a total jail time of 25 years.
As is now well-known, Aleynikov, shortly before his departure from Goldman, was hired by Misha Malyshev's Teza Technologies. The firm was founded after Malyshev left his former post as head of High Frequency Trading at Citadel. According to prosecutors, in July 2009 Sergey flew to Chicago and brought a laptop and another storage device containing Goldman's proprietary souce code to a meeting at Teza's office. Malyshev has denied any allegations that he has received Goldman's prop HFT code.
The indictment comes at a time when most observers had expected this case would be settled quietly, as the prevailing sense was the Goldman had no actionable case, especially after numerous months of court delays.
The question now is how much information will be made available for discovery, and how much will be filed under Seal so that no additional Goldman HFT secrets enter the public domain.
Neo sees a black cat walk by twice.
Gambling is not permitted because the eighth and tenth commandments forbid covetousness, and lazy wasting of money.
Gambling is not permitted because the eighth and tenth commandments forbid covetousness, and lazy wasting of money.
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
The cat is out of the bag. If he stole technology that could be used to "manipulate markets," then what was Goldman Sachs doing with technology in the first place?
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
Sergunka wrote:The cat is out of the bag. If he stole technology that could be used to "manipulate markets," then what was Goldman Sachs doing with technology in the first place?
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Коммент как коммент, как большинство комментов выражает эмоции, без возможности какого либо практического применения.
Neo sees a black cat walk by twice.
Gambling is not permitted because the eighth and tenth commandments forbid covetousness, and lazy wasting of money.
Gambling is not permitted because the eighth and tenth commandments forbid covetousness, and lazy wasting of money.
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Re: FBI Arrests Goldman Sachs Spy With World Record Speed
SergeyVZ wrote:Indictment:
http://www.docstoc.com/docs/document-pr ... 25202761&t
Документ не грузится что-то и вчера и сегодня
"A patriot must always be ready to defend his country against his government." Edward Abbey