FBI Arrests Goldman Sachs Spy With World Record Speed

[blanko27]

Для кого?

Для HFT не являющегося маркет мэйкером. Не все HFT являются маркет мэйкерами и зарабатывают на спредах.

[super mario]

А как насчет market manipulation?

Вы, по-видимому, говорите о каких-то определенных случаях? Я знаю, что могут оштрафовать или перекрыть доступ к бирже, если пытаться этим заниматься.

Нет, у меня разыгралась фантазия после чтения "zerohedge".

[erix]

Для кого?

Для HFT не являющегося маркет мэйкером. Не все HFT являются маркет мэйкерами и зарабатывают на спредах.

Я имел ввиду SLPs которым NYSE платит рибейты.

[blanko27]

Я имел ввиду SLPs которым NYSE платит рибейты.

За добавление ликвидности NYSE (и не только) всем платит.

[worldCitizen]

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."

[blanko27]

In the immortal words of Star Trek's Captain Kirk, they've "gone where no man has gone before."

Одно упоминание Капитана Кирка уже веселит

[SergeyVZ]

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

[Lepestok]

у меня друг устроился на работу туда, правда в operational management
надо чаще с ним на ланч ходить

[super mario]

HFT in action: Голдман торговал с прибылью в 64 из 65 дней в Q3'09.

Я даже боюсь спросить на ком он заработал

[SergeyVZ]

How CDS Trading Has Become The Goldman's Multi-Billion Cash Cow:
http://www.zerohedge.com/article/detail ... llion-cash

[super mario]

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.

[SergeyVZ]

Indictment:
http://www.docstoc.com/docs/document-pr ... 25202761&t

[Sergunka]

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?

Хороший коммент

[super mario]

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?

Хороший коммент

Коммент как коммент, как большинство комментов выражает эмоции, без возможности какого либо практического применения.

[Sergunka]

Indictment:
http://www.docstoc.com/docs/document-pr ... 25202761&t

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