Tomemos conciencia de que estamos "pegándonos" en el mercado contra super ordenadores que generan millones de combinaciones aleatorias...
HFT- High Frequency Trading
Por Zerohedge.com
The farce that is the so-called stock "market" gets more and more mindblowing every day. Following yesterday's record high volume in VIX futures and options, this morning saw one stock - the $4bn market cap WhiteWave Foods represent a stunning 27% of all quotes in this morning's pre-open. As Nanex notes in this great analysis,HFT algos generated 2.04 million quotes which created... drum roll please... 3 trades.
Via Nanex,
Between 8:00 and 9:20 on February 4, 2014, in the stock of The WhiteWave Foods Company (symbol WWAV, market cap $4 Billion), one or more High Frequency Trading (HFT) algos, generated 2.04 million top of book orders at Direct Edge. Most of these affected the NBBO (National Best Bid/Offer) hundreds of times per second.There were 3 trades - all occurring at the very beginning of this quote onslaught.
By 9:20, the number of quotes in this one stock represented 27% of all quotes from all NMS symbols up to that point in time. There are over 8,000 NMS symbols comprised of NYSE, NY-Arca, NY-Mkt and Nasdaq listed stocks and ETFs.
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