HFT and the Hunt for Alpha- WatersTechnology.com
Aug 1, 2011 – Misra says that platforms such as Vega-Chi can be used by HFT firms to perform a delta hedge on a convertible bond issues. ...
Zero Hedge: Market Preparing For Some Crazy Action
Jul 16, 2009 – With HFT taking away most of the market liquidity, could delta hedging be the primary culprit for the inexplicably stupid market move over ...
All About High-Frequency Trading - Google Books Result
books.google.com/books?i*****n=0071743448...Michael Durbin - 2010 - Business & Economics - 240 pages
Other than delta-hedging, which attempts to counterbalance the effect of an option ... Fuse Box Our HFT system, at any moment in time during trading hours, ...
Other than delta-hedging, which attempts to counterbalance the effect of an option ... Fuse Box Our HFT system, at any moment in time during trading hours, ...
Weak equity volume leads to more HFT elsewhere - FierceFinanceIT
Aug 6, 2011 – Weak equity volume leads to more HFT elsewhere ... then delta hedge that position by short selling the underlying cash equity as well. ...
HFT And System Stability
Feb 2, 2011 – For the newbies, see this video for a primer on HFT. ... recall how dynamic delta-hedging/portfolio insurance strategies contributed to the ...
Goldman Sachs offers auto-hedging for US options | The Trade News
Jun 27, 2011 – GSET's Delta Hedging automatically hedges US-listed options smart order types based on ... Market plays down role of HFT during volatility ...
The Out-of-Control Explosion Of Equity Quote Rates Or Why Any And ...
23 hours ago – You see, as HFT races towards zero, the data it generates decays just as fast. ..... There are only a finite of delta hedge, stat arb, ...
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hedging - Where to find Greeks for futures to form delta-hedged ...
In the meantime, I am trying to form so these delta=hedged portfolios "manually" . ... Best broker for HFT · Need advice on finding forward spot rates ...
The Future of Algorithmic Trading – New Assets, Techniques and ...
Jan 24, 2011 – ... of arbitrage opportunities or delta hedge their positions. ... by markets such as ICE have opened it up to HFT in energy futures. ...