13:05 ET Dow -154.48 at 10309.92, Nasdaq -37.61 at 2138.44, S&P -19.130 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 0 1 100001 0 1 0 1 1 0 1 0 00 0 1 1 1 0 1 100001 0 1 1 100001 13:05 ET Dow -154.48 at 10309.92, Nasdaq -37.61 at 2138.44, S&P -19.1313:05 ET Dow -154.48 at 10309.92, Nasdaq -37.61 at 2138.44, S&P -19.13

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Tuesday, May 17, 2011

High-Frequency Trading and the Blind Scales of Justice
Wall Street & Technology
The amount of data created from an HFT/algorithmic trading engine is tremendous. These machines read gigabytes of daily data to determine when to trade and then execute their orders against 50 or so markets simultaneously. Just deciphering one strategy ...
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