i*****e
发帖数: 1862 | 1 SPY DIA BIDU SOHU SINA etc |
B*******n
发帖数: 20645 | 2 weekend, traders already left.
Only robots are trading now.
【在 i*****e 的大作中提到】
: SPY DIA BIDU SOHU SINA etc
|
s******t
发帖数: 12883 | 3 大家都在等待。 long的人不舍得卖， 买的人不想出ask price.
都在等大庄出手。
【在 i*****e 的大作中提到】
: SPY DIA BIDU SOHU SINA etc
|
i*****e
发帖数: 1862 | 4 好像上个weekend就不同，量挺大
【在 B*******n 的大作中提到】
: weekend, traders already left.
: Only robots are trading now.
|
c**t
发帖数: 9197 | 5 Most HFT robots are off now. They normally follow big block fund order.
【在 B*******n 的大作中提到】
: weekend, traders already left.
: Only robots are trading now.
|
r******9
发帖数: 2632 | 6 There is a big HFT, Getco, in Chicago. Why do they not have to file 13F?
【在 c**t 的大作中提到】
: Most HFT robots are off now. They normally follow big block fund order.
|
c**t
发帖数: 9197 | 7 I thought HFT never "hold" their positions.
"An institutional investment manager that uses the U.S. mail (or other means
or instrumentality of interstate commerce) in the course of its business,
and exercises investment discretion over $100 million or more in Section 13(
f) securities (explained below) must report its holdings on Form 13F with
the Securities and Exchange Commission (SEC)." |
w********2
发帖数: 16371 | 8 how long is a "hold"?
means
13(
【在 c**t 的大作中提到】
: I thought HFT never "hold" their positions.
: "An institutional investment manager that uses the U.S. mail (or other means
: or instrumentality of interstate commerce) in the course of its business,
: and exercises investment discretion over $100 million or more in Section 13(
: f) securities (explained below) must report its holdings on Form 13F with
: the Securities and Exchange Commission (SEC)."
|
c**t
发帖数: 9197 | 9 I thought at least over night.
depending on clearing/settlement rules I guess.
【在 w********2 的大作中提到】
: how long is a "hold"?
:
: means
: 13(
|
w********2
发帖数: 16371 | 10 so if they hold, they need to have two acct swapping back and forth to avoid
reporting?
【在 c**t 的大作中提到】
: I thought at least over night.
: depending on clearing/settlement rules I guess.
|
c**t
发帖数: 9197 | 11 I am sure company like GETCO can be very creative when rules need to be
bended for their benefits. |
