b*******e
发帖数: 24532 | 1 同学们看看MM们是怎么控制收盘价的，比如 $99.99 这种数字，呵呵
http://www.eb1zone.org/t/hft-firm-fined-1m/2204
From at least June 2009 through December of that year, Athena placed large
transactions for stocks in the final two seconds of Nasdaq Stock Market
trading, right before 4 p.m. New York time, driving prices “slightly higher
or lower,” according to the SEC. “The manipulated closing prices allowed
Athena to reap more reliable profits from its otherwise risky strategies.”
Athena Capital Research LLC used $40 million to rig prices of thousands of
stocks including EBay Inc. (EBAY) for at least six months in 2009, U.S.
regulators said today when fining the high-speed trading firm $1 million.
Using a system dubbed “Gravy,” Athena manipulated shares of Nasdaq-listed
stocks, undermining the exchange operator’s end-of-day procedures for
reducing price volatility, according to the Securities and Exchange
Commission. With “high-powered computers, complex algorithms and rapid-fire
trades,” the New York-based firm tainted closing prices used by fund
managers to track their performance, the SEC said. | c*******y
发帖数: 1630 | 2 这个公司听过，朋友面试过。人少，很厉害。
higher
allowed
”
【在 b*******e 的大作中提到】
: 同学们看看MM们是怎么控制收盘价的，比如 $99.99 这种数字，呵呵
: http://www.eb1zone.org/t/hft-firm-fined-1m/2204
: From at least June 2009 through December of that year, Athena placed large
: transactions for stocks in the final two seconds of Nasdaq Stock Market
: trading, right before 4 p.m. New York time, driving prices “slightly higher
: or lower,” according to the SEC. “The manipulated closing prices allowed
: Athena to reap more reliable profits from its otherwise risky strategies.”
: Athena Capital Research LLC used $40 million to rig prices of thousands of
: stocks including EBay Inc. (EBAY) for at least six months in 2009, U.S.
: regulators said today when fining the high-speed trading firm $1 million.
| w********2
发帖数: 16371 | | b*******e
发帖数: 24532 | 4 恩，应该不少人面试过。
【在 c*******y 的大作中提到】
: 这个公司听过，朋友面试过。人少，很厉害。
:
: higher
: allowed
: ”
| b*******e
发帖数: 24532 | 5 太少了，我同意， 这种不罚个100Millions 不足以规范市场，而且现在也在继续做啊。
其实其他的做这样的也不少。 村长也经常控制几个，呵呵
【在 w********2 的大作中提到】
: 罚的太少了
| X****i
发帖数: 1877 | 6
higher
allowed
”
各大媒体报道所提供的免费广告，大大超过100万元可买到的。
之后它只要说它的HFT设施设计或技术是一流并且领先，就有人信。
【在 b*******e 的大作中提到】
: 同学们看看MM们是怎么控制收盘价的，比如 $99.99 这种数字，呵呵
: http://www.eb1zone.org/t/hft-firm-fined-1m/2204
: From at least June 2009 through December of that year, Athena placed large
: transactions for stocks in the final two seconds of Nasdaq Stock Market
: trading, right before 4 p.m. New York time, driving prices “slightly higher
: or lower,” according to the SEC. “The manipulated closing prices allowed
: Athena to reap more reliable profits from its otherwise risky strategies.”
: Athena Capital Research LLC used $40 million to rig prices of thousands of
: stocks including EBay Inc. (EBAY) for at least six months in 2009, U.S.
: regulators said today when fining the high-speed trading firm $1 million.
| w**k
发帖数: 6722 | 7 我有一招可以破HFT，只要NYSE，NSADAQ等都订成每秒钟make a trade就可以了。如果
嫌一秒钟太久，也就是半秒十分之一秒等，只要能破HFT的频率就可以了。 | C*********e
发帖数: 587 | 8 .... this is a so so company in wall street, definite not a tier 1 layer in
HFT. From fund point of view, the AUM is small, actually they didn't make
too much by doing this type of auction trading.
The fact is that, SEC can do nothing for these big HFT players, the modern
HFT technology and algorithms are way beyond SEC's level, so .....
【在 c*******y 的大作中提到】
: 这个公司听过，朋友面试过。人少，很厉害。
:
: higher
: allowed
: ”
|
|
