Been busy

It is a nice change of pace that my days are going by so fast that I don’t have time to blog. However, there are a number of topics I would like to blog on (I won’t list the links …

HFT

A nice explanation for how high frequency trading makes its outsized gains:

Trading in Milliseconds: When Correlations Break Down
http://jaredbernsteinblog.com/trading-in-milliseconds-when-correlations-break-down/

In the comments (most of the comments on his blog are intelligent) is another nice analogy:

http://jaredbernsteinblog.com/trading-in-milliseconds-when-correlations-break-down/#comment-2146150:

It would