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HFT systems scalp. They make their millions .001 at a time on front running and volume.

A way to discourage this is by adding a very small fee to each trade. This eats/takes away their profits.

The problem is their are too many folks making money that are connected to the right people in Government.There will always be talk about doing something about it but nothing will ever happen.

The only positive outcome from all this is that it created an arms race in the industry when it comes to the technologies used to facilitate HFT or fight it.

Now whether that technology trickles down to the rest of us through new and interesting things remains to be seen.




If you wanted to kill HFT, it's actually pretty easy. Just make the minimum increment incredibly small. In other words, let people trade at $.0000000001 increments. No fees needed.


The idea you suggest already exits for stocks in the US with very high prices because the minimum increment doesn't scale with stock price. For example, Google is $700 a share, making the minimum $0.01 price tick equivalent to 0.0014% vs. 0.08% for a $15 stock like Bank of America. HFTs generally don't even bother with stocks like Google because they aren't profitable enough. The rebate and value of making a tick goes down as price increases. This causes spreads to widen and these stocks are generally harder to trade for the buy-side. Not a good situation.


Compare https://www.chrisstucchio.com/blog/2012/hft_whats_broken.htm...

Perhaps even allow orders at arbitrary random numbers? (More precise numbers take more time to transmit anyway.)


This comment is ignorant and wrong on every single point.

As another person commented elsewhere, front running is a specific term with a clear definition and is illegal. HFT firms do not do front running.


Says who? Insider trading is illegal, so are you saying it doesn't happen? I think your belief that the system works like it is defined in someones definition ignorant.

Just like to add Google HFT Firms Front Running and let me know if that is enough info to convince you.


I did [0].

The first result is an article explaining how HFT can't front run [1].

How about instead of making vague arguments about how HFT does front running, provide a specific example of how HFT actually does front running as you claim.

And no, one anecdote is not enough. You have to prove that there is a systemic fault in the way the HFT trades in the market that allow them to operate illegally at scale without any repercussions. To find one HFT firm guilty of front running and then claim that they all do would be tantamount to saying all hedge fund managers cook their books just because Bernie Madoff did. I'm sure you can see the absurdity of that accusation.

[0] https://www.google.com/webhp?sourceid=chrome-instant&ion=1&e...

[1] http://www.cnbc.com/2014/04/03/high-frequency-traders-cant-f...


Front running requires that you trade in front of your customers. So end customer calls up his broker, asks for 5000 of XYZ. The broker then quickly goes and buys ahead of him, to get in on the action.

HFT firms don't have customers generally. So they can't front-run even if they wanted to. They'd have to make a deal with someone that does have customers. That's a pretty big conspiracy theory. And it isn't needed because HFT can make money just by seeing what orders hit the exchanges; no need to know about the orders before that.


When they fight over building that are physically near the stock exchange to have less lag, I consider it a kind of front running.




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