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Technology Stocks : The *NEW* Frank Coluccio Technology Forum

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To: Frank A. Coluccio who wrote (31683)	12/8/2009 4:28:39 PM
From: Frank A. Coluccio	of 46821

Latency Arbitrage: The Real Power Behind Predatory High Frequency Trading A Themis Trading LLC White Paper By Sal Arnuk and Joseph Saluzzi \| December 4, 2009 Introduction In previous white papers, we have discussed several High Frequency Trading (HFT) strategies and tactics, such as Liquidity Rebate Trading, and more predatory styles, such as Flash, Dark Pool Pinging, and Predatory Algorithms (or algos). It is the predatory styles that first alerted us to HFT because of its detrimental impact on traditional institutional and retail investors. In this paper we address the practice of Latency Arbitrage. We believe Latency Arbitrage is more than a simple case of technological evolution, but raises serious questions about the fairness and equal access of US equity markets which have made them the envy of the world. Cont.: docs.docstoc.com hat tip: flopwedge ------

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