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Category Archives: Aggressive HFT

At 3:30 PM ET, Aggressive #HFT Buyers Dominated the U.S. #Markets

Aggressive HFT quickly process news and respond in real-time to information. As a result, tracking the differences in the % of volume initiated by the aggressive HFT buyers vs. sellers may be highly indicative of the impending price direction. Earlier today, at 3:30 PM, most

AT&T (NYSE:T) in Deep #HFT Selloff

Intraday aggressive HFT index predicts direction of the price change. Today was not a great day for AT&T (NYSE:T). Aggressive HFT participated in sell-off way before the market started falling down, as the Figure shows.

Just Selling Volatility? You Can Do Better.

By Irene Aldridge Selling volatility has been a popular trading strategy among hedge funds over the past couple of years. At the core of the strategy’s popularity is the observation that volatility becomes considerably more severe when the markets are moving down rather than when