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 1 
 on: January 25, 2013, 12:44:43 AM 
Started by tverga - Last post by CamKrist
I decided to give a hand and sent a post into social bookmarks. I hope the popularity will rise in.

 2 
 on: October 03, 2012, 07:51:50 AM 
Started by tverga - Last post by tverga
http://www.prweb.com/releases/2012/10/prweb9957983.htm

 3 
 on: October 03, 2012, 07:51:17 AM 
Started by tverga - Last post by tverga
Trading speeds under 10 μseconds with HFT Technologies’ CME Feed Handler and Order Gateway
HFT Technologies has released two new applications for faster algorithmic strategy trading at CME, CBOT and NYMEX/COMEX.


Virtually all operations completed under 10 microseconds.
Chicago, IL (PRWEB) October 03, 2012

Today, HFT Technologies LLC announced the release of two new applications that give developers and traders of algorithmic trading strategies even faster direct market access to prices and orders at CME and its partner exchanges. Both the Ultra Low Latency Price Feed Handler and the FIX Order Gateway are CME-certified and are available now for all major developer platforms.
“Virtually all operations have been clocked under 10 microseconds,” said Tony Verga, CEO, HFT Technologies. “Many have been completed under 6 microseconds, and we are continually working on ways to achieve even lower latencies.”
Because these applications are pre-certified by CME Group and include full audit trail compliance, testing time and costs are significantly reduced. In addition to faster time to market, the lighter, simpler API uses less CPU, whether installed on Windows C++, Linux ,or .NET platforms.
A sample application is available to help developers plan for API usage and to help end users adapt quickly. Both the Feed Handler and the FIX Order Gateway are available as stand-alone applications, or can be customized for individual firm needs by HFT Technologies. Complete proximity co-hosting at CME's Aurora Data Center and 10gig networking solutions are also available to help trading firms get up and running quickly.
“Just add your algorithm to our library and you’ll have full direct access to CME Group exchanges,” said Verga.
A leading provider of consulting, networking and technology solutions, HFT Technologies specializes in infrastructure and application development specific to algorithmic trading and market making. Additional services include global co-hosting, 24/7 server maintenance and monitoring, and custom programming. For more than 15 years, our founding partners have lead the high-speed trading industry with solutions for exchange connectivity, LAN/WAN design, proximity co-location, and algorithmic trading application design and engineering.
Join the HFT Technologies Forum: Join Now
HFT Technologies LLC
http://www.HFTTechnologies.com
info(at)hfttechnologies(dot)com
You are free to use this article in its entirety and without modification.
Cross-platform HFT Technologies implementations are available for Windows C++ 32-bit/64-bit (VS 2008/2010), Linux (CentOS, Ubuntu) 32-bit/64-bit, and .NET.
Key words: High-Frequency Trading, Algorithmic Trading, Order Gateway, Feed Handler, Low Latency, FIX, CME, NYMEX, CBOT, COMEX, DME, BM&fBOVESPA

 4 
 on: June 11, 2012, 07:49:10 AM 
Started by tverga - Last post by tverga
HFT Technologies to Offer Proximity Co-Location Hosting at CME DC3
Aurora Data Center

HFT Technologies expands hosting to CME DC3 Aurora allowing small to medium size
Trading Firms and Hedge Funds direct market access to CME markets.
CHICAGO, IL, JUNE 06, 2012: HFT Technologies, a leading provider of High Frequency Trading Consulting
and Technology for the financial industry, is releasing a new hosting solution at CME DC3 in Aurora, IL. HFT
Technologies is offering firms a flexible and reasonably priced solution to today's high cost of co-location and
market connectivity.

CME DC3 is the newest of the CME Group Data Centers providing microsecond access to all CME Markets.
CME GLink equidistant Cross Connects to ensure location neutrality for all customers. Carrier-neutral, open
access telecommunications policy provides for flexibility for CME GLink, Cross Connects, Bulk Transport and
Utility Networks.

Co-Locating with HFT Technologies allows for flexibility to host one or multiple servers with a 10 Gig Direct
Market Data Access link. Access to additional markets like CBOE, ICE Futures U.S., ICE Futures Europe,
Montreal Exchange, EUREX, NYSE Liffe, NYSE Liffe U.S. are also available.
HFT Technologies hosting is also available with their proven Ultra Low Latency Price Feed Handler and FIX
Gateway for firms that are seeking a full low latency algorithmic trading solution.

About HFT Technologies:
HFT Technologies is a leading provider of high frequency trading consulting and technology for the financial
industry. HFT Technologies specializes in high-speed infrastructure and trading application development for
algorithmic trading and market making. For the past fifteen years, our founding partners have helped industry
leaders with high speed exchange connectivity, LAN/WAN design, proximity co-location, and algorithmic
trading application design and engineering.

Join the HFT Technologies Forum: Join Now

HFT Technologies LLC
www.HFTTechnologies.com
info@HFTTechnologies.com
312.379.0050

 5 
 on: December 15, 2011, 07:15:08 PM 
Started by ValkyrieTrading - Last post by ValkyrieTrading
Valkyrie Trading is hiring!

Valkyrie Trading, LLC was formed in Chicago in 2011 with the intent of embracing trading opportunities and technology in a modern marketplace. Positioned in the heart of the derivatives trading capital of the world, we aim to provide liquidity to various disjoint, competitive markets to allow investors to efficiently manage risk.

We are seeking excellent candidates for the following position:

Job Title: Wholesale Trader

Expectations:

Identify and execute trades with our counterparties
Develop business networks and relationships
Explore new opportunities in evolving marketplaces
Improve market access for the firm

Requirements:

Bachelor’s or Master’s degree with a 3.25 GPA or higher.
Superior communication skills.
Ability to network and initiate contact with business partners.
Ability to handle a high-demand stressful environment.
Candidates must be fluent English speakers with strong quantitative, analytical and problem-solving skills.

Please e-mail us with your cover letter and resume at careers@ValkyrieTrading.com or submit at http://www.valkyrietrading.com .

 6 
 on: December 15, 2011, 07:13:22 PM 
Started by ValkyrieTrading - Last post by ValkyrieTrading
Valkyrie Trading is hiring!

Valkyrie Trading, LLC was formed in Chicago in 2011 with the intent of embracing trading opportunities and technology in a modern marketplace. Positioned in the heart of the derivatives trading capital of the world, we aim to provide liquidity to various disjoint, competitive markets to allow investors to efficiently manage risk.

We are seeking excellent candidates for the following position:

Job Title: Junior Derivatives Trader

Expectations:

We do not hire clerks or interns; you will begin trading within 3-4 weeks following training. We believe hands-on experience is the best and only way to learn. You will be assigned a known profitable strategy and will be evaluated on your ability to trade intelligently, manage risk, and ability to innovate new strategies and improve upon existing ones. This is an opportunity to get in on the ground level of a quickly-growing prop firm. Existing personnel are experienced with some of the largest and most successful derivatives trading firms in the world.

Requirements:

Degree in Mathematics, Chemistry, Physics, Engineering, Computer Science, or Economics from a top university with a minimum 3.5 GPA.
Ability to make split-second logical decisions in a high-pressure environment.
Competitive drive and the maturity to handle considerable responsibility.
Candidates must be fluent English speakers with strong quantitative, analytical and problem-solving skills.


Please e-mail us with your cover letter and resume at careers@ValkyrieTrading.com or submit at http://www.valkyrietrading.com .

 7 
 on: June 24, 2011, 03:05:37 PM 
Started by tverga - Last post by tverga
HFT Technologies has completed it's development of its Ultra High Speed Price Feed Handler and FIX Market Gateway for the CME. We are currently shipping both Linux and Windows versions of the applications. Currently the Ultra High Speed Price Feed Handler is able to handle the entire CME Price Feed under 20 usec for 96% of all packets at 30,000 packets per second. We expect to have FPGA support for the UHPFH in about 6-8 weeks and expect our throughput to be sub 10 usec over 98% of the feed.

Both products are geared for Prop Trading Firms and Hedge Funds looking for ultra high speed infrastructure for High Frequency Trading.

HFT Technology LLC is offering a free 30 day trial on both the Ultra High Speed Price Feed Handler and FIX Market Gateway for firms that qualify for the initial deployment program.

info@HFTTech.com
http://www.HFTTechnologies.com

 8 
 on: March 25, 2011, 08:10:20 AM 
Started by tverga - Last post by tverga
HFT Technologies LLC is developing a new CME Price Server and Market Gateway specifically designed for high speed trading.

HFT Technologies is looking for firms to take part in the final beta testing and production trials of it's newest technology, in return will provide the Price Server and Gateway free of charge for 3 months. This is a ground floor opportunity to get your firm on cutting edge technology at fractions of the cost of developing this technology yourself. This trial is only open to firms that are currently trading CME products and have connectivity to the exchange.

--
Tony Verga
CEO: HFT Technologies LLC
www.HFTTechnologies.com
tverga@HFTTECH.com
773.554.5993

 9 
 on: March 21, 2011, 07:39:10 AM 
Started by Chad@Steadfast Networks - Last post by Chad@Steadfast Networks
http://www.suntimes.com/business/4373615-420/lack-of-natural-disasters-helps-make-chicago-keeper-of-web-based-data.html

 10 
 on: March 10, 2011, 08:59:05 AM 
Started by tverga - Last post by tverga

If this passes how is this going to effect market access and speed to market?

http://www.sec.gov/news/press/2010/2010-7.htm

Washington, D.C., Jan. 13, 2010 — The Securities and Exchange Commission today voted unanimously to propose a new rule that would effectively prohibit broker-dealers from providing customers with "unfiltered" or "naked" access to an exchange or alternative trading system (ATS).

The SEC's proposed rule would require brokers with market access, including those who sponsor customers' access to an exchange, to put in place risk management controls and supervisory procedures. Among other things, the procedures would help prevent erroneous orders, ensure compliance with regulatory requirements, and enforce pre-set credit or capital thresholds.

"Unfiltered access is similar to giving your car keys to a friend who doesn't have a license and letting him drive unaccompanied," said SEC Chairman Mary L. Schapiro. "Today's proposal would require that if a broker-dealer is going to loan his keys, he must not only remain in the car, but he must also see to it that the person driving observes the rules before the car is ever put into drive."

Broker-dealers use a 'special pass' known as their market participant identifier (MPID) to electronically access an exchange or ATS and place an order for a customer. Broker-dealers are subject to the federal securities laws as well as the rules of the self-regulatory organizations that regulate their operation.

However, those laws and rules do not apply to a non-broker-dealer customer who a broker-dealer provides with their MPID in order to individually gain access to an exchange or ATS. Under this arrangement known as "direct market access" or "sponsored access," the customer can sometimes place an order that flows directly into the markets without first passing through the broker-dealer's systems and without being pre-screened by the broker-dealer in any manner. This type of direct market access arrangement is known as "unfiltered" access and "naked" access. A recent report estimated that naked access accounts for 38 percent of the daily volume for equities traded in the U.S. markets.

Through sponsored access, especially "unfiltered" or "naked" sponsored access arrangements, there is the potential that financial, regulatory and other risks associated with the placement of orders are not being appropriately managed. In particular, there is an increased likelihood that customers will enter erroneous orders as a result of computer malfunction or human error, fail to comply with various regulatory requirements, or breach a credit or capital limit.

The SEC's proposed rule would require broker-dealers to establish, document and maintain a system of risk management controls and supervisory procedures reasonably designed to manage the financial, regulatory and other risks related to its market access, including access on behalf of sponsored customers.

Broker-dealers would be required to:

Create financial risk management controls reasonably designed to prevent the entry of orders that exceed appropriate pre-set credit or capital thresholds, or that appear to be erroneous.
Create regulatory risk management controls reasonably designed to ensure compliance with all regulatory requirements applicable in connection with market access.
Have financial and regulatory risk management controls applied automatically on a pre-trade basis before orders route to an exchange or ATS.
Maintain risk management controls and supervisory procedures under the direct and exclusive control of the broker-dealer with market access.
Establish, document and maintain a system for regularly reviewing the effectiveness of its risk management controls and for promptly addressing any issues.
The SEC today also approved a new Nasdaq rule that requires broker-dealers offering sponsored access to Nasdaq to establish certain controls over the financial and regulatory risks of that activity. The proposed Commission rule would extend beyond the new Nasdaq rule in several respects. For example, the Commission's proposal would require the broker-dealer to automatically apply its controls on a pre-trade basis, and to retain exclusive control over those controls without delegation of this critical function to the customer or another third party. The Commission's proposal also would require broker-dealers to establish a supervisory system, including an annual CEO certification, to assure the ongoing effectiveness of its controls In addition, the Commission's proposed risk management controls would apply market-wide, whenever a broker-dealer directly accesses any exchange or ATS.

* * *

The SEC's proposed rule seeks public comment and data on a broad range of issues relating to market access, including the costs and benefits associated with the proposal. Public comments on today's proposal must be received by the Commission within 60 days after its publication in the Federal Register.

The full text of the proposed rule will be posted to the SEC Web site as soon as possible.

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