70% Of All Stock Market Trades Are Held for An Average of 11 SECONDS Washington's Blog25 Ottobre 2010 Stampa E-mail Text sizeA Wall Street, nel 70% degli scambi azionari, le azioni vengono detenute in media per 11 secondi. I “mercati” non hanno più nulla a che fare con la legge della domanda e offerta, nè hanno più la funzione di scoprire il “giusto” prezzo. Dunque non sono più “mercati”: non hanno più nulla di umano, sono accaparrati da computer superveloci che giocano l’uno contro l'altro, automaticamente, su volumi enormi.
The Fourteenth Banker writes today: In the stock market, program trading dominates volume. I heard recently that 70% of trade positions are held for an average of 11 seconds. He's correct.
As the New York Times dealbook noted in May:
These are short-term bets. Very short. The founder of Tradebot, in Kansas City, Mo., told students in 2008 that his firm typically held stocks for 11 seconds. Tradebot, one of the biggest high-frequency traders around, had not had a losing day in four years, he said Similarly, FT's Martin Wheatley pointed out last month:
I know of one HFT firm operated out of the west coast of the US that boasts its average holding period for US equities is 11 seconds And market analyst Peter Cohan writes at AOL's Daily Finance:
70% of trading volume on the major exchanges is conducted by high-frequency traders who hold a stock for an average of 11 seconds. The fact that the vast majority of stock market trades are held for 11 seconds shows that the stock market is not a real market with real traders governed by the law of supply and demand, and that there is no real price discovery.
But as Tyler Durden points out, alot can happen in 11 seconds when the players are high-powered computers: 07-29-10 BATS "Flag Repeater". 15,000 quotes in 11 seconds, dropping the ASK price 1 penny each quote from $9.36 to $8.58 and back up again.
certamente anch'io sono un cliente pro-realtime ma in questo caso non era un post prevalentemente tecnico e vedendolo tra le news immaging di google l'ho adattato ..in realta' cercavo una foto di bernanke che pompava il mkt ... cmq non credo di aver offeso nessuno spero
10 commenti:
Sono le macchinette, non è Bernanke.
le macchinette si adeguano al mercato
70% Of All Stock Market Trades Are Held for An Average of 11 SECONDS
Washington's Blog25 Ottobre 2010
Stampa
E-mail
Text sizeA Wall Street, nel 70% degli scambi azionari, le azioni vengono detenute in media per 11 secondi. I “mercati” non hanno più nulla a che fare con la legge della domanda e offerta, nè hanno più la funzione di scoprire il “giusto” prezzo. Dunque non sono più “mercati”: non hanno più nulla di umano, sono accaparrati da computer superveloci che giocano l’uno contro l'altro, automaticamente, su volumi enormi.
The Fourteenth Banker writes today:
In the stock market, program trading dominates volume. I heard recently that 70% of trade positions are held for an average of 11 seconds.
He's correct.
As the New York Times dealbook noted in May:
These are short-term bets. Very short. The founder of Tradebot, in Kansas City, Mo., told students in 2008 that his firm typically held stocks for 11 seconds. Tradebot, one of the biggest high-frequency traders around, had not had a losing day in four years, he said
Similarly, FT's Martin Wheatley pointed out last month:
I know of one HFT firm operated out of the west coast of the US that boasts its average holding period for US equities is 11 seconds
And market analyst Peter Cohan writes at AOL's Daily Finance:
70% of trading volume on the major exchanges is conducted by high-frequency traders who hold a stock for an average of 11 seconds.
The fact that the vast majority of stock market trades are held for 11 seconds shows that the stock market is not a real market with real traders governed by the law of supply and demand, and that there is no real price discovery.
But as Tyler Durden points out, alot can happen in 11 seconds when the players are high-powered computers:
07-29-10
BATS "Flag Repeater". 15,000 quotes in 11 seconds, dropping the ASK price 1 penny each quote from $9.36 to $8.58 and back up again.
sembra copiato dal BLOG "lamiaeconomia" datato 24 ottobre ore 16.04...
...oh...mi sbaglio...?!?!?!?
IL G.
cosa ?? il grafico?
in genere li cerco con google poi da dove li estrapolo non ci faccio caso
il G ma che dici???
scusa,...
...mah...pensavo ke li costruissi tu...!?!?!?
con la tua logica e intuito di MKT...!!!
OH... mi sbaglio..?
IL G.
ciao Gold, scusa l'off topic, ma secondo te l'IPO green power vale la pena prenderla??
certamente anch'io sono un cliente pro-realtime ma in questo caso non era un post prevalentemente tecnico e vedendolo tra le news immaging di google l'ho adattato ..in realta' cercavo una foto di bernanke che pompava il mkt ... cmq non credo di aver offeso nessuno spero
ciao,
vai ad acqui terme???
marco
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