Jeffrey Donovan

2.7K posts

Jeffrey Donovan

Jeffrey Donovan

@BadAlgo

Software Engineer - Algo Hunter With HCMI/HFTAlert. Formerly with Nanex LLC. I See Dead Pixels

Beigetreten Temmuz 2011
7 Folgt2.9K Follower
Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
Comment from a user about the new features in our @HFTAlert software. "I am up more than $20k on three trades!!! This thing is a bloody ATM machine......"
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
@Kibler11 Number of hft-algo-driven buy programs vs. sell programs. It's nerdy to me (I wrote it so yes I am a nerd), but highly useful to the people who use the @HFTAlert platform.
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
Unprecedented level of programs showing up on @HFTAlert's Burst Monitor today. Over 600 in just over an hour of trading.
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
Some interesting premarket quoting in SDD today -
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
@lucyt95986191 @HFTAlert Pre-market there isn't much usefulness except the fascinating charts. Algo's will usually run tests during the time. In regular hours seeing huge bursts in quote rates for a single issue can alert you to an interest, though the NBBO is rarely taken along for the ride like this...
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
Pre-market BIB Bots.....we used to call these "zappers".....
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
Pre-market algo testing - nice price range:
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
Mountainscapes ...... based on bid/ask sizes.....
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
Algos create some of the loveliest patterns.....
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
@MedicalQuack Hi MQ! Never stopped writing software, quite the opposite. Not with Nanex anymore but with @HFTAlert, taking their software to new levels.
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MedicalQuack
MedicalQuack@MedicalQuack·
@BadAlgo Did you start writing software again? Are you still doing work for Nanex? Just noticed some tweets from you again, been a while:)
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
@lizNNP I used to agree with that sentiment, but the fact is markets are more liquid today because of it and it's far easier for home investors to execute their trade at the NBBO than ever before. My work & research now focuses on giving average investors the tools to capitalize on it!
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
101 quotes in 2 milliseconds.
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
@kurzellaa The first thing to do would be subscribing to the Burst Monitor from @HFTAlert which will screen all of it (9000+ US stocks) and identify the individual issues. We may be making other items available in the future, such at the QTSequencer (what was used to generate those images).
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Jeffrey Donovan
Jeffrey Donovan@BadAlgo·
AAPL had quite a second at 11:45:17 EST.....8,877 quotes - 1,994 trades in 1 second, 7 milliseconds.
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