Hacker News new | past | comments | ask | show | jobs | submit login

HFT is not the problem - the pricing is. Hear me out....

Today, you could have bought AMZN stock for $3442.93 at some point during the day. AMZN nominally has $0.01 price increments. To put that in perspective, 0.01 divided by the share price is 344,293 which means we can affect price in 1/344,293 of a share. That’s nuts, and actually removes liquidity.

Instead, pricing change minimums should be a percentage of a share. I would think 1/10,000th of a share would be more than enough.

Honestly, for most stocks, a nickel difference wouldn’t matter and the liquidity would be better.

—-

EDIT : meant to also add that change the time minimums to also be larger (say 1/10 of a second) would also help liquidity and remove the need for HFT. So, timing/pricing deltas can either increase or decrease the need for HFT.




Consider applying for YC's Spring batch! Applications are open till Feb 11.

Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: