Eurusd/gbpusd - page 1594

 
eurofreek:
It looks too perfect to be true

That is my point too : what are the odds that the price finishes within a few points from a psychological level? HFT

 
searchingFX:
That is my point too : what are the odds that the price finishes within a few points from a psychological level? HFT

This time I don't think it is HFT.

Intervention

 

It sure looks mechanic. Calculated to the last minute

 
nbtrading:
It sure looks mechanic. Calculated to the last minute

Interesting : Quantitative Trading: High-frequency trading in the foreign exchange market

All they needed is that central banks somehow stop the volatility - and it is done now

 
searchingFX:
Interesting : Quantitative Trading: High-frequency trading in the foreign exchange market All they needed is that central banks somehow stop the volatility - and it is done now

So it means that HFT needs less volatility to work as it should?

It would explain almost all

 
nbtrading:
So it means that HFT needs less volatility to work as it should? It would explain almost all

According to that article, yes

Will have to find some more good examples

 

HFT

No normal trading going on any more

 

Current open long to short ratios before the market open

Oanda :

Saxo bank :

Files:
ratios_2.gif  47 kb
ratios_1.gif  25 kb
 

Plus : Dukascopy ratios

Files:
ratios_3.gif  24 kb
 

Minimal gap : 1.3591 current rate (Bloomberg)

Reason: