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Weird facts about the

report: #realvolume

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Any chance of rough ballpark numbers to give us an idea of the scale of volume that a leading trading co. is generating today?

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Depends on the type of firm and their trading (OTC vs quant vs HFT etc.), but generally can be anywhere in the 9 digits per day range.

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Eh the words are somewhat commingled but generally I think of HFT as 'trades would be negative it delayed by 1ms' and quant as more generally 'using numerical models and studies to do trades'.

10:29 AM · Jun 10, 2019Twitter Web Client