088: Dave Lauer – A Former-High Frequency Trader Talks Speed, Market Structure and Dark Pools

088: Dave Lauer – A Former-High Frequency Trader Talks Speed, Market Structure and Dark Pools

Dave Lauer is a former-high frequency trader for firms such as Citadel and Allston Trading. He’s worked specifically in various areas of the HFT pipeline, including; research and modelling, building hardware, and programming and operating strategies—which are measured in millionths of a second (or microseconds). Following the Flash Crash, Dave left his role as a trader (for various reasons we discuss during this episode) and now, as a partner of KOR Group, consults to institutional managers on market structure and best execution. Dave was also featured in the VPRO documentary, The Wall Street Code, along with other Chat With Traders guests; Haim Bodek, Eric Hunsader, and Blair Hull. -- Sponsored by TechnicianApp.com: Chart, analyze, and trade from anywhere with Technician’s award-winning app—for mobile, tablet, and desktop. Learn more and sign up for free! Learn more about your ad choices. Visit megaphone.fm/adchoices

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056: Matt Zimberg – The Makeup of Successful Traders & Observations From a Veteran Broker

056: Matt Zimberg – The Makeup of Successful Traders & Observations From a Veteran Broker

This weeks guest is Matt Zimberg – the founder of Optimus Futures, a boutique brokerage firm. Matt has been deeply involved in the business of trading since his early 20’s, and while he’s no longer an...

21 Tammi 20161h 26min

055: Nathan Michaud – Trading Momo Stocks, and Scaling Up for Larger Gains w/ Investors Underground

055: Nathan Michaud – Trading Momo Stocks, and Scaling Up for Larger Gains w/ Investors Underground

This week on the podcast I interview Nathan Michaud of Investors Underground. Nate has been a day trader since 2003, and the stories from his first few years in the game are enough to make your head s...

14 Tammi 20161h 6min

054: Rishi Narang – Components of a Black Box, Humans Versus Computers, and High Frequency Trading

054: Rishi Narang – Components of a Black Box, Humans Versus Computers, and High Frequency Trading

To start the year with a bang, I have a very special guest on the podcast this week, who I’d like you to meet – his name is, Rishi Narang. Rishi has an impressive background, and has been involved wit...

7 Tammi 20161h 26min

053: BTCVIX – The Wild West of Trading: Inside the Realm of Bitcoin Speculation

053: BTCVIX – The Wild West of Trading: Inside the Realm of Bitcoin Speculation

This week I interviewed a short-term Bitcoin trader, who goes by the alias of BTCVIX. As you can imagine, this episode is a little different – this is an area (or should I say, a market) we haven’t ye...

31 Joulu 20151h 2min

052: Ernie Chan – How Quant Strategies Are Created, Scrutinized and Introduced to the Market

052: Ernie Chan – How Quant Strategies Are Created, Scrutinized and Introduced to the Market

This week I had the great pleasure of speaking with Dr Ernest Chan, from Toronto (Canada). While many traders in the quantitative arena will already be familiar with Ernie, here’s a brief intro… You c...

24 Joulu 20151h 2min

051: Bryce Edwards – Tracking ‘Stocks in Play’ and Acting on Order Book Activity, Intraday Momentum

051: Bryce Edwards – Tracking ‘Stocks in Play’ and Acting on Order Book Activity, Intraday Momentum

I have a brilliant guest on the show this week who I can almost guarantee you’ve never heard of, he generally likes to fly under the radar, but thankfully for us he did agree to an interview – his nam...

17 Joulu 201552min

050: Aaron Fifield – Zach Hurwitz Speaks with Aaron About His Development as a Trader, Pt. 2

050: Aaron Fifield – Zach Hurwitz Speaks with Aaron About His Development as a Trader, Pt. 2

You may recall for episode 25 I invited Zach Hurwitz back onto the podcast (after being a featured guest on episode 011), to grill me about my own trading progress – well we’re another 25 episodes on ...

9 Joulu 20152h 46min

049: Haim Bodek – Exposing the ‘Cheats’ on Wall Street, with HFT Whistle-Blower & Market Structure Mastermind

049: Haim Bodek – Exposing the ‘Cheats’ on Wall Street, with HFT Whistle-Blower & Market Structure Mastermind

There’s a very special guest on the podcast this week, who I’m excited to introduce… His name is Haim Bodek, although some refer to him as ‘The Algo Arms Dealer’ (and I totally understand why). Haim b...

3 Joulu 20151h 10min

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