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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Episoder(326)

121: Michael Mauboussin – Tactics for Better Decision Making, and Skill Versus Luck

121: Michael Mauboussin – Tactics for Better Decision Making, and Skill Versus Luck

Michael Mauboussin is a Managing Director and Head of Global Financial Strategies at Credit Suisse. He’s also a professor of finance at Columbia Business School, and the author of several books, such ...

20 Apr 201756min

120: Meb Faber – A Crash Course in Long-Term Investing—For Short-Term Traders

120: Meb Faber – A Crash Course in Long-Term Investing—For Short-Term Traders

Mebane Faber is the founder and CIO at Cambria Investment Management, where he manages Cambria’s ETFs, separate accounts and private investment funds. He’s also authored numerous white papers and five...

13 Apr 20171h 13min

119: Alex, @TAGRtrades – What This Day Trader Learned After Four Years of Abandoning a Secure Job

119: Alex, @TAGRtrades – What This Day Trader Learned After Four Years of Abandoning a Secure Job

Alex (@TAGRtrades) is a 27-year old day trader, from Texas. He’s been trading full-time for four years, and has really begun to hit his stride. Alex closed Q1 of 2017 with a $49,000 gain, after going ...

6 Apr 20171h 2min

118: Manoj Narang – Trading Technology, Alternative Data and Originality

118: Manoj Narang – Trading Technology, Alternative Data and Originality

High-speed trading veteran, Manoj Narang, originally worked on Wall St for the likes of Credit Suisse and Goldman Sachs prior to founding Tradeworx, which became one of the larger trading firms in the...

30 Mar 201758min

117: Larry Alintoff – Traders' Opportunity—When Things That "Should" Happen, Don't Happen

117: Larry Alintoff – Traders' Opportunity—When Things That "Should" Happen, Don't Happen

Larry Alintoff was a prop trader for Paul Tudor Jones, before running the largest group of traders on the AMEX (at the time). When he later went over to the NYBOT, Larry became the largest trader in t...

23 Mar 20171h 11min

116: Sean Hendelman – Taking Losses, Ultimately Winning, and Keeping Pace With Markets

116: Sean Hendelman – Taking Losses, Ultimately Winning, and Keeping Pace With Markets

Sean Hendelman is the co-founder and CEO of T3 Companies. T3 is one of the larger proprietary trading firms in the U.S. And incase you’re curious, the three T’s of T3 stand for; trading, training and ...

16 Mar 20171h 6min

115: Adam Grimes – What Hand Traders Can Learn From System Traders, and Vice Versa

115: Adam Grimes – What Hand Traders Can Learn From System Traders, and Vice Versa

Adam Grimes has been a trader for more than 20-years, he’s traded all major asset classes, across various timeframes. He’s traded independently, with a prop firm, and he’s run other trading businesses...

9 Mar 20171h 47min

114: Brannigan Barrett – The Process of Becoming a Bigger (and Better) Trader

114: Brannigan Barrett – The Process of Becoming a Bigger (and Better) Trader

Brannigan Barrett is a futures day trader—who trades a total of eight markets, across; bonds, equity indices, currencies and commodities. He was previously a trader at prop firm, Futex, but is now par...

2 Mar 20171h 10min

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