Jeffrey Donovan

Software Engineer - Algo Hunter
With HCMI/HFTAlert.
Formerly with Nanex LLC.
I See Dead Pixels

[Jeffrey Donovan @BadAlgo]

@Kibler11 @HFTAlert Yes

[Jeffrey Donovan @BadAlgo]

Comment from a user about the new features in our @HFTAlert software. "I am up more than $20k on three trades!!! This thing is a bloody ATM machine......"

[Jeffrey Donovan @BadAlgo]

@Kibler11 Number of hft-algo-driven buy programs vs. sell programs. It's nerdy to me (I wrote it so yes I am a nerd), but highly useful to the people who use the @HFTAlert platform.

[Jeffrey Donovan @BadAlgo]

Unprecedented level of programs showing up on @HFTAlert's Burst Monitor today. Over 600 in just over an hour of trading.

[Jeffrey Donovan @BadAlgo]

@MarketSource_ES @HFTAlert Not since we've been running it. Very good chance we could see that today!

[Jeffrey Donovan @BadAlgo]

Some interesting premarket quoting in SDD today -

[Jeffrey Donovan @BadAlgo]

@lucyt95986191 @HFTAlert Pre-market there isn't much usefulness except the fascinating charts. Algo's will usually run tests during the time. In regular hours seeing huge bursts in quote rates for a single issue can alert you to an interest, though the NBBO is rarely taken along for the ride like this...

[Jeffrey Donovan @BadAlgo]

Pre-market BIB Bots.....we used to call these "zappers".....

[Jeffrey Donovan @BadAlgo]

@HFTAlert users are loving this app!

[Jeffrey Donovan @BadAlgo]

Pre-market algo testing - nice price range:

[Jeffrey Donovan @BadAlgo]

Mountainscapes ...... based on bid/ask sizes.....

[Jeffrey Donovan @BadAlgo]

Algos create some of the loveliest patterns.....

[Jeffrey Donovan @BadAlgo]

@MedicalQuack Hi MQ! Never stopped writing software, quite the opposite. Not with Nanex anymore but with @HFTAlert, taking their software to new levels.

[Jeffrey Donovan @BadAlgo]

@lizNNP I used to agree with that sentiment, but the fact is markets are more liquid today because of it and it's far easier for home investors to execute their trade at the NBBO than ever before. My work & research now focuses on giving average investors the tools to capitalize on it!

[Jeffrey Donovan @BadAlgo]

101 quotes in 2 milliseconds.

[Jeffrey Donovan @BadAlgo]

@kurzellaa @HFTAlert Bonds and Futures have a completely different market structure. Our systems focus on US Equities.

[Jeffrey Donovan @BadAlgo]

@kurzellaa @HFTAlert No, it tracks every US Equity, ETF, etc.

[Jeffrey Donovan @BadAlgo]

@kurzellaa

[Jeffrey Donovan @BadAlgo]

@kurzellaa The first thing to do would be subscribing to the Burst Monitor from @HFTAlert which will screen all of it (9000+ US stocks) and identify the individual issues. We may be making other items available in the future, such at the QTSequencer (what was used to generate those images).

[Jeffrey Donovan @BadAlgo]

AAPL had quite a second at 11:45:17 EST.....8,877 quotes - 1,994 trades in 1 second, 7 milliseconds.