Do It Yourself High Frequency Trading
As the only way to make money in this market is to mimic the big boys and to churn stock after stock (especially those with massive short interests) then closing 100% in cash at the end of every day, it was only a matter of time before someone started pitching the very same product that Comedy Central's Cash Cow highlighted is a sure way to make gobs of free money, to retail investors. That this someone happened to be Lime Brokerage is probably not very surprising.
The presentation below is not only a good primer into the inner tinkerings of traditional HFT systems (and should answer some latent questions on why Zero Hedge is so amused by VWAP on a recurring basis) but also how, for the low, low monthly payment of $19.95 (or a ballpark figure) you too can join in this bonanza of free, free, guaranteed money.
With such pearls as :
Static Data Processing: "When was the price of BAC below its trailing 5 minute VWAP yesterday?"
"Complex" Event Processing: "What equities are below their trailing 5 minute VWAP right now and where can i find liquidity"
we hope this presentation will answer many questions about the ongoing ridicule of just how investment decisions are being made in the current market, and the fact that 19 year old mathematicians who have never heard of such things as revenue, gross margin, or EBITDA (not that these matter when the Fed has blessed the stock bubble), now dominate marginal purchasing power.
And if the presentation itself is not enough for you to run out and buy a couple of i7's, cluster them up and start watching the money trickle in, here is a link to an actual clip which someone decided was worth the time to actually put together in the pursuit of that last marginal idiot.