Introduction

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.

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