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

1

Introduction

00:00 • 2min

2

How Dave Lauer Got His Start in the Financial Markets

02:03 • 5min

3

How I Built a Hardware for High Frequency Trading

06:42 • 2min

4

Goldman's Hardware: How It Fits Into the Industry

08:31 • 2min

5

How Citadel Optimized Their Strategies for Speed

10:32 • 5min

6

How to Analyze and Monitor Your Competitors' Orders

15:49 • 4min

7

The Role of HFT Firms in Wireless Data Transmission

20:07 • 2min

8

The Impact of the Flash Crash on Trading

21:58 • 2min

9

The Dow Dropped Again and Again

23:49 • 6min

10

The Flash Crash: What Caused It?

29:32 • 3min

11

There's No Cause and Effect in Complex Systems

32:07 • 2min

12

The Butterfly Effect

34:22 • 4min

13

Core Group: A Market Structure Consulting Shop

38:48 • 5min

14

The Growth of Financial Data

43:18 • 2min

15

The Dangers of High-Speed Trading

45:09 • 4min

16

The Predatory Tactics of High-Speed Firms

49:13 • 5min

17

How I Left the Gaming Industry and Found IEX

54:08 • 2min

18

The Impact of Dark Pools on Listed Exchanges

56:33 • 4min

19

The Importance of Data in Trading

01:00:39 • 3min