Mid / High Frequency Trading

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Hi all,

Is there someone who is doing Mid / High Frequency Trading with SHANGHAI STOCK EXCHANGE?

My freind is working a project on it and he has a few questions to ask.

Thanks a lot in advance.

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关键词：Frequency Trading rading Ency freq Trading High Frequency MID

Anyone could help??? Thanks!

It's impossible to do HFT in stocks as it is not T+0

3# nicme

Thanks for your reply :)

yea... we finally did some google search ... and find it is not available yet.

nicme 发表于 2010-12-14 16:46
It's impossible to do HFT in stocks as it is not T+0

but it is still possible in options and futures market, because in China, these products are available T+0.

if the strategy refers to between ETF, warranty and STF, could be sence.
It's impossible to do HFT on T+1 rule, unless you just aim to estimate the intraday volatility.

6# xhschneider

Is it possible for Index Futures?

Of course it's possible.

8# xhschneider

I mean the Index Futures in China Stock Exchange... rules allowed to do so?

Another question on HFT for CSI300 contracts (or you may refer to other instruments). Does the exchange infrastructure really support HFT?