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Podcast: Chat With Traders
Episode: Dave Lauer – A Former-High Frequency Trader Talks Speed, Market Structure and Dark Pools
Description: 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...