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"When pigs fly" is an adynaton, a way of saying that something will never happen. The phrase is often used for humorous effect, to scoff at over-ambition. There are numerous variations on the theme; when an individual with a reputation for failure finally succeeds, onlookers may sarcastically claim to see a flying pig. ("Hey look! A flying pig!") [1] Other variations on the phrase include "And pigs will fly," this one in retort to an outlandish statement.
text courtesy of Wikipedia
HFT is often confused with low-latency trading that uses computers that execute trades within milliseconds, or "with extremely low latency" in the jargon of the trade. Low-latency traders depend on ultra-low latency networks. They profit by providing information, such as competing bids and offers, to their algorithms microseconds faster than their competitors.[5] The revolutionary advance in speed has led to the need for firms to have a real-time, colocated trading platform to benefit from implementing high-frequency strategies.[5] Strategies are constantly altered to reflect the subtle changes in the market as well as to combat the threat of the strategy being reverse engineered by competitors. There is also a very strong pressure to continuously add features or improvements to a particular algorithm, such as client specific modifications and various performance enhancing changes (regarding benchmark trading performance, cost reduction for the trading firm or a range of other implementations). This is due to the evolutionary nature of algorithmic trading strategies – they must be able to adapt and trade intelligently, regardless of market conditions, which involves being flexible enough to withstand a vast array of market scenarios. As a result, a significant proportion of net revenue from firms is spent on the R&D of these autonomous trading systems.Most of the algorithmic strategies are implemented using modern programming languages, although some still implement strategies designed in spreadsheets. Increasingly, the algorithms used by large brokerages and asset managers are written to the FIX Protocol's Algorithmic Trading Definition Language (FIXatdl), which allows firms receiving orders to specify exactly how their electronic orders should be expressed. Orders built using FIXatdl can then be transmitted from traders' systems via the FIX Protocol.[41] Basic models can rely on as little as a linear regression, while more complex game-theoretic and pattern recognition[42] or predictive models can also be used to initiate trading. Neural networks and genetic programming have been used to create these models.
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