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Lime Brokerage was part of Mark Gorton's Lime Group (also as in 'LimeWire'), though it has been sold. (http://www.marketswiki.com/mwiki/Lime_Brokerage) He also runs Tower Research Capital, which is an HFT firm that recruited pretty heavily at CMU when I was there. Their webpage says: "In the course of developing its current trading strategies, Tower Research Capital LLC has built a powerful set of analytical tools and an automated trade execution infrastructure, which it is leveraging to pursue new trading opportunities. The company is made up of a rare combination of highly proficient individuals with backgrounds in a variety of fields: mathematics, computer science, statistics, physics, economics, engineering, and finance."

That's who seems likely to be doing these trades to me.



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