A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading
Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading.
This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail.
Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.
Facebook IPO seized by post-capitalist High Frequency Tractor Beam Wired News “The underwriters are holding it up, and now the high-frequency trading guys are trying to scalp their few cents. They're playing opposite.” The result: seemingly inexplicable deadlock. “Knowing the precise details of this five-minute period isn't ... and more » |
Hedge Funds Review Magazine | High-frequency traders add value to the foreign exchange market, says Bank of ... Hedge Funds Review Magazine Although the effects of high-frequency trading activity should continue to be monitored, the practice adds value to the foreign exchange market, according to a senior Bank of England official. High-frequency trading (HFT) in foreign exchange (FX) ... HFT adds value to the forex market, says Bank of England FX Week (subscription) all 273 news articles » |
Why Ultra High-Frequency Trading Does Matter at The Speed Traders Workshop ... Your-Story.org (press release) (May 22, 2012, New York) – It was recently reported by Reuters that China is not ready to introduce high-frequency trading (HFT), according to Wu Xiaoling, former deputy governor of the People's Bank of China, who spoke at the 37th annual conference of ... and more » |
Why Ultra High-Frequency Trading Does Matter at The Speed Traders Workshop ... PR Urgent (press release) It was recently reported by Reuters that China is not ready to introduce high-frequency trading (HFT), according to Wu Xiaoling, former deputy governor of the People's Bank of China, who spoke at the 37th annual conference of the International ... |
CTV.ca | Nasdaq: Hindsight Says to Pull IPO Wall Street Journal High-frequency trading firms, known for the heavy burden they place on exchange systems, played no role in Nasdaq's problems opening up Facebook's shares for trading Friday morning, Mr. Noll said on the conference call. Most such firms do their trading ... Nasdaq investors still support Greifeld Financial Times Facebook Stock Crashes Like A North Korean Rocket: 8 Winners And Losers Huffington Post “In retrospect, it was incorrect” says NASDAQ on Facebook IPO SlashGear FierceFinance - MarketWatch all 4,179 news articles » |
High Frequency Trading Goes to Kyiv National Economic University, The Speed ... PR Urgent (press release) High frequency trading goes tomorrow to Kyiv National Economic University, where Edgar Perez will host The Speed Traders Workshop 2012 Kiev, "How Algorithmic and High Frequency Traders Leverage Profitable Strategies to Find Alpha in Equities, Options, ... What Is Hotter Than Facebook's IPO for High Frequency Traders in Warsaw ... SBWire (press release) all 2 news articles » |
Critics Weigh in on High-Frequency Trading on Flash Crash Anniversary Huffington Post (blog) So-called "high-frequency trading" generates a large number of orders, of which approximately 90 percent are purposely canceled. The orders that are canceled are done so immediately as part of a tactic used to discover the top price others are willing ... and more » |
Wall Street Journal | NYSE boss says high-frequency firms on the move Reuters High-frequency trading firms, which electronically place thousands of very short-term bets to make markets and profit from tiny price imbalances, have grown rapidly in the United States and Europe in the past decade and are vital sources of income for ... Trading Shift Pinches NYSE Profit Wall Street Journal NYSE CEO Sees High-Speed Firms Heading For Dark Pools NASDAQ all 192 news articles » |
Could HFT Hedge Funds Spark a New Flash Crash? Advanced Trading High-frequency trading firms were once the new kids on the block but now there are plenty of hedge funds using similar formulas and the same historical market data to chase alpha. Is this a recipe for disaster? By Phil Albinus Ask any parent of a five ... |
Facebook IPO averts "odd lot" question CNBC.com Because "any increase in average trade size won't benefit the high-frequency trading model, the HFT community probably does not want too much attention on the increase in odd-lot trading," said the trader, who spoke on condition of anonymity. and more » |
