High-Frequency Stock Trading"What Do We Know About High-Frequency Trading?" by Charles M. Jones. March 2013, SSRN #2236201...Van Doren, Peter
” an FBI spokesperson explained to the Journal. “There is a big concern that high-frequency traders are getting material nonpublic information ahead of others and trading on it.”
标题: High-frequency trading in a limit order book 链接:https://people.orie.cornell.edu/sfs33/LimitOrderBook.pdf 一、简介 证券市场中交易商的角色是通过提供买入和卖出的报价(愿意以特定数量的资产买入和卖出)来在交易所提供流动性。一般,这类角色由做市商或专业公司来承担。近年来,随着纳斯达克的 Inet ...
And in the last two weeks, the New York attorney general and the Commodities Futures Trading Commission in Washington have both launched investigations into high-frequency computerized stock trading that now controls more than half the market. The probes were announced just ahead of a much ...
The price prediction problem for any given stock has been an object of study, deepening and evolution within the past few decades, to achieve the basic goal of positive financial realizations with the smaller risk possible. A known risk minimization strategy is a high frequency trading regime, ta...
Hellström, Jörgen, and Ola Simonsen. “Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements?” Umeå Economic Studies, 2006. Arnuk, Sal L., and Joseph C. Saluzzi. Broken Markets: How High Frequency Trading and Predatory Practices on Wall Street Are De...
proprietary code from the bank’s high-frequency trading platform. Nine months later,Societe GeneraletraderSamarth Agrawal, was arrested on similar charges that he, too, stole his employer’s source code for software used to make sophisticated, high-speed, high-volumestockandcommoditiestrades.[26]...
Critics see high-frequency trading as unethical and as giving an unfair advantage for large firms against smaller institutions and investors. Stock markets are supposed to offer a fair and level playing field, which HFT arguably disrupts since the technology can be used for ultra-short-term strateg...
High-frequency trading (HFT) is an automated form of trading. It involves the use of algorithms to identify trading opportunities. HFT is commonly used by banks, financial institutions, and institutional investors. It allows these entities to execute large batches of trades within a short period o...
High-Frequency-Trading 来自 EconPapers 喜欢 0 阅读量: 39 作者: Prof.Dr. Peter Gomber,Dipl.Wirtsch.-Inf. Martin Haferkorn 摘要: Securities trading underwent a major transformation within the last decade. This transformation was mainly driven by the regulatory induced fragmentation and by the ...