高频率交易员
The quote exception rule: Giving high frequency traders an unintended advantage. Financial Management 42, 481-501.McInish, T. H. and J. Upson (2013). The quote exception rule: Giving high frequency traders an unintended advantage. Financial Management 42 (3), 481-501....
High-frequency trading is atype of algorithmic trading. Traders are able to use HFT when they analyze important data to make decisions and complete trades in a matter of a few seconds. HFT facilitates large volumes of trades in a short amount of time while keeping track of market movements a...
High-frequency traders have roughly tripled their stock trades this month, estimates Tabb Group, a markets-research firm in New York. 纽约市场研究公司TabbGroup估计,高频交易商这个月的股票交易量达到了平时的三倍左右。 chinese.wsj.com 6. But some of the advantages that accrue to high-frequency tra...
Advantages of High-Frequency Trading High-frequency trading, along with trading large volumes of securities, allows traders to profit from even very small price fluctuations. It allows institutions to gain significant returns on bid-ask spreads. ...
High frequency trading (HFT) has been publicly scrutinized for its adverse effects to the domestic market place. Nowadays, it is not uncommon to find an article about an investigation due to high frequency traders colluding and sharing private information in major news publications. This fascinating...
High Frequency Tradingearnings announcementsearnings response coefficientprice impact of tradesanalyst forecastPrompted by concerns that high frequency traders (HFTs) reap unfair advantages over other traders by using faster trading technologies, regulators are contemplaBhattacharya, Neil...
High-frequency traders move in and out of trades at a rapid pace, aiming to capture small amounts of profit each time that, over time, aggregate into a substantial sum of profit. Typically, thealgorithmswith faster execution speeds have an advantage over algorithms with slower execution speeds....
Researchers use datasets that explicitly identify high-frequency traders (by some definition), explore the trading strategies they use, test whether those strategies are profitable, and consider whether they impede or improve price discovery. For example, Brogaard, Hendershott and Riordan (2014), ...
High-frequency traders earn their money on any imbalance between supply and demand, using arbitrage and speed to their advantage. Their trades are not based on fundamental research about the company or its growth prospects, but on opportunities to strike. ...