Abrol, S., et al. (2016). "High Frequency Trading and US Stock Market Microstructure: A Study of Interactions between Complexities, Risks and Strategies Residing in U.S. Equity Market Microstructure." Fin. Markets, Institutions & Instruments 25(2): 107-165....
An expected first half rise in stock market volatility has begun and "history suggests at least a 5% SPX slide," Wells Fargo equity strategist Christopher Harvey write in a note Wednesday, referring to the S&P 500. Tuesday's "market action might be the start of the selloff we have been e...
asian benchmarks mostly rise in subdued trading on us jobs worries business news news home stock market today: asian benchmarks mostly rise in subdued trading on us jobs worries asian shares are mostly higher in cautious trading after wall street drifted to a quiet ...
High-frequency trading is now estimated to drive at least 50% of the stock market, with some pushing its share as high as 70%. It also takes about a quarter of futures markets. And it is highly lucrative. According to analysts at the Tabb Group, HF traders earned around $13 billion in...
I review the recent high-frequency trader (HFT) literature to single out the economic channels by which HFTs affect market quality. I first group the various theoretical studies according to common denominators and discuss the economic costs and benefits they identify. For each group, I then revie...
With the increased computerization of the markets today, including the advent ofhigh-frequency trading (HFT), trades are often processed in milliseconds. As a result of incredibly rapid feedback loops among the algorithms, selling pressure can mount within moments, and huge losses can be experienced...
Indeed, the trading polarity provides a new indicator from a high-frequency perspective to understand and foresee the market’s behavior in a data-driven manner. Keywords: stock market crash; trading behavior; trading imbalance; trading polarity...
When the stock market opens on trading day t: the trader uses the model to get the return ranking of all stocks in the stock pool and then buys the stock with the highest return ranking. When the stock market opens on trading day t + 1: the trader sells all the stocks bought on day...
With the increased computerization of the markets today, including the advent ofhigh-frequency trading (HFT), trades are often processed in milliseconds. As a result of incredibly rapid feedback loops among the algorithms, selling pressure can mount within moments, and huge losses can be experienced...
Interactive Brokers (IBKR) is the top platform for day traders, primarily due to its low margin rates and cost-effective fee structure, which are critical for high-frequency trading strategies. IBKR’s Pro account offers some of the lowest margin rates in the industry, starting at 5.83% for ...