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BigData and regulation in high frequency trading
Proceedings of the 2017 International Conference on Cloud and Big Data Computing, 2017In this article, we are defining a proposed architecture that can resolve the main problem of high frequency trading which is the maturity level of financial data used by robot trader. The volume of markets data which comes every fragment of second, has caused a fatal problem in decision making on market.
Noussair Fikri +4 more
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High Frequency Trading and Fundamental Trading
SSRN Electronic Journal, 2017I develop a multi-period trading model to analyze how a fundamental trader adjusts his trading strategies and information production decisions to the existence of high frequency trading (HFT). I show that these decisions differ strongly depending on the type of information that the HFT can observe.
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High Frequency Trading, Liquidity, and Execution Cost
SSRN Electronic Journal, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Edward W. Sun, Timm Kruse, Min-Teh Yu
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Strategic liquidity provision in high-frequency trading
International Review of Financial Analysis, 2019We construct a Kyle (1985)-type market model in which fast and slow traders are present. After deriving the equilibrium condition described as a simultaneous equation system, we will perform numerical calculations. A major finding is that the fast trader who has an advantage in trade frequency acts as a liquidity provider, in that he takes the opposite
Takaki Hayashi, Katsumasa Nishide
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High-Frequency Trading and Conflict in the Financial Markets
Journal of Information Technology, 2017The last few decades has seen an ever-increasing growth in the way activities are productized and associated with a financial cost. This phenomenon, termed financialization, spans all areas including government, finance, health and manufacturing. Recent developments within finance over that past decade have radically altered the way trading occurs ...
Ricky Cooper +2 more
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Capability Satisficing in High Frequency Trading
SSRN Electronic Journal, 2016Abstract This paper explains the capability theory of how HFT firms make allocation decisions under uncertainty, and shows how capability maximization is precisely consistent with utility theory. The issue, however, is how these firms actually make allocation decisions in practice.
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Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies
European Journal of Finance, 2021Wolfgang Karl Härdle
exaly