Results 211 to 220 of about 30,305 (249)
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High Frequency Trading: Una Panoramica (High Frequency Trading: An Overview)
SSRN Electronic Journal, 2013Nel seguente lavoro si propone un’analisi dei sistemi di trading ad alta frequenza (Hft); il fenomeno ha avuto origine e si e sviluppato sul mercato azionario statunitense, ma, nel corso degli ultimi anni si sta progressivamente espandendo alla maggioranza delle asset class sui principali mercati finanziari globali.
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SSRN Electronic Journal, 2011
High-frequency trading (HFT) has recently drawn massive public attention fuelled by the U.S. May 6, 2010 flash crash and the tremendous increases in trading volumes of HFT strategies. Indisputably, HFT is an important factor in markets that are driven by sophisticated technology on all layers of the trading value chain.
Peter Gomber +3 more
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High-frequency trading (HFT) has recently drawn massive public attention fuelled by the U.S. May 6, 2010 flash crash and the tremendous increases in trading volumes of HFT strategies. Indisputably, HFT is an important factor in markets that are driven by sophisticated technology on all layers of the trading value chain.
Peter Gomber +3 more
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Clustering of Trade Prices by High-Frequency and Non–High-Frequency Trading Firms
Financial Review, 2014AbstractWe examine clustering of transaction prices in a sample that contains high‐frequency trading firms’ transactions. We separate our sample into four categories: transactions with a high‐frequency trading firm on both sides of the transaction, on only one side of the transaction (either liquidity provider or liquidity demander), or on neither side
Robert Van Ness +2 more
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Online algorithms in high-frequency trading
Communications of the ACM, 2013The challenges faced by competing HFT algorithms.
Jacob Loveless +2 more
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Understanding the Stakes of High-Frequency Trading
The Journal of Trading, 2014Recent regulatory changes, known as Reg NMS in the United States or MiFID in Europe, together with the effects of the financial crisis (mainly its impact on liquidity), induced major changes on market microstructure in two main aspects: • the fragmentation of the liquidity around several trading venues, with the appearance of newcomers in Europe
Abergel, F. +2 more
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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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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, 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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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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