Special Issue High Frequency Trading
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Special Issue High Frequency Trading
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Author :
language : en
Publisher:
Release Date : 2013
Special Issue High Frequency Trading written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
High Frequency Trading
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Author : Tarun Chordia
language : en
Publisher:
Release Date : 2014
High Frequency Trading written by Tarun Chordia and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
High-frequency traders in financial markets have been making media headlines. As a relatively new phenomenon, much of the discussion is not backed by solid academic research. In this special issue of the Journal of Financial Markets on High-Frequency Trading, we present several research papers that aim to inform the discussion on this important issue.
Special Issue On Computerized And High Frequency Trading
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Author :
language : en
Publisher:
Release Date : 2014
Special Issue On Computerized And High Frequency Trading written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
High Frequency Trading And Limit Order Book Dynamics
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Author : Ingmar Nolte
language : en
Publisher: Routledge
Release Date : 2016-04-14
High Frequency Trading And Limit Order Book Dynamics written by Ingmar Nolte and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-14 with Business & Economics categories.
This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address critical practical issues in these areas of research. Thirteen chapters, each of which makes a valuable and significant contribution to the existing literature have been brought together, spanning a wide range of topics including information asymmetry and the information content in limit order books, high-frequency return distribution models, multivariate volatility forecasting, analysis of individual trading behaviour, the analysis of liquidity, price discovery across markets, market microstructure models and the information content of order flow. These issues are central both to the rapidly expanding practice of high frequency trading in financial markets and to the further development of the academic literature in this area. The volume will therefore be of immediate interest to practitioners and academics. This book was originally published as a special issue of European Journal of Finance.
High Frequency Trading
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Author : Irene Aldridge
language : en
Publisher: John Wiley & Sons
Release Date : 2013-04-01
High Frequency Trading written by Irene Aldridge and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-01 with Business & Economics categories.
A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets. Includes numerous quantitative trading strategies and tools for building a high-frequency trading system Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation The book also includes a companion Website where selected sample trading strategies can be downloaded and tested Written by respected industry expert Irene Aldridge While interest in high-frequency trading continues to grow, little has been published to help investors understand and implement this approach—until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply it to your everyday trading endeavors.
Handbook Of High Frequency Trading
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Author : Greg N. Gregoriou
language : en
Publisher: Academic Press
Release Date : 2015-02-05
Handbook Of High Frequency Trading written by Greg N. Gregoriou and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-02-05 with Business & Economics categories.
This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation. They look deeply into computing infrastructure, describing data sources, formats, and required processing rates as well as software architecture and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technological advances in hardware and software, and the evolution of the trading landscape. Developed for students and professionals who want more than discussions on the econometrics of the modelling process, The Handbook of High Frequency Trading explains the entirety of this controversial trading strategy. Answers all questions about high frequency trading without being limited to mathematical modelling Illuminates market dynamics, processes, and regulations Explains how high frequency trading evolved and predicts its future developments
High Frequency Trading Economic Necessity Or Threat To The Economy
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Author : Stefan Höppel
language : en
Publisher: diplom.de
Release Date : 2014-02-01
High Frequency Trading Economic Necessity Or Threat To The Economy written by Stefan Höppel and has been published by diplom.de this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-01 with Business & Economics categories.
In the last four decades, technological progress led to an electrification of stock trading systems. It was realized that the profitability of trading strategies could be increased by employing computer algorithms to trade autonomously. This led to the implementation of High Frequency Trading (HFT). Theoretically HFT should increase efficiency in financial markets but it seems that, at least under certain circumstances, it causes market instability. The aim of this paper is to discuss the effect of HFT on market quality and why HFT cannot be fully explained by the neoclassical theory of economics. Therefore, the controversial positions in literature will be presented and discussed. It is especially referred to the influence of HFT on liquidity, price discovery and volatility. Primarily, its negative effect on volatility seems to contravene the modern finance. Furthermore, in the course of this work it will be illustrated that, by employing strict regulation of financial markets, this negative impact cannot be reduced to a sufficient extent in order for HFT to be characterized as market optimizing, according to the neoclassical theory of economics.
High Frequency Trading Models
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Author : Gewei Ye
language : en
Publisher: John Wiley and Sons
Release Date : 2010-12-20
High Frequency Trading Models written by Gewei Ye and has been published by John Wiley and Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-20 with Business & Economics categories.
A hands-on guide to high frequency trading strategies and models Accounting for over sixty percent of stock market trading volume and generating huge profits for a small number of firms, high frequency trading is one of the most talked about topics in the world of finance. Given the success of this approach, many firms are quickly beginning to implement their own high frequency strategies. In High Frequency Trading Models, Dr. Gewei Ye describes the technology, architecture, and algorithms underlying current high frequency trading models, which exploit order flow imbalances and temporary pricing inefficiencies. Along the way, he explains how to develop a HFT trading system and introduces you to his own system for building high frequency strategies based on behavioral algorithms. Discusses how to improve current institutional HFT strategies and suggests directions for new strategies Companion Website includes algorithms and models discussed throughout the book Covers essential topics in this field, including rebate trading, arbitrage, flash trading, and other types of trading Engaging and informative, High Frequency Trading Models is a must-read for anyone who wants to stay ahead of the curve in this hot new area.
High Frequency Trading And Limit Order Book Dynamics
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Author : Ingmar Nolte
language : en
Publisher: Routledge
Release Date : 2016-04-14
High Frequency Trading And Limit Order Book Dynamics written by Ingmar Nolte and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-14 with Business & Economics categories.
This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address critical practical issues in these areas of research. Thirteen chapters, each of which makes a valuable and significant contribution to the existing literature have been brought together, spanning a wide range of topics including information asymmetry and the information content in limit order books, high-frequency return distribution models, multivariate volatility forecasting, analysis of individual trading behaviour, the analysis of liquidity, price discovery across markets, market microstructure models and the information content of order flow. These issues are central both to the rapidly expanding practice of high frequency trading in financial markets and to the further development of the academic literature in this area. The volume will therefore be of immediate interest to practitioners and academics. This book was originally published as a special issue of European Journal of Finance.
Disrupting Finance
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Author : Theo Lynn
language : en
Publisher: Springer
Release Date : 2018-12-06
Disrupting Finance written by Theo Lynn and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-06 with Business & Economics categories.
This open access Pivot demonstrates how a variety of technologies act as innovation catalysts within the banking and financial services sector. Traditional banks and financial services are under increasing competition from global IT companies such as Google, Apple, Amazon and PayPal whilst facing pressure from investors to reduce costs, increase agility and improve customer retention. Technologies such as blockchain, cloud computing, mobile technologies, big data analytics and social media therefore have perhaps more potential in this industry and area of business than any other. This book defines a fintech ecosystem for the 21st century, providing a state-of-the art review of current literature, suggesting avenues for new research and offering perspectives from business, technology and industry.