The Future of Speed Trading at World’s Most Influential High-Frequency Trading Conference

High-frequency trading is fundamentally based on how market participants (for this discussion I’m talking about stock markets) place their orders to buy and sell shares and how HFT players act on those orders.

For every stock that’s traded there is always (or at least it used to be “always”) a “bid” and an “ask” price. Sometimes you’ll hear the term “offer” or “offered” price, those terms are interchangeable with the term “ask” or “asking price.”

The bid price is the price which someone is “bidding,” or willing to pay to own shares. The ask price is the price which someone is willing to sell shares, or is “offering” or “asking” to sell at.

Bids and offers each come with the quantity of shares that the buyer or seller want to trade. There are millions of bids and offers made all day long, every trading day. In fact, for every stock there are many bids and offers at several different prices.

High-Frequency Trading Leaders Forum 2012

All the issues above will be discussed at  High-Frequency Trading Leaders Forum 2013, “Strategic and Tactical Insights for Investors, Speed Traders, Brokers and Exchanges” will provide the insights investors and speed traders need to protect and refine their competitive advantage in a world dominated by algorithmic and high-frequency trading.

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