Tag Archives: High-Frequency tr

Why Market Microstructure Matters in High-Frequency Trading

Market microstructure deals with the trading of financial assets and the evolution of asset prices by taking into account of transaction costs, incomplete information, and heterogeneous expectations. The study of market microstructure requires transaction level data (intraday) that allows examination … Continue reading

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The Best Places in the World for Ultra High-Frequency Trading

The best places for ultra high-frequency trading might be an empty lot in Uzbekistan or a barge anchored miles off Chile’s southern coast. A new analysis, to be discussed at High-Frequency Trading Experts Workshop 2010 (http://www.HFTExpertsWorkshop.com), organized by Golden Networking … Continue reading

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Northwestern University Researcher Proves that High-Frequency Trading Tends to Improve Market Quality

Jonathan Brogaard, a Ph.D. candidate at Northwestern University’s  Kellogg School of Management, who has studied high-frequency trading in great detail, has concluded that high-frequency trading only makes the markets more efficient. Golden Networking‘s High-Frequency Trading Experts Workshop 2010 (http://www.HFTExpertsWorkshop.com), “Practical … Continue reading

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Starting a High-Frequency Trading Operation as Easy as Turning on a MacBook Air?

As reported by PC Magazine, Apple touts that users will gush over the instant-on feature. Any time a MacBook Air user closes the lid or puts the system to sleep, the system stays asleep for 70 minutes and then goes … Continue reading

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Craig Schiffer, Partner, Sevara Partners, Keynote Speaker at Golden Networking’s Derivatives Leaders Forum 2010

Craig Schiffer, co-founder, Sevara Partners, Keynote Speaker at Derivatives Leaders Forum 2010, “Strategies for Increasing Profits under an Evolving Regulatory Framework” (http://www.DerivativesLeadersForum.com), July 22nd, New York City Continue reading

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High-Frequency Trading Firms Not To Blame for Market Plunge

A big mystery seller of futures contracts during the market meltdown last week was not a hedge fund or a high frequency trader as many have suspected, but money manager Waddell & Reed Financial Inc. Continue reading

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