Tag Archives: Interactive Brokers Group

Life After the “Flash Crash”: Book Excerpt from The Speed Traders, by Edgar Perez

After May 6, 2010, an abundance of unanswered questions remained as the entire financial world sought to find a reasonable explanation for the events that befell the market. Who or what was the culprit? Why did markets spin out of … Continue reading

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High-Speed Traders Dive Into Foreign Exchange Despite Doubts

The Wall Street Journal’s Neil Shah reported about a little-known firm called Timber Hill LLC trying to grab a bigger share of the world’s foreign-exchange trading business. Timber Hill’s head of foreign-exchange trading, 28-year-old Matt Lauria, hopes to challenge Wall … Continue reading

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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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Kauffman Declares ETFs Riskier to Markets Than High-Frequency Trading

Exchange-traded funds, not high- frequency trading, pose the greatest danger to stock-market stability and may trigger more disruptions like the May 6 selloff, according to the Kauffman Foundation in Kansas City. High-Frequency Trading Experts Workshop 2010 (http://www.HFTExpertsWorkshop.com), “Practical Implementation of … Continue reading

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U.S. Securities and Exchange Commission Bans “Naked Access” to Traders

In an attempt to prevent an electronic trading error from happening in the future, the U.S. Securities and Exchange Commission finally voted in favor of banning “naked access” to traders. Why this is relevant to high-frequency traders will be explained … 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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Forget the Trading Floor, the Money-Making Spot is in the Middle of the Atlantic Ocean

Forget the trading floor—in the future, an empty lot in Uzbekistan or a barge anchored miles off Chile’s southern coast may be the most lucrative spot for playing the market. A new analysis, to be discussed at Golden Networking‘s High-Frequency … Continue reading

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What It Takes to Get into High-Frequency Trading, Not Much, says Lakeview’s Peter van Kleef

Not much is required to get into high-frequency trading these days, according to Peter van Kleef, Chief Executive Officer of Lakeview Arbitrage, in an interview published by FX Trader Magazine. Mr. van Kleef will be leading High-Frequency Trading Experts Workshop … Continue reading

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EU Commission Love-Hate Relationship with High-Frequency Trading

High-frequency trading of stocks requires more regulation given the risks it poses, Michel Barnier, the commissioner for internal markets and services at the European Commission, said on Tuesday, adding he will work with U.S. regulators to craft new rules. How … Continue reading

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