Tag Archives: seis de mayo

Book Review: The Speed Traders An Enlightening Book: Perez Illuminates the World of Speed

“Alternating between an annotated timeline of the development of high-frequency trading and interviews with top high-frequency traders, Perez illuminates the world of speed.” That is how Seeking Alpha’s Brenda Jubin starts her review of The Speed Traders, An Insider’s Look … Continue reading

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Surprisingly, High-Frequency Stalwart GETCO Backs Tougher Regulation in Europe

Reuters’ Luke Jeffs reports that super high-frequency trader GETCO is backing regulatory plans to impose restrictions on these controversial trading firms but questioned whether these measures alone would prevent a repeat of last year’s U.S. flash crash. The U.S. Securities … 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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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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Is High-Frequency Trading Really Fast, Loose, and Out of Control as Newsweek Says?

Newsweek says “High-frequency traders, who on the whole have maintained a low profile, say that because their frenzied trading provides liquidity, they help markets run smoother, improving the environment for all investors. But combine the speed at which they operate, … Continue reading

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Protected: High-Frequency Trading Leaders Forum 2010 Report (Part II): What Really Happened on May 6th, The Day of the “Flash Crash”: The Untold Story by Tradeworx’s Manoj Narang (Available ONLY to Subscribers)

There is no excerpt because this is a protected post.

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