High Frequency Trading

Welcome to the 'High Frequency Trading' tag page at Technorati. This page features content from the farthest reaches of the Blogosphere that authors have "tagged" with 'High Frequency Trading'.

Latest blogosphere posts tagged “High Frequency Trading”

• High Frequency Trading - Stock Market Volume Explosion

  
  Short-Term Trading — Authority: 479
  It is very interesting the chart published by Themis , which presents the exponential jump in stock volume since the adoption of Reg NMS and the appearance of various ECN/ATS. Zerohedge points out: "The "strange attractor" of HFT, in which a HFT dominated stock attracts more HFT strategies with the flip of a ...
  3 days ago

• Options Exchanges Seek To Evaluate And Manage Role Of HFT Traders

  
  zero hedge — Authority: 742
  With the role of HFT in stocks being actively investigated thanks to Senator Kaufmans ongoing crusade against a two-tiered market, the spotlight has shifted toward High Frequency Trading strategies in options, where now the exchanges themselves are evaluating whether HFT traders are benefiting from their two-tiered ...
  4 days ago

• Characteristics of Some High Frequency Trading Algorithms

  
  Wall St. Cheat Sheet — Authority: 587
  Gilbert "Gman" Mendez It seems the chatter about High Frequency Algorithms has gone down a fair amount. Maybe as intraday traders we have become desensitized to their shenanigans and have learned to live with the frustration they bring to our business. Or maybe there really isn’t much to talk about. How many times ...
  4 days ago

• Was 2009 the year of the market maker?

  
  FT Alphaville — Authority: 671
  We were intrigued by a comment by one of our contacts that 2009, more than anything else, had been the year of the market maker. And that’s on every level. Think about it: Traditional value investing was confused; analysts got forecasts completely wrong and even commodities failed to perform to the level many city ...
  5 days ago

• High Frequency Trading Needs Regulation

  
  Short-Term Trading — Authority: 479
  ‘Naked’ Access Grows to 38% of U.S. Trading Volume Hedge funds and high-frequency traders who circumvent brokerages in the U.S. stock market now account for 38 percent of the nation’s transactions, a fourfold increase from 2006. The practice known as naked sponsored access, in which investors shave milliseconds ...
  1 week ago

• The Proposal That Has Dark Pools Sweating; The Dark Pool Vs. HFT Scramble Is About To Enter Round Two

  
  zero hedge — Authority: 742
  Dark pool operators, who have quietly been redirecting shady order flow via dark pools of "liquidity" with minimal supervision and below the radar for many years, are getting spooked by a proposed SEC rule which would have these same dark pools identifying their trades in real time, thus removing the benefits ...
  1 week ago

• Quants Need to be Adaptive

  
  Short-Term Trading — Authority: 479
  In this article the author wrote: "Computer-driven hedge funds must hunt for new areas to exploit as some areas of making money have become so overcrowded they may no longer be profitable, according to Goldman Sachs Asset Management. Robert Litterman, managing director and head of quantitative resources, said ...
  1 week ago

• SECs Schapiro Responds To Sen. Kaufman, Promises To Curb HFT Market Manipulation

  
  zero hedge — Authority: 742
  The funny part: "I can assure you the Commission takes very seriously credible allegations of market manipulation and, through its examinations and investigations, is actively enforcing the securities laws on an ongoing basis." Its funny cause its not true. We may, however, change our mind when the SEC ...
  1 week ago

• Latency Arbitrage: The Real Power Behind Predatory High Frequency Trading

  
  zero hedge — Authority: 742
  A new white paper out of Themis Trading analyses the impact of predatory algos comprising various HFT strategies. In Themis view: predatory HFT generates $1.5-$3 billion in profit. Themis concludes with the following three market integrity questions: 1. Instead of belittling the impact of latency arbitrage, and ...
  2 weeks ago

• Pi: Why Geeks are the Future Storm Troopers on Wall Street

  
  Wall St. Cheat Sheet — Authority: 587
  Top Wall Street firms have always had some freakishly brilliant people figuring out how to arbitrage every inefficiency in the world of transactions. But a recent Reuters article noted how the newer crowd is starting to look more like “the type of guys you would see at a Star Wars convention.” With ETFs gaining ...
  2 weeks ago

• Wall Streets no-longer-so-secret society: High speed trading gets scrutiny, rivals

  
  DailyFinance — Authority: 758
  Filed under: Investing An arms race has begun in the secretive world of high frequency trading, the practice of making a high number of trades netting small gains that can add up to big profits at the end of the day. Fueling the competition is the entry of more players into the field as well as technological ...
  4 weeks ago

• Weekly Link Stuff

  
  Canadian Tax Resource — Authority: 419
  E very week (almost anyway), I publish a list of posts from other personal finance bloggers. Here is a list if articles I’ve found interesting this past week. Financial Highway – 10 Money Myths to Watch Out For Hull & Hull, LLP – Avatars Beware – What Happens To Your On-Line When You Die? Thicken My ...
  4 weeks ago

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