More News ...
- Weird stuff in high frequency markets
- From Internet  |  @02-28-12
- "Low-Latency Trading" by Joel Hasbrouck and Gideon Saar (2011). You're looking at the flow of "messages"--limit orders placed or canceled--on the NASDAQ. The x axis is time, modulo 10 seconds. So, you're looking at the typical flow of messages over any 10 second time interval.
As you can see, there ...
- Sorry, SEC. Fast trading on Wall Street is here to stay
- From Internet  |  @02-28-12
- Instead of making an enemy of the high frequency trading firms, the SEC might be better off teaming up with them to help police the markets and provide liquidity.
By Cyrus Sanati, contributor
FORTUNE -- The rise of the machines on Wall Street seems unstoppable. While regulators say they are concerned about ...
- High-Frequency Trading Is High-Tech Cheating
- By Jeff Reeves,  |  @02-28-12
It's skimming by algorithm — and it impairs liquidity and efficiency for real, human investors
According to a recent article in The Wall Street Journal, the Securities & Exchange Commission is looking to take on "high-frequency trading." For those unfamiliar with the practice, it involves having stocks trade almost ...
- The fast and the furious
- By Gary Neill  |  @02-28-12
High-frequency trading seems scary, but what does the evidence show?
ON FEBRUARY 3RD 2010, at 1.26.28 pm, an automated trading system operated by a high-frequency trader (HFT) called Infinium Capital Management malfunctioned. Over the next three seconds it entered 6,767 individual orders to buy light sweet crude oil futures ...
- Gone in 22 Seconds
- By Al Lewisis,  |  @02-27-12
If Mary Schapiro, chairman of the Securities and Exchange Commission, wants to regulate the stock market, she's going to have to think faster.
Last week, Ms. Schapiro said she's worried about high-frequency stock trades.
She said they have little to do with "the fundamentals of the company being traded," just ...
- Murmuration and High Frequency Trading
- From Internet  |  @02-25-12
- Is murmuration just herd mentality, speeded up? And if so, can it be compared to high frequency trading, ie. buying securities, speeded up? The following, from Nanex, shows that, yes, HFT is fast - but it lacks (crucially) the crash avoidance that starling flocks exhibit in murmuration: "High Freak ...
- High-frequency trading: The fast and the furious
- From Internet  |  @02-24-12
- High-frequency trading seems scary, but what does the evidence show?
ON FEBRUARY 3RD 2010, at 1.26.28 pm, an automated trading system operated by a high-frequency trader (HFT) called Infinium Capital Management malfunctioned. Over the next three seconds it entered 6,767 individual orders to buy light sweet crude oil futures on the ...
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