By Matthew Leising
CME Group Inc. (CME), the world's largest futures exchange, said there is
no indication of erroneous trading in 10-year Treasury futures contracts
today after Federal Reserve Chairman Ben...
Yesterday we came across an interesting blog post by John Cochrane, a
professor at the University of Chicago’s Booth School of Business. His
post, titled Weird Stuff in High Frequency...
Deutsche Borse has revealed it will charge traders that cancel an excessive
amount of orders.
The move comes in response to the growing number of high frequency traders
on the exchange...
Financial innovation can do a lot of good, says Andrew Palmer. It is its
tendency to excess that must be curbed
FINANCIAL INNOVATION HAS a dreadful image these days. Paul Volcker,...
"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...
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...
By Jeff Reeves,
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...
By Gary Neill
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...
By Al Lewisis,
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...
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,...
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...
By David S. Hilzenrath,
Trying to get a handle on the impact of high-frequency trading, which is
practiced by technologically turbocharged investors, illustrates how
regulators are often hard-pressed to keep up...
By Angela Moon and Jessica Toonkel,
(Reuters) - A surge in trading in a product used to make outsized bets on
rising volatility has become the latest example of how exchange-traded...
By David S. Hilzenrath;
The chairman of the Securities and Exchange Commission is worried about the
rise of high-frequency trading, but two years after the agency flagged the
phenomenon as a...
By Dow Jones,
CME Group Inc. (CME) on Wednesday outlined plans to tie executive pay more
closely to performance amid a range of efforts intended to make the world's
largest futures...
