High Frequency Trading
Get flash to fully experience Pearltrees
"Vous connaissez 24 heures chrono ?" Devant un hangar aux allures ordinaires d'une zone industrielle à moitié désertée du New Jersey, Jayesh Punater plaisante, faisant référence à la fameuse série américaine à suspense.
[2012] Enquête dans les coulisses du trading à haute fréquence (high frequency trading)
Trading Shares in Milliseconds
In a hurry: Manoj Narang, founder and head of Tradeworx, buys and sells millions of shares every day, using algorithms that often execute thousands of trades per second. Credit: Steve Moors
Banques zombies et trading mutant
Une course de vitesse est engagée entre les grandes places boursières du monde entier ; c’est à celle qui aura le système informatique de traitement des ordres le plus rapide. Leurs performances sont désormais comparées en utilisant les millisecondes (millièmes de secondes), alors que la norme était de l’ordre des 2 à 3 secondes il y a encore à peine deux ans. Cette sévère compétition ne se déroule pas seulement entre les Bourses elles-mêmes, mais également entre celles-ci et tous ces nouveaux venus sur le marché que sont les plate-formes alternatives de négociations ultra-rapides, souvent créées et soutenues par les mégabanques elles-mêmes.The Matrix, but with money: the world of high-speed trading
It sounds like something out of The Matrix: a giant, world-spanning electronic network where high-powered machines, some of them using GPUs to gain a speed advantage, run secret, rapidly-evolving software algorithms that battle it out for profits in a high-stakes game of cat-and-mouse, attack-counterattack, that yields some $21 billion a year for the winners and can spell ruin for the losers.
By Irene Aldridge -- High-frequency trading has grown exponentially in the past several years, and, according to the FIN alternatives 2009 Technology and High-Frequency Trading Survey, that growth is here to stay. A whopping 90% of respondents think that HFT has a bright future. In comparison, only half believe that the investment management industry has favorable prospects, and only 42% have a positive outlook when it comes to the U.S. economy.
Survey: High-Frequency Trading Has a Bright Future | FINalternat
A main concern regarding the recent development of high frequency trading (HFT) is its relationship with volatility.
[2010] High Frequency Trading and its Impact on Market Quality by Jonathan Brogaard
The author is Jonathan Brogaard of Northwestern and here is the abstract: This paper examines the impact of high frequency traders (HFTs) on equities markets.
A new paper on high-frequency trading
[May 6, 2010] The Flash Crash & Quote Stuffing
[2011] Man vs. Machine on Wall Street: How Computers Beat the Market - Business - The Atlantic
Wall Street, meet your post-human future.