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High Frequency Trading (HFT)

The Optimal Order Execution Problem within the Framework of a High Frequency Trading   Sample Model

The Optimal Order Execution Problem within the Framework of a High Frequency Trading Sample Model

... in trading volumes of High- Frequency Trading (HFT) has recently drawn massive public ...way HFT is perceived in public, media and regulatory discussions shows, that new academic ...

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Effect Of High Frequency Trading On Retail Investors – A Study In India

Effect Of High Frequency Trading On Retail Investors – A Study In India

... of high frequency trading activity is increasing in recent past and posing crucial questions, whether high frequency trading is beneficial for the financial markets to both ...

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An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology

An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology

... a high frequency trading (HFT) technology. HFT is a type of al- gorithmic trading that uses sophisticated computer algorithms to implement vast amounts of trades in extremely ...

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Developing bid-ask probabilities for high-frequency trading Lester Ingber 1

Developing bid-ask probabilities for high-frequency trading Lester Ingber 1

... Methods of path integrals are used to develop multi-factor probabilities of bid-ask vari- ables for use in high-frequency trading (HFT). Adaptive Simulated Annealing (ASA) is used to fit the ...

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An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology

An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology

... a high frequency trading (HFT) technology. HFT is a type of al- gorithmic trading that uses sophisticated computer algorithms to implement vast amounts of trades in extremely ...

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Will high-frequency trading practices transform the financial markets in the Asia Pacific Region?

Will high-frequency trading practices transform the financial markets in the Asia Pacific Region?

... Though HFT has been gaining global popularity, it still faces a unique set of chal- lenges that raise questions about ...regulators. HFT practices have been criticized for skim- ming profits at the expense ...

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Equilibrium Investment in High Frequency Trading Technology: A Real Options Approach

Equilibrium Investment in High Frequency Trading Technology: A Real Options Approach

... all trading venues instantaneously or obtain a glimpse of the true state of the market before everyone ...a high frequency trading ...of high frequency trading in the ...

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Modelling Intervalling Effect of High Frequency Trading on Portfolio Volatility

Modelling Intervalling Effect of High Frequency Trading on Portfolio Volatility

... minimum trading interval could affect portfolio ...fast trading could in- crease portfolio price fluctuation and hence potentially suggests another cost of high frequency trading, ...

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Regulating High Frequency Trading: The Case for Individual Criminal Liability

Regulating High Frequency Trading: The Case for Individual Criminal Liability

... the high-frequency trading space. Two features of high-frequency trading make the strategy particularly challenging to regulate: 1) it is difficult to draw a line between ...

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Aggressive and Defensive High‑Frequency Trading and its Impact on Liquidity of German Stock Market

Aggressive and Defensive High‑Frequency Trading and its Impact on Liquidity of German Stock Market

... in high frequency data (Bandi and Russell, 2008). Changes in HFT activity are stationary varying around 0 with small positive changes and less dense greater negative changes, which suggest sudden ...

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Applying Spam-Control Techniques To Negate High Frequency Trading Advantages

Applying Spam-Control Techniques To Negate High Frequency Trading Advantages

... in HFT systems microseconds matter. If one HFT can process information faster than a competitor that is the winning ...more HFT systems start doing this, it is only a matter of time before ...

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High Frequency Trading and the Warsaw Stock Exchange Fees' Structure   Preliminary Examination

High Frequency Trading and the Warsaw Stock Exchange Fees' Structure Preliminary Examination

... In this forecasting study we examine the possible impact of WSE fees’ structure on the key HFT strategies. Beginning with November 2012 Warsaw Stock Exchange due to infrastructural changes will enable the ...

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High Frequency Trading: highway to financial hell or economic salvation : a comprehensive review of the High Frequency Trading literature

High Frequency Trading: highway to financial hell or economic salvation : a comprehensive review of the High Frequency Trading literature

... The HFT can also use pinging or sniping to discover hidden sliced ...An HFT submits limit orders which she shortly thereafter cancels, as was demonstrated in Table ...The HFT is able to send large ...

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Has Regulation Affected the High Frequency Trading Market?

Has Regulation Affected the High Frequency Trading Market?

... took trading volume away from the traditional floor ...used HFT to manipulate the market and how agencies have enforced against those manipulative ...of HFT for ...of HFT has limited bad ...

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Coevolution of Technical Trading Rules for High Frequency Trading

Coevolution of Technical Trading Rules for High Frequency Trading

... with high fitness survive and pass down their genetic material to their offspring, and solutions with low fitness are replaced using tournament by solutions that surpass them in ...

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Online Full Text

Online Full Text

... of high frequency financial trading using gold and silver ...is trading currency pairs, precious metals, stocks, or commodities, the very characteristics of such systems often pose great ...

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Computer-based trading and market abuse

Computer-based trading and market abuse

... knowledge, and people start talking in conferences and it gets dispersed to the general public and the big asset managers. So that’s the national progression I would see in technology. (Interview with Peter Van Kleef, ...

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Statistical Arbitrage Pairs Trading with High-frequency Data

Statistical Arbitrage Pairs Trading with High-frequency Data

... a high-frequency pairs trading strategy is based on permanent trading on the market, it would be naive to ignore those ...that high-frequency trading is a liquidity ...

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Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level

Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level

... the trading of market wide instruments such as index ...uses high frequency data, which provides greater insight into the dynamic behaviour of the two ...

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Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets

Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets

... leading high educational institution in Europe in IXX-XXI ...his high degree and conducted his scientific work on the cyclical fluctuations in the economic systems in the City of Kharkiv in the State of ...

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