Differences
This shows you the differences between two versions of the page.
Both sides previous revision Previous revision Next revision | Previous revision | ||
high_frequency_trading [2013-01-31 23:01] – nik | high_frequency_trading [2013-05-09 07:17] (current) – nik | ||
---|---|---|---|
Line 1: | Line 1: | ||
- | === High Frequency Trading === | + | ==== High Frequency Trading |
High-frequency traders employ algorithms to look for patterns in the market and exploit them. An important part of this is Low Latency Trading which uses computers that execute trades within milliseconds. The bots that do the trading at millisecond speed are written by financial-mathematicians called Quants. | High-frequency traders employ algorithms to look for patterns in the market and exploit them. An important part of this is Low Latency Trading which uses computers that execute trades within milliseconds. The bots that do the trading at millisecond speed are written by financial-mathematicians called Quants. | ||
Line 15: | Line 15: | ||
Dutch TV showed a great doc ' | Dutch TV showed a great doc ' | ||
- | === Trial and Error === | + | ==== Trial and Error ==== |
design, test and trade -> https:// | design, test and trade -> https:// | ||
- | === On the appearance of strange bots in HFT === | + | ==== On the appearance of strange bots in HFT ==== |
< | < | ||
But the algorithms we see at work here are different. They don't serve any function in the market. University of Pennsylvania finance professor, Michael Kearns, a specialist in algorithmic trading, called the patterns " | But the algorithms we see at work here are different. They don't serve any function in the market. University of Pennsylvania finance professor, Michael Kearns, a specialist in algorithmic trading, called the patterns " | ||
Line 34: | Line 34: | ||
* http:// | * http:// | ||
- | === Accidental Art === | + | ==== Accidental Art ==== |
{{http:// | {{http:// | ||
- | === Lightspeed not fast enough. === | + | ==== Lightspeed not fast enough. |
< | < | ||
Line 48: | Line 48: | ||
</ | </ | ||
- | === the 400ms news leak === | + | ==== the 400ms news leak ==== |
"On January 31, 2013, approximately 400 milliseconds before the official release of the EIA Natural Gas Report, trading activity exploded in Natural Gas Futures and ETFs such as UGZ, UNG and BOIL." http:// | "On January 31, 2013, approximately 400 milliseconds before the official release of the EIA Natural Gas Report, trading activity exploded in Natural Gas Futures and ETFs such as UGZ, UNG and BOIL." http:// | ||
/4090.html | /4090.html | ||
+ | |||
+ | " | ||
+ | |||
+ | http:// | ||
+ | |||
+ | ==== "This Is What One Half Second of High Speed Trading Looks Like" ==== | ||
+ | |||
+ | < | ||
+ | |||
+ | http:// | ||
---- | ---- |