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Books on the topic 'High frequency trading'

Author: Grafiati

Published: 4 June 2021

Last updated: 24 January 2023

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1

Aldridge, Irene, ed. High-Frequency Trading. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119203803.

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2

High-frequency trading models. Hoboken, N.J: John Wiley & Sons, 2011.

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3

Ye, Gewei, ed. High-Frequency Trading Models. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119201724.

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4

Durbin, Michael. All about high-frequency trading. New York, NY: McGraw-Hill, 2010.

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5

All about high-frequency trading. New York, NY [u.a.]: McGraw-Hill, 2010.

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6

High-frequency trading: A practical guide to algorithmic strategies and trading system. Hoboken, N.J: Wiley, 2010.

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7

Florescu, Ionut, Maria C. Mariani, H. Eugene Stanley, and Frederi G. Viens, eds. Handbook of High-Frequency Trading and Modeling in Finance. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2016. http://dx.doi.org/10.1002/9781118593486.

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8

Chaboud, Alain P. Trading activity and exchange rates in high-frequency EBS data. Washington, D.C: Federal Reserve Board, 2007.

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9

1971-, Lee Sang, ed. The high frequency game changer: How automated trading strategies have revolutionized the markets. Hoboken, N.J: John Wiley, 2011.

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10

Banks, Erik. Dark pools: Off-exchange liquidity in an era of high frequency, program and algorithmic trading. 2nd ed. Houndmills, Basingstoke, Hampshire: Palgrave Macmillan, 2014.

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11

The speed traders: An insider's look at the new high-frequency phenomenon that is transforming the investing world. New York: McGraw-Hill, 2011.

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12

Amuk, Sal. Broken markets: How high frequency trading and predatory practices on Wall Street are destroying investor confidence and your portfolio. Upper Saddle River, N.J: FT Press, 2012.

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13

1966-, Saluzzi Joseph, ed. Broken markets: How high frequency trading and predatory practices on Wall Street are destroying investor confidence and your portfolio. Upper Saddle River, N.J: FT Press, 2012.

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14

United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs. Subcommittee on Securities, Insurance, and Investment. High frequency trading's impact on the economy: Hearing before the Subcommittee on Securities, Insurance, and Investment of the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Thirteenth Congress, second session, on examining the value, benefits, risks, burdens, and concerns high frequency trading creates for the economy and the marketplace, June 18, 2014. Washington: U.S. Government Printing Office, 2014.

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15

Chaboud, Alain P. The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market. Washington, D.C: Federal Reserve Board, 2004.

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16

Dark pools, flash orders, high-frequency trading, and other market structure issues: Hearing before the Subcommittee on Securities, Insurance, and Investment of the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Eleventh Congress, first session, on examining the dark pools, flash orders, high-frequency trading, and other market structure issues, October 28, 2009. Washington: U.S. G.P.O., 2010.

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17

Aldridge, Irene. High-Frequency Trading. Wiley & Sons, Incorporated, John, 2009.

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18

Aldridge, Irene. High-Frequency Trading. Wiley & Sons, Incorporated, John, 2010.

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19

Ye, Gewei. High-Frequency Trading Models. Wiley & Sons, Incorporated, John, 2010.

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20

Ye, Gewei. High-Frequency Trading Models. Wiley & Sons, Limited, John, 2015.

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21

Aldridge, Irene. High-Frequency Trading Opportunities. Wiley & Sons, Incorporated, John, 2010.

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22

High-Frequency Trading and Probability. World Scientific Publishing Co Pte Ltd, 2014.

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23

Ye, Gewei. High Frequency Trading Models + Website. Wiley & Sons, Incorporated, John, 2010.

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24

Álvaro Cartea, José Penalva, and Sebastian Jaimungal. Algorithmic and High-Frequency Trading. Cambridge University Press, 2015.

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25

Algorithmic and High-Frequency Trading. Cambridge University Press, 2015.

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26

Gregoriou, Greg N. Handbook of High Frequency Trading. Elsevier Science & Technology Books, 2015.

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27

Fishe, Raymond P. H. High Frequency Trading of Commodities. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.003.0023.

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Electronic platforms and high frequency traders (HFTs) have changed the nature of trading. Like equity markets, commodity markets have experienced an influx of algorithmic traders and a decline in “pit” or open outcry trading. Regulatory efforts to understand the effects of HFTs and to offer prudent guidelines or new rules are in their infancy. An overall hesitancy exists because academic studies have produced diverse results on liquidity, volatility, and market quality. This survey focuses on high frequency trading research in commodity derivative markets, documenting basic results and extracting inferences when warranted. Evidence indicates that HFTs act as market makers and their speed advantage has lowered transaction costs, generally during normal markets. Although not entirely conclusive, evidence also suggests that HFTs may exacerbate volatility by withdrawing liquidity in times of market stress, such as during “flash” crashes.

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28

Ye, Gewei. High Frequency Trading Models + Website. Wiley & Sons, Incorporated, John, 2010.

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29

Ye, Gewei. High Frequency Trading Models + Website. Wiley & Sons, Incorporated, John, 2010.

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30

Gregoriou, Greg N. Handbook of High Frequency Trading. Elsevier Science & Technology Books, 2015.

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31

Aldridge, Irene. Searching for High-Frequency Trading Opportunities. Wiley & Sons, Incorporated, John, 2011.

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32

Massey, Austin. High-Frequency Trading: Elements, Considerations, Perspectives. Nova Science Publishers, Incorporated, 2014.

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33

The Handbook of High Frequency Trading. Elsevier, 2015. http://dx.doi.org/10.1016/c2014-0-01732-7.

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34

Pierre-Henri, Conac. Part III Trading, 17 Algorithmic Trading and High-Frequency Trading (HFT). Oxford University Press, 2017. http://dx.doi.org/10.1093/law/9780198767671.003.0017.

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This chapter analyses the MiFID II rules on algorithmic trading (AT), including high-frequency trading (HFT). The author argues that AT raises serious issues of volatility and systemic risk, and HFT issues of systematic front-running of investors. However, opinions are divided on the benefits and risks of these techniques, especially HFT. MiFID II takes a technical approach mostly focused on prevention of a repeat of the 2010 ‘Flash Crash’ with provisions on market abuse. The ESMA 2012 Guidelines remain the most effective regulation to frame the development of HFT, able to tackle market developments with relative speed. However, with implementation of the directive still far away, prosecution of market abuse among HFT traders by legislators and supervisors could lead to a de facto ban of HFT in some Member States. However, the author argues that supervisors would need to allocate scarce resources to it, at great cost, and only the most motivated supervisors will do so.

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35

Mack, Barbara J. High Frequency Trading: Risks, Rewards, and Regulation. World Scientific Publishing Co Pte Ltd, 2015.

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36

Dark pools & high frequency trading for dummies. For Dummies, 2015.

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37

Mark, Salmon, Chris Adcock, and Ingmar Nolte. High Frequency Trading and Limit Order Book Dynamics. Taylor & Francis Group, 2016.

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38

High Frequency Trading and Limit Order Book Dynamics. Taylor & Francis Group, 2014.

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39

Mark, Salmon, Chris Adcock, and Ingmar Nolte. High Frequency Trading and Limit Order Book Dynamics. Taylor & Francis Group, 2016.

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40

Adcock, Chris, Ingmar Nolte, and Mark H. Salmon. High Frequency Trading and Limit Order Book Dynamics. Taylor & Francis Group, 2020.

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41

Mark, Salmon, Chris Adcock, and Ingmar Nolte. High Frequency Trading and Limit Order Book Dynamics. Taylor & Francis Group, 2016.

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42

Mark, Salmon, Chris Adcock, and Ingmar Nolte. High Frequency Trading and Limit Order Book Dynamics. Taylor & Francis Group, 2016.

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43

Vaananen, Jay. Dark Pools and High Frequency Trading for Dummies. Wiley & Sons, Incorporated, John, 2014.

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44

Vaananen, Jay. Dark Pools and High Frequency Trading for Dummies. Wiley & Sons, Incorporated, John, 2014.

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45

Nolte, Ingmar, Mark Salmon, and Chris Adcock, eds. High Frequency Trading and Limit Order Book Dynamics. Routledge, 2016. http://dx.doi.org/10.4324/9781315737676.

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46

Developing High-Frequency Trading Systems: Learn How to Implement High-Frequency Trading from Scratch with C++ or Java Basics. Packt Publishing, Limited, 2022.

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47

Aldridge, Irene. High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems. Wiley & Sons, Incorporated, John, 2009.

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48

Aldridge, Irene. High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems. Wiley & Sons, Incorporated, John, 2009.

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49

Aldridge, Irene. High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems. Wiley & Sons, Incorporated, John, 2009.

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50

Aldridge, Irene. High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems. Wiley & Sons, Incorporated, John, 2013.

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