HFT

Collection by Matti nieminen

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High-Frequency Trading

Matti nieminen
Quantitative Trading: High-frequency trading in the foreign exchange market High Frequency Trading, Foreign Exchange, Marketing
Foreign ExchangeMarketing

High-frequency trading in the foreign exchange market

This is the title of a report published by the Bank of International Settlements (which serves central banks around the world) in September 2011. As a Forex trader myself, I of course peruse it with great interest hoping to glimpse whatever is the state-of-the-art. Here are a few interesting nuggets, together with my commentary: 1) FX HFT operate with a latency of less than 1 ms, while most of us mere algorithmic traders typically suffer a latency of at least 10ms. For example, Interactive…

Ask HN: Is it feasible to do high-frequency trading as an individual? High Frequency Trading, Hacker News

Ask HN: Is it feasible to do high-frequency trading as an individual? | Hacker News

Equity Market Structure Literature Review Part II: High Frequency Trading High Frequency Trading, Literature, Literatura

Discusses performance characteristics of high frequency trading strategies and the requirements for implementation High Frequency Trading, Trading Strategies, Cn Tower, New York Skyline

High Frequency Trading Strategies

Most investors have probably never seen the P&L of a high frequency trading strategy. There is a reason for that, of course: given the typical performan

Would you trade this system High Frequency Trading, Chart

Would you trade this system

I'm playing around with a new system. It's based on a pairs trading trend following strategy using a single highly optimized input parameter. The...

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python - jamesmawm/High-Frequency-Trading-Model-with-IB High Frequency Trading, Interactive Brokers, Great Books, Coding, Ads, Model, Scale Model, Good Books
Interactive BrokersCodingAdsModel

jamesmawm/High-Frequency-Trading-Model-with-IB

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python - jamesmawm/High-Frequency-Trading-Model-with-IB

  High Frequency Trading, Utility Pole
Utility Pole