Low-latency trading
J Hasbrouck, G Saar - Journal of Financial Markets, 2013 - Elsevier
We define low-latency activity as strategies that respond to market events in the millisecond
environment, the hallmark of proprietary trading by high-frequency traders though it could …
environment, the hallmark of proprietary trading by high-frequency traders though it could …
High frequency trading: costs and benefits in securities trading and its necessity of regulations
Recent publications reveal that high frequency trading (HFT) is responsible for 10 to 70 per
cent of the order volume in stock and derivatives trading (Gomber et al. 2011; Hendershott …
cent of the order volume in stock and derivatives trading (Gomber et al. 2011; Hendershott …
Colocation as a hybrid ICT sourcing strategy to improve operational agility
R Beck, I Pahlke, J Vykoukal - … Database: the DATABASE for Advances in …, 2016 - dl.acm.org
Fast access to communication networks and the availability of high-performance information
and com-munication technology (ICT) infrastructures is indis-pensable for accelerating …
and com-munication technology (ICT) infrastructures is indis-pensable for accelerating …
[PDF][PDF] Order Dynamics in a High-Frequency Trading Environment
A Breuer, HP Burghof, J Stitz - Available at SSRN 1927276, 2011 - c.mql5.com
We analyse order book message data in order to detect algorithmic trade activity. Previous
papers usually analyse order book data with a time stamp precision of one hundredth of a …
papers usually analyse order book data with a time stamp precision of one hundredth of a …
Further evidence on technology and liquidity provision: The blurring of traditional definitions
SS Groth - Available at SSRN 1539990, 2009 - papers.ssrn.com
In “traditional” market microstructure, limit orders are usually viewed as patiently supplying
liquidity. Building upon Hasbrouck & Saar (2008), we argue that this assumption does not …
liquidity. Building upon Hasbrouck & Saar (2008), we argue that this assumption does not …
Follow the pack or make an independent decision? How environmental turbulence affects ICT sourcing decisions
I Pahlke, R Beck, J Vykoukal - 2011 - aisel.aisnet.org
Since market and environmental conditions are becoming increasingly turbulent, ICT
sourcing alternatives (such as colocation) have gained considerable attention in the industry …
sourcing alternatives (such as colocation) have gained considerable attention in the industry …
[CITATION][C] The impact of algorithmic trading in a simulated asset market
[CITATION][C] Automatisierte Handelssysteme: Eine Analyse der Elektrifizierung des Wertpapierhandels und deren Risiken
J Cordero - 2010 - GRIN Verlag