DTER and DTTER as High-Frequency Trading Efficiency Ratios
CJL Martins - The Journal of Trading, 2017 - pm-research.com
This article presents new transaction efficiency ratios for high-frequency trading (HFT) that
are based on simple price changes, not external benchmarks or returns. The proposed …
are based on simple price changes, not external benchmarks or returns. The proposed …
Data characteristics for high-frequency trading systems
B Vanstone, T Hahn, GN Gregoriou - Handbook of High …, 2015 - books.google.com
A necessary condition to developing a successful high-frequency trading system is to
understand the time-series characteristics of the instrument you intend to trade. Successful …
understand the time-series characteristics of the instrument you intend to trade. Successful …
Does high frequency trading affect technical analysis and market efficiency? And if so, how?
In this paper we investigate how high frequency trading affects technical analysis and
market efficiency in the foreign exchange (FX) market by using a special adaptive form of the …
market efficiency in the foreign exchange (FX) market by using a special adaptive form of the …
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 …
[PDF][PDF] What is known about High-frequency trading
M Saadatmand - 2017 - content.library.pdx.edu
This research overviews recent theoretical and empirical studies on high frequency trading
(HFT). The presence of algorithmic trading (AT) and its subset high frequency trading (HFT) …
(HFT). The presence of algorithmic trading (AT) and its subset high frequency trading (HFT) …
Evaluating performance capacity of high frequency trading strategies, based on comparative ratios and market inefficiency at Helsinki Stock Exchange
N Sapkota - 2014 - oulurepo.oulu.fi
High frequency trading is not only about the speed but also about the effective trading
strategies it uses to perform the trade. Performance capacity evaluation of high frequency …
strategies it uses to perform the trade. Performance capacity evaluation of high frequency …
[PDF][PDF] The impact of high-frequency trading on markets
F Zhang, SB Powell - CFA Magazine, 2011 - cfainstitute.org
BY FRANK ZHANG AND STUART BADEN POWELL he rise of high-frequency trading (HFT)
has provoked a range of reactions, from highly supportive to highly negative, with few …
has provoked a range of reactions, from highly supportive to highly negative, with few …
[PDF][PDF] High Frequency Trading–Costs and Benefits in Securities Trading and it's Exigency of Regulation
C Lattemann, P Loos, J Gomolka… - Business and …, 2012 - researchgate.net
Recent publications show 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 …
[BOOK][B] Information Efficiency and the Effect of High Frequency Trading in the US Futures Markets
SY Cha - 2021 - search.proquest.com
The paper gives an empirical analysis with the US futures market data on how High
Frequency Trading, HFT can improve the information efficiency of asset prices. Various …
Frequency Trading, HFT can improve the information efficiency of asset prices. Various …
What do we know about high-frequency trading?
CM Jones - Columbia Business School Research Paper, 2013 - papers.ssrn.com
This paper reviews recent theoretical and empirical research on high-frequency trading
(HFT). Economic theory identifies several ways that HFT could affect liquidity. The main …
(HFT). Economic theory identifies several ways that HFT could affect liquidity. The main …