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 …

High‐frequency trading (HFT) is an important component of stock market activity on major
exchanges. In the United States, HFT contributed approximately 52% of total equity trading …

Over the last two centuries, technological advantages have allowed some traders to be
faster than others. In this article, the authors argue that contrary to popular perception, speed …

Acknowledgements: This survey paper on high-frequency data and high-frequency trading
is based on a review of the literature and conversations with 13 academics prominent in …

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on
algorithmic trading processes and current trading models, sits apart from others of its kind …

Die gegenwärtige Soziologie leidet unter einer Reihe bedeutender Einschränkungen: So
fokussiert sie allein die Dimension des Handelns, Kommunizierens, Selektierens und …

Recent advances in high-frequency financial trading have made light propagation delays
between geographically separated exchanges relevant. Here we show that there exist …

We examine the sociomaterial regulation of algorithmic trading against the background of
the European Union's directives on Markets in Financial Instruments (MiFID/MiFIR). Tracing …

This article discusses the pros and cons of automated high-frequency trading (HFT). There
appears to be much confusion of whether HFT is “good, bad, or ugly.” In the terminology of …

This book will satisfy the demand among college majors in Finance and Financial
Engineering, and mathematically-versed practitioners for description of both the classical …