In light of all the recent commotion about high frequency trading (HFT), we have decided to compile a list of articles that depict the advantages, disadvantages, as well as arguments for and against HFT. The list follows below:
Stock Traders Find Speed Pays, in Milliseconds: This is the original exposé by Charles Duhigg in the New York Times
What’s Behind High Frequency Trading (Added 8/3/2009): Outlines the main definitions, questions, and relevant information related to HFT and how it affects different types of investors in the market.
Goldman’s $4 Billion High Frequency Trading Wildcard: Tyler Durden describes the benefits HFT provides to its developers and users.
HFT: The High Frequency Trading Scam: Karl Denninger discusses why HFT disadvantages non-algorithm using traders.
Weekend Opinionator: Is Wall Street Picking Our Pockets?: Tobin Harshaw discusses the possible inequalities caused by HFT.
High Frequency Trading Roundtable: Joe Saluzzi shares several of the main points and his reflections of a meeting with HFT traders.
Thoughts on High Frequency Trading and Stock Market Manipulation: Dr. Brett Steenbarger poses his thoughts on HFT and its effects.
HFT and AMZN: Bella discusses how to deal with HFT algorithms as an intraday trader.
4 Comments on “High Frequency Trading”
This sparked my interest and I researched for more info directly from SEC sources – the comments for proposals.
There is a lot of info there and very time consuming to get into. Some of my findings I published at my blog with a link to the documents to read them in original:
blog.tradersheadstart.com
This sparked my interest and I researched for more info directly from SEC sources – the comments for proposals.
There is a lot of info there and very time consuming to get into. Some of my findings I published at my blog with a link to the documents to read them in original:
blog.tradersheadstart.com
Currently looking for algo and HFT trading strategies. These strategies after a proof of concept stage may receive allocations of firm capital and then move onto a closed managed account platform. contact me andrew at newmaxllc.com
Sergey Aleynikov recently got off in appeals court due to the fact that “copying” a high frequency trading algo isn’t theft. Not sure if this is a positve for your list or a negative though.