The high frequency game changer : how automated trading strategies have revolutionized the markets / Paul Zubulake, Sang Lee

By:

Zubulake, Paul [aut]

Contributor(s):

Lee, Sang [aut]

Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Wiley trading series | Wiley Trading Ser ; v.486Publisher: Hoboken, N.J : John Wiley, c2011Copyright date: ©2011Edition: Online-AusgDescription: Online-Ressource (1 online resource (xiii, 162 p.)) : illISBN:

9781283026680
1283026686
9781118019665

Subject(s): Additional physical formats: 0470770384 | 9781118019665 | 9781118019672 | 9781118019689 | 9780470770382 | 1282074113 | Erscheint auch als: The high frequency game changer. Druck-Ausgabe Hoboken, NJ : Wiley, 2011. XIII, 162 S.DDC classification:

332.6420285
332.64/20285

LOC classification:

HG4515.95

Online resources:

Zugang im Netz des KIT

Summary: The financial industry's leading independent research firm's forward-looking assessment into high frequency trading Once regarded as a United States-focused trend, today, high frequency trading is gaining momentum around the world. Yet, while high frequency trading continues to be one of the hottest trends in the markets, due to the highly proprietary nature of the computer transactions, financial firms and institutions have made very little available in terms of information or "how-to" techniques. That's all changed with The High Frequency Game Changer: How Automated Trading Strategies Have Revolutionized the Markets. In the book, Zubulake and Lee present an overview of how high frequency trading is changing the face of the market. The book Explains how we got here and what it means to traders and investors Details how to build a high frequency trading firm, including the relevant tools, strategies, and trading talent Defines key components common to HFT such as algorithms, low latency trading infrastructure, collocation etc. The High Frequency Game Changer takes a highly controversial and extremely complicated subject and makes it accessible to anyone with an interest or stake in financial markets.Summary: Intro -- The High Frequency Game Changer -- Contents -- Introduction -- Acknowledgments -- CHAPTER 1 Birth of High Frequency Trading: Equity Markets Go Electronic -- Defining High Frequency Trading -- Who are the High Frequency Traders? -- Impact of High Frequency Trading -- Building a High Frequency Trading Team -- CHAPTER 2 Market Structure -- Order Handling Rules of 1997 -- Growth of Electronic Communication Networks -- Regulation National Market System -- Market Fragmentation versus Competition -- Dark Pools -- CHAPTER 3 Trading Infrastructure -- Rise of High Performance Technology Vendors -- Key Components of High Performance Infrastructure -- Feed Handlers -- Ticker Plant -- Messaging Middleware -- Storage -- Networking -- Colocation -- Sponsored Access -- CHAPTER 4 Liquidity -- HFT as Liquidity Providers -- Flash Crash -- CHAPTER 5 Trading Strategies -- Examples of Algorithms -- Order Types -- Flash Orders -- High Frequency Trading and Predatory Strategies -- CHAPTER 6 Expansion in High Frequency Trading -- Futures -- Fixed Income -- Foreign Exchange Market -- Equity Options -- Over the Counter Derivatives -- Expansion into Global Markets -- CHAPTER 7 Positives and Possibilities -- Commoditizing High Frequency Trading -- Trading Technology Demands and Preferences -- Internal Focus -- Choosing Vendors -- Finding the Next Opportunity -- Issues and Risks -- Order Routing Gets Smart -- Smart Order Routing's Future -- Is Artificial Intelligence Next? -- Economic Indicators -- News -- Securities and Exchange Commission Filings -- The Pseudo-Semantic Web -- Going Global -- The Next Wave -- CHAPTER 8 Credit Crisis of 2008: The Blame Game -- U.S. Federal Reserve -- Regulatory Agencies -- Credit Agencies -- Politicians -- End-Users of Derivative Products -- Recent Regulatory History -- Financial Modernization Act of 1999.PPN: PPN: 809242710Package identifier: Produktsigel: ZDB-26-MYL | ZDB-30-PAD | ZDB-30-PBE | ZDB-30-PQE

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