High-frequency trading

Known as: Quote spam, Low Latency Trading, High-frequency statistical arbitrage 
High-frequency trading (HFT) is a type of algorithmic trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that… (More)
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Topic mentions per year

Topic mentions per year

2006-2018
0102020062018

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2016
2016
We show that limited dealer participation in the market, coupled with an informational friction resulting from high frequency… (More)
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2015
2015
Endogenous liquidity providers (ELPs) are often viewed as unreliable in times of stress. We examine the activity of a common ELP… (More)
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Highly Cited
2013
Highly Cited
2013
ion of the continuous limit order book. This abstraction is innocuous in the context of these prior works, but it precludes a… (More)
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2013
2013
High frequency trading (HFT) environments provide technologies that enable algorithmic trading within automated marketplaces. The… (More)
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2012
2012
We analyse all Mini Flash Crashes (or Flash Equity Failures) in the US equity markets in the four most volatile months during… (More)
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Highly Cited
2011
Highly Cited
2011
The Flash Crash, a brief period of extreme market volatility on May 6, 2010, raised questions about the current structure of the… (More)
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2011
2011
This paper presents the design of an application specific hardware for accelerating High Frequency Trading applications. It is… (More)
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2011
2011
We propose a framework for studying optimal market making policies in a limit order book (LOB). The bid-ask spread of the LOB is… (More)
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2010
2010
Addressing the ongoing examination of high-frequency trading practices in financial markets, we report the results of an… (More)
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2009
2009
Neuro-evolution of augmenting topologies (NEAT) is a recently developed neuro-evolutionary algorithm. This study uses NEAT to… (More)
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