Skip to search formSkip to main contentSkip to account menu

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… 
Wikipedia

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2015
Highly Cited
2015
We argue that the continuous limit order book is a flawed market design and propose that financial exchanges instead use frequent… 
Highly Cited
2015
Highly Cited
2015
Preface How to read this book Part I. Microstructure and Empirical Facts: 1. Electronic markets and the limit order book 2. A… 
Review
2014
Review
2014
The use of computers to execute trades, often with very low latency, has increased over time, resulting in a variety of computer… 
Highly Cited
2013
Highly Cited
2013
This paper provides evidence regarding high-frequency trader (HFT) trading performance, trading costs, and effects on market… 
Review
2013
Review
2013
In order to recommend products to users we must ultimately predict how a user will respond to a new product. To do so we must… 
Highly Cited
2012
Highly Cited
2012
Aktuelle Veröffentlichungen zeigen, dass das High Frequency Trading (HFT) für 10 % bis 70 % des Ordervolumens im Handel mit… 
Highly Cited
2011
Highly Cited
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… 
Highly Cited
2011
Highly Cited
2011
espanolAnalizamos el impacto de las operaciones que se realizan en mercados fi nancieros a gran velocidad utilizando un modelo… 
Highly Cited
2010
Highly Cited
2010
Recent concern over “high frequency trading” (HFT) has called into question the fairness of the practice. What does it mean for a… 
Review
2009
Review
2009
Acknowledgments. Chapter 1 Introduction. Chapter 2 Evolution of High-Frequency Trading. Financial Markets And Technological…