Skip to search form
Skip to main content
Skip to account menu
Semantic Scholar
Semantic Scholar's Logo
Search 205,618,222 papers from all fields of science
Search
Sign In
Create Free Account
High-frequency trading
Known as:
Quote spam
, Low latency trading
, High-frequency statistical arbitrage
Expand
High-frequency trading (HFT) is a type of algorithmic trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that…
Expand
Wikipedia
Create Alert
Alert
Related topics
Related topics
24 relations
2010 Flash Crash
Algorithmic trading
Automated trading system
Bitcoin
Expand
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2015
Highly Cited
2015
The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
Eric Budish
,
P. Cramton
,
John J. Shim
2015
Corpus ID: 10737708
We argue that the continuous limit order book is a flawed market design and propose that financial exchanges instead use frequent…
Expand
Highly Cited
2015
Highly Cited
2015
Algorithmic and High-Frequency Trading
Á. Cartea
,
S. Jaimungal
,
Jose S. Penalva
2015
Corpus ID: 155761496
Preface How to read this book Part I. Microstructure and Empirical Facts: 1. Electronic markets and the limit order book 2. A…
Expand
Review
2014
Review
2014
Computerized and High‐Frequency Trading
M. Goldstein
,
Pavitra K. Kumar
,
Frank C. Graves
2014
Corpus ID: 20466175
The use of computers to execute trades, often with very low latency, has increased over time, resulting in a variety of computer…
Expand
Highly Cited
2013
Highly Cited
2013
Very Fast Money: High-Frequency Trading on the NASDAQ
Allen Carrion
2013
Corpus ID: 54972619
This paper provides evidence regarding high-frequency trader (HFT) trading performance, trading costs, and effects on market…
Expand
Review
2013
Review
2013
Hidden factors and hidden topics: understanding rating dimensions with review text
Julian McAuley
,
J. Leskovec
RecSys
2013
Corpus ID: 6440341
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…
Expand
Highly Cited
2012
Highly Cited
2012
High Frequency Trading
Christoph Lattemann
,
P. Loos
,
+8 authors
Rafael Zajonz
Wirtschaftsinf.
2012
Corpus ID: 5370158
Aktuelle Veröffentlichungen zeigen, dass das High Frequency Trading (HFT) für 10 % bis 70 % des Ordervolumens im Handel mit…
Expand
Highly Cited
2011
Highly Cited
2011
Optimal High Frequency Trading with Limit and Market Orders
Fabien Guilbaud
,
H. Pham
ArXiv
2011
Corpus ID: 15197355
We propose a framework for studying optimal market making policies in a limit order book (LOB). The bid-ask spread of the LOB is…
Expand
Highly Cited
2011
Highly Cited
2011
Where is the Value in High Frequency Trading?
Á. Cartea
,
Jose S. Penalva
2011
Corpus ID: 54182264
espanolAnalizamos el impacto de las operaciones que se realizan en mercados fi nancieros a gran velocidad utilizando un modelo…
Expand
Highly Cited
2010
Highly Cited
2010
Fairness in Financial Markets: The Case of High Frequency Trading
James Angel
,
D. McCabe
2010
Corpus ID: 154727813
Recent concern over “high frequency trading” (HFT) has called into question the fairness of the practice. What does it mean for a…
Expand
Review
2009
Review
2009
High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems
Irene E. Aldridge
2009
Corpus ID: 152641297
Acknowledgments. Chapter 1 Introduction. Chapter 2 Evolution of High-Frequency Trading. Financial Markets And Technological…
Expand
By clicking accept or continuing to use the site, you agree to the terms outlined in our
Privacy Policy
,
Terms of Service
, and
Dataset License
ACCEPT & CONTINUE