high frequency trading

Our public securities markets are essential for companies large and small to access capital and for our economy to grow.
Picture this: you can protect your investments against the aggressive high-frequency trading (HFT) right in your portfolio. "What?" you may ask. With the latest technology from AbleMarkets, now available on Quandl, hedging aggressive HFT is no longer just wishful thinking, but a reality.
In the past, placing a single trade took hours or even days, and the Internet as we know it today did not exist. At that
Let's assume, for just a moment, Mrs. Clinton is interested in regulating high-frequency traders, but has simply missed the mark. If we hope to properly regulate these traders, there are two preliminary questions we should answer.
A close look at Mrs. Clinton's proposal to address the bad behavior of high-frequency traders leaves me concerned that the candidate is thinking more like Val, her SNL alter-ego, than a seasoned legislator and policy wonk.
But she stops well short of Bernie Sanders' call to break up the banks.
This problem will not be fixed by slapping a big fine on Volkswagen. The problem is bigger than that. The problem lies with the system itself. We must decide whether our system should serve the interests of people, or profits. Right now, profits are winning.
Over the last few years, a number of exchanges and dark pools emerged claiming that their businesses will exclude high-frequency traders (HFTs) detrimental to institutional investors. Almost invariably, the HFTs in question happened to be the so-called Aggressive HFTs.
Most recent routs in the U.S. financial markets have prompted an outpouring of angst. Detractors of high-frequency trading (HFT) were particularly up in arms about the market downturn, which many of them blamed squarely on manipulation by HFT.
U.S. regulators have recently questioned the role that high-frequency trading (HFT) plays in the bond market. The latest research from AbleMarkets studies a subclass of HFTs known as aggressive HFT. The research shows that:
New research from AbleMarkets shows that stocks with higher participation of aggressive High-Frequency Traders (HFT) experience higher intraday volatility.
To avoid clock drift, the world's computer clocks will gain an extra second at midnight Greenwich Mean Time, as June turns to July. This adjustment is necessary so that computer clocks can remain synchronized to Universal Time and to the time it takes the earth to rotate around the sun.
Although there were numerous investigations into the supposed causes of the Flash Crash, including by Congress, the Securities and Exchange Commission and the Commodities Futures Trading Commission, none have been very convincing. Those lingering doubts have now been disturbingly confirmed.
For those who don't remember, the Flash Crash was when the stock market lost almost nine percent of its value from its opening level, with most of this decline occurring in a five-minute period. The market quickly recovered most of this loss. But the crash did reveal something extraordinary.
If one takes a snapshot of implied volatilities across the components of the S&P500 at any given time, however, and ranks
The new revelations surrounding the Flash Crash of May 6, 2010, once again brought to light an undeniable fact: U.S. regulators desperately need to boost their real-time surveillance capabilities.
Why has market microstructure been left orphaned by portfolio managers until now? First, the data required for market microstructure analysis used to be scarce.