The High Frequency Game Changer


Book Description

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.




The High Frequency Game Changer


Book Description

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.




Kyle Van Noy: The Game Changer


Book Description

Kyle Van Noy played college football for Brigham Young University from 2010-13. He quickly became a key contributor on defense as an outside linebacker. By his sophomore season he was the centerpiece of the defense and team MVP. As a junior in 2012, he was the catalyst of a unit that became the best defense in school history. What made Van Noy such a special player was his knack for making game-changing plays. Van Noy was a fan favorite, but not only for his play on the field. He had an inspiring story away from the field. Van Noy had some problems in high school that almost kept him from attending BYU. Once he was enrolled at BYU, the special environment of the school gave Van Noy life changing experiences that has made him a role model for many. Kyle Van Noy: The Game Changer looks at both sides of the Van Noy legacy. Each of his game changing plays is documented and discussed. Many of the life changing lessons he learned are also discussed by his coaches, friends, and teammates.




Broken Markets


Book Description

The markets have evolved at breakneck speed during the past decade, and change has accelerated dramatically since 2007's disastrous regulatory "reforms." An unrelenting focus on technology, hyper-short-term trading, speed, and volume has eclipsed sanity: markets have been hijacked by high-powered interests at the expense of investors and the entire capital-raising process. A small consortium of players is making billions by skimming and scalping unaware investors -- and, in so doing, they've transformed our markets from the world's envy into a barren wasteland of terror. Since these events began, Themis Trading's Joe Saluzzi and Sal Arnuk have offered an unwavering voice of reasoned dissent. Their small brokerage has stood up against the hijackers in every venue: their daily writings are now followed by investors, regulators, the media, and "Main Street" investors worldwide. Saluzzi and Arnuk don't take prisoners! Now, in Broken Markets, they explain how all this happened, who did it, what it means, and what's coming next. You'll understand the true implications of events ranging from the crash of 1987 to the "Flash Crash" -- and discover what it all means to you and your future. Warning: you will get angry (if you aren't already). But you'll know exactly why you're angry, who you're angry at, and what needs to be done!




Information and Software Technologies


Book Description

This book constitutes the refereed proceedings of the 22nd International Conference on Information and Software Technologies, ICIST 2016, held in Druskininkai, Lithuania, in October 2016. The 61 papers presented were carefully reviewed and selected from 158 submissions. The papers are organized in topical sections on information systems; business intelligence for information and software systems; software engineering; information technology applications.




Business Information Systems Workshops


Book Description

This book constitutes the refereed proceedings of the five workshops that were organized in conjunction with the International Conference on Business Information Systems, BIS 2015, which took place in Poznan, Poland, in June 2015. The 26 papers in this volume were carefully reviewed and selected from 56 submissions and were revised and extended after the event. The workshop topics covered knowledge-based business information systems (AKTB), business and IT alignment (BITA), transparency-enhancing technologies and privacy dashboards (PTDCS), semantics usage in enterprises (FSFE), and issues related to DBpedia. In addition two keynote papers are included in this book.




Handbook of High Frequency Trading


Book Description

This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation. They look deeply into computing infrastructure, describing data sources, formats, and required processing rates as well as software architecture and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technological advances in hardware and software, and the evolution of the trading landscape. Developed for students and professionals who want more than discussions on the econometrics of the modelling process, The Handbook of High Frequency Trading explains the entirety of this controversial trading strategy. - Answers all questions about high frequency trading without being limited to mathematical modelling - Illuminates market dynamics, processes, and regulations - Explains how high frequency trading evolved and predicts its future developments




Shut Up and Keep Talking


Book Description

Bob Pisani is Senior Markets Correspondent for CNBC and has spent the past 25 years on the floor of the New York Stock Exchange. He has been on the front line of finance for all the major events of the last quarter century, including the Asian Financial Crisis, the dot-com bubble and collapse, the terrorist attacks of 9/11, and the Great Financial Crisis. What was it like to witness these events firsthand, at the center of the financial world? In Shut Up and Keep Talking, Bob tells a series of captivating stories that reveal what he has learned about life and investing. These include encounters with a host of stars, world leaders and CEOs, including Fidel Castro, Robert Downey Jr., Walter Cronkite, Aretha Franklin, Barry Manilow, Jack Ma, Joey Ramone, and many more. Along the way, Bob describes how the investment world has changed, from brokers shouting on the floor of the NYSE to fully electronic trading, from investment sages and superstars picking stocks for exorbitant fees to the phenomenal rise of low-cost index funds that are saving investors millions, and from the belief that investors make rational decisions to the new age of behavioral finance, which recognizes the often-irrational nature of human decision making and seeks to understand its role in the stock market. Bob also considers what really moves stocks up and down and tackles the big questions: why is stock picking so hard, and why is the future so unknowable? Don’t miss this highly entertaining and revealing account of how financial markets have changed, and how they really work, from someone who was there.




Federal Register


Book Description




High-Frequency Trading


Book Description

A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets. Includes numerous quantitative trading strategies and tools for building a high-frequency trading system Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation The book also includes a companion Website where selected sample trading strategies can be downloaded and tested Written by respected industry expert Irene Aldridge While interest in high-frequency trading continues to grow, little has been published to help investors understand and implement this approach—until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply it to your everyday trading endeavors.