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E-book
The High Frequency Game Changer: How Automated Trading Strategies Have Revolutionized the MarketsISBN: 978-1-118-01968-9
E-book
208 pages
February 2011
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Acknowledgments.
Chapter 1 Birth of High Frequency Trading: Equity Markets Go Electronic.
Defining High Frequency Trading.
Who are the High Frequency Traders?
Impact of High Frequency Trading.
Building a High Frequency Trading Team.
Chapter 2 Market Structure.
Order Handling Rules of 1997.
Growth of Electronic Communication Networks.
Regulation National Market System.
Market Fragmentation versus Competition.
Dark Pools.
Chapter 3 Trading Infrastructure.
Rise of High Performance Technology Vendors.
Key Components of High Performance Infrastructure.
Feed Handlers.
Ticker Plant.
Messaging Middleware.
Storage.
Networking.
Colocation.
Sponsored Access.
Chapter 4 Liquidity.
HFT as Liquidity Providers.
Flash Crash.
Chapter 5 Trading Strategies.
Examples of Algorithms.
Order Types.
Flash Orders.
High Frequency Trading and Predatory Strategies.
Chapter 6 Expansion in High Frequency Trading.
Futures.
Fixed Income.
Foreign Exchange Market.
Equity Options.
Over the Counter Derivtives.
Expansion into Global Markets.
Chapter 7 Positives and Possibilities.
Commoditizing High Frequency Trading.
Trading Technology Demands and Preferences.
Internal Focus.
Choosing Vendors.
Finding the Next Opportunity.
Issues and Risks.
Order Routing Gets Smart.
Smart Order Routing’s Future.
Is Artificial Intelligence Next?
Economic Indicators.
News.
Securities and Exchange Commission Filings.
The Pseudo-Semantic Web.
Going Global.
The Next Wave.
Chapter 8 Credit Crisis of 2008: The Blame Game.
U.S. Federal Reserve.
Regulatory Agencies.
Credit Agencies.
Politicians.
End-Users of Derivative Products.
Recent Regulatory History.
Financial Modernization Act of 1999.
Commodity Futures Modernization Act of 2000.
Dodd Frank Wall Street Reform Act of 2010.
Ending Too Big to Fail Bailouts.
Creating Transparency and Accountability for Derivatives.
Hedge Funds.
Credit Rating Agencies.
Executive Compensation and Corporate Governance.
Impact of Potential Regulations and Rule Changes—Securities and Exchange Commission Concept Release.
Chapter 9 Conclusion.
Glossary.
About the Authors.
Index.
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