Algorithmic and High-Frequency Trading (Mathematics, Finance and Risk) by Álvaro Cartea (Author), Sebastian Jaimungal (Author), José Penalva (Author) The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or ...
This is good post which made by MetaQuotes related to the speed of MT5 compare with MT4 for example (the source): Yes, in MQL4 it has long been available to 8 simultaneous trade orders of the experts. And tt will not be decreased. It is possible to provide 100-200 trade transactions in the second from 8 parallel experts Under ideal conditions on MT4. The MT5 even from one expert synchronously and consistently ...
High-frequency trading and the $440m mistake. Computers and clever maths enable traders to buy and sell in the blink of an eye. But does high-frequency trading make matters worse when things go wrong? Major exchanges seek to dismiss high-frequency trading lawsuit. "Major U.S. stock exchanges have asked a federal judge to dismiss a lawsuit accusing them of costing ordinary investors billions of dollars by rigging markets to benefit high-frequency ...
High-frequency trading gives players the edge on JSE. A FIFTH of the JSE’s equity activity came from high-frequency computerised trading earlier this week, CEO Nicky Newton-King says. When the JSE launched its co-location centre in May, it accounted for about 5% of equity activity. In the past month co-location activity had accounted for 18%-20% of the JSE’s equity trading, Ms Newton-King said. SEC Likely Won’t Enact Stand-Alone High-Frequency Trading Rules. ...
Originally Posted by matfx The Problem of HFT - Collected Writings on High Frequency Trading & Stock Market Structure Reform : Haim Bodek This book explores the problem of high frequency trading (HFT) as well as the need for US stock market reform. This collection of previously published and unpublished materials includes the following articles and white papers: 1. The Problem of HFT - explains how HFTs came to dominate US equity markets by exploiting ...
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