Read e-book online All About High-Frequency Trading PDF

By Michael Durbin

ISBN-10: 0071743448

ISBN-13: 9780071743440

A specified PRIMER ON ultra-modern so much refined AND debatable buying and selling TECHNIQUE

Unfair . . . exceptional . . . unlawful . . . inevitable. High-frequency buying and selling has been defined in lots of alternative ways, yet something is for sure--it has reworked making an investment as we all know it.

All approximately High-Frequency Trading examines the perform of deploying complicated machine algorithms to learn and interpret industry job, make trades, and pull in large profi ts―all inside milliseconds. no matter what your point of making an investment services, you are going to achieve worthwhile perception from All approximately High-Frequency Trading's sober, goal factors of:

  • The markets within which high-frequency investors function
  • How high-frequency investors profi t from mispriced securities
  • Statistical and algorithmic suggestions utilized by high-frequency investors
  • Technology and strategies for development a high-frequency buying and selling approach
  • The ongoing debate over the benefi ts, hazards, and ever-evolving way forward for high-frequency trading

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Extra info for All About High-Frequency Trading

Sample text

The predictor, known also as a quantitative trader, practices not what we might call “static” arbitrage but statistical arbitrage. You’ll find all manner of definition of statistical arbitrage, but it all comes down to analyzing data over time and using it to make predictions about the future direction of prices, using the mathematics of statistics and probability theory, then making trades based on these predictions. If your predictions come true more often than not—even just slightly more often than not—you make a profit.

Options exchanges. Note that the CME and ICE trade futures options, as opposed to “cash” options on stocks and ETFs and their indices traded elsewhere. An index futures option allows you, for a price, to gain the right but not the obligation to take a long or short position in a futures contract. These deliver, then, in neither cash nor stock, but in a futures contract on the stock index. S. exchanges where most equity index futures trade. S. futures exchanges are regulated not by the SEC, as are stock and option markets, but by the Commodity Futures Trading Commission.

Just search on KO and then specify PEP in the Compare With field. Trading 101 39 a corresponding change in the other within some time frame, with one always tending to lead and the other to lag. Should the predictor see the lead stock jump in price, she might immediately buy the lag stock, expecting it to rise in price. If it does, she can then sell it for a profit. The key word here is if, because trends like this are not guaranteed to play out the same way in every case. The pairs strategy has been exploited for many years now, and some might say that pond is fished out.

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All About High-Frequency Trading by Michael Durbin

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