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High-frequency trading is quantitative trading that is characterized by short portfolio holding periods. [33] All portfolio-allocation decisions are made by computerized quantitative models. The success of high-frequency trading strategies is largely driven by their ability to simultaneously process large volumes of information, something ...
High frequency trading (HFT) is controversial. Some investors say it lets people capitalize off of opportunities that may vanish quite quickly. Others say high frequency trading distorts the markets.
In short form, high-frequency trading is a flavor of trading that leverages computers and the speed of super-fast data. Ever since the meltdown at Knight Capital (NYS: KCG) earlier this month, the ...
Flash Traders and High Frequency Traders: Same Networks, Different Objectives And there's yet another twist to the story. If your broker requests it, the ECN will make the order available for ...
As noted above, high-frequency trading (HFT) is a form of algorithmic trading characterized by high turnover and high order-to-trade ratios. Although there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, specialized order types, co-location, very short-term investment horizons, and high cancellation ...
Direct Edge's response to this in 2009 was that the data that flash trading used reduced market impact, increased average size of executed orders, reduced trading latency, and provided additional liquidity. Direct Edge also allowed all of its subscribers to determine whether they want their orders to participate in flash trading or not so ...
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Earlier this month, fellow Fool Matt Koppenheffer showed how the phenomenon of high-frequency trading, or HFT, has grown over the past five years. In short, HFT is carried out by computers ...