High-Frequency Trading

Is It Necessary to Restrict Forex Financial Trading? A Modified Model

The Central Bank of Iran banned online currency trading through Forex brokers in November 2016. However, some Iranian speculators still trade in the online Forex market. Is this prohibition on Forex trading reasonable? According to reports, the majority of Forex day traders fail and leave the market within six months to a year. Some scholars attribute this failure to the changeable characterist...

Developing high frequency foreign exchange trading systems

The foreign exchange (FX) spot markets are well suited to high frequency trading. They are highly liquid, allow leverage, and trade 24 hours a day, 5 days a week. This paper documents and tests the stylized facts known about high-frequency FX markets. It then postulates a high frequency trading system on the basis of these stylized facts. Benchmarking confirms the robustness of the approach, de...

Crashes and high frequency trading: an evaluation of risks posed by high-speed algorithmic trading

Effective low-cost High-Frequency Trading solutions from IBM and Mellanox May 2011 A Low-Latency Solution for High- Frequency Trading from IBM and Mellanox

IT Infrastructure for High-Frequency Trading

Algorithmic trading has becomes a huge proportion of the trades executed on securities exchanges around the world. Reduced transaction costs have faciliated a new generation of trading strategies which depend on computing and network speed. Algorithmic trading also poses a new set of risks and challenges regulators to keep up. This paper reviews the technology infrastructre supporting algorithm...

Market Sensitivity of a High Frequency Trading Firm Stock