Enterprise Networks for Low Latency , High Frequency Financial Trading

Will high-frequency trading practices transform the financial markets in the Asia Pacific Region?

High-frequency trading (HFT) practices in the global financial markets involve the use of information and communication technologies (ICT), especially the capabilities of high-speed networks, rapid computation, and algorithmic detection of changing information and prices that create opportunities for computers to effect low-latency trades that can be accomplished in milliseconds. HFT practices ...

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...

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

J-REIT Market Quality: Impact of High Frequency Trading and the Financial Crisis

Using the introduction of Arrowhead low latency trading platform by Tokyo Stock Exchange as a natural experiment, I analyze the impact of high frequency trading on market quality of JREITs, in terms of liquidity, volatility, and systemic risks. I also analyze the impact of the 2008 financial crisis. The results document that while the crisis has significantly deteriorated the market quality, th...

Introduction to the OR Forum Article: "The Cost of Latency in High-Frequency Trading"

Modern electronic markets have been characterized by a relentless drive towards faster decision making. Significant technological investments have led to dramatic improvements in latency, the delay between a trading decision and the resulting trade execution. We describe a theoretical model for the quantitative valuation of latency. Our model measures the trading frictions created by the presen...