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Our Thought Leaders...
High Frequency Commentary & Analysis
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Manual certification of FIX connections is no longer an option as exchanges are phasing in automated processes to improve testing ahead of new regulatory guidelines.Be the first to comment
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In response to shares of Anadarko Petroleum trading as low as a penny last week, Themis Trading raises questions to Anadarko about the stock's rapid descent in the context of the current market structure.
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While lawmakers and regulators take a long hard look at high-frequency trading, the firms that trade near the speed of light are donating money like never before.
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As traders look for the fastest way to trade, one connectivity provider may have an answer: Sending data and trade orders via microwaves. So, what happens when it rains?
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Distinguishing between "dark and lit" trading venues in strategy discussions must consider the order size because small trades parsed algorithmically across venues have a different impact on information leakage than block trades.
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Like an addict chasing the next high while evading their family, the police and reality, high frequency traders are in a similar state of denial.
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After last week's Hash Crash, James Angel of Georgetown University told CNBC he's worried about the next glitch. Circuit breakers are in place, but he's not sure how they will react when the next stress hits.
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In Part II of their series, Capco consultants examine Canada’s new rules on dark pools, comparing the similarities and differences in the way that dark pools are regulated in Canada versus the United States.
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The sense that inertia and incrementalism are the only approaches to solving market inertia does not necessarily have to be the case. What may be required is a systemic review of market structure itself.
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With profits down due to lower volumes and declining volatility in U.S. stocks, high-frequency traders face growing pressure to find new markets and innovate when speed is not enough.
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It seems like the Limit Up-Limit Down rule is a blanket oversight that fails to tackle the real issue around extraordinary market volatility, the rise of high frequency trading and rogue algorithms.
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Self-learning techniques, such as machine learning or artificial intelligence, offer a potential route for smart algos to identify new trading patterns and can also be used to discover new patterns of market abuse.
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Based on what it calls 'the first meta-analysis of HFT,' Columbia Business School Professor Charles Jones finds that high frequency trading benefits liquidity and lowers trading costs, echoing other academic studies.
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High-frequency trading has blown through the business life cycle stages in five short years and is already on the decline.
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The study by Charles Jones cite the usual benefits of HFT: enhanced liquidity and more efficient markets. But what about the conflicts of interest and order types designed specifically for the benefit of high frequency players?
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In January 2013, Congressman Edward J Markey declared that HFT represents a clear and present danger and should be curtailed immediately. Is he right?
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Regulators worry that high speed trading firms that act as both buyer and seller in the same transaction, known as wash trades, could be inflating the volume and distorting prices, reported The Wall Street Journal and CNBC.
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Whether high-frequency trading is good for investors or bad, one fact that no one disputes is the drastic drop in HFT profits.
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U.S. state securities regulators on Tuesday urged Congress to investigate the practice of using powerful computers to trade rapidly large volumes of securities.
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Data volumes are growing and the technology is better, but the fundamental principles of data analysis remain the same.
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As new marketplaces and business models emerge, the industry should be prepared for an entirely new wave of custom IT systems and applications.
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Market structure in Mexico leads the way for Latin American electronic trading with some serious new infrastructure and support for local institutional trading and north to south flow from statistical arbitrage.
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From a high-frequency trading firm taking out a Super Bowl ad, to new HFT legislation that includes a transaction tax, Themis offers 10 predictions for the U.S. markets in 2013.
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The firm also predicts London will become a hot market for investors looking to escape tight regulations, and that algorithmic "hall monitors" will be a force.
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"Something should strike you that this paper is unique when it comes to academic literature on HFT," Themis Trading's partners say.
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