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Profiting from high-frequency trading - MarketWatch
www.marketwatch.com/.../profiting-from-high-frequency-trad...CachedShareFeb 16, 2012 – 4) HFT increases liquidity however it also increases volatility. As an investor ... My recommendation is to buy large-cap stocks with high liquidity.Shared on Google+. View the post.High-frequency trading - Wikipedia, the free encyclopedia
High-frequency trading (HFT) is the use of sophisticated technological tools to ... do not accumulate positions, and typically liquidate their entire portfolios on a daily basis. ... According to data from the NYSE, trading volume grew by about 164% .... An academic study found that, for large-cap stocks and in quiescent markets ...HFT Pirates And Their Academic Friends | The Big Picture
www.ritholtz.com/blog/.../hft-pirates-and-their-academic-frien...CachedShareApr 16, 2012 – A new call market limited to small and mid-cap stocks might increase liquidity and tighten spreads for stocks with low average daily volume.” ...Shared on Google+. View the post.Dow Jones Indexes' Dow Jones Golden Crossover U.S. Large-Cap ...
www.hftreview.com/.../dow-jones-indexes-dow-jones-golden-...CachedShareFeb 16, 2012 – The Dow Jones Golden Crossover U.S. Large-Cap Total Stock Market Index is monitored on a daily basis and rebalanced when a signal is ...Shared on Google+. View the post.- [PDF]
Do High-Frequency Traders Anticipate Buying and Selling Pressure?
https://wpweb2.tepper.cmu.edu/.../2012_PA_680343_940290...ShareFile Format: PDF/Adobe Acrobat - Quick ViewShared on Google+. View the post.
non-HFT net marketable buying of 0.66 over the following thirty seconds, and stocks .... permanently removed if daily dollar volume falls below $100000. ... volume is 14.8% in small-cap stocks, 29.2% in mid-cap stocks, and 40.9% in large-cap ... High-Speed Trading Is Progress, Not Piracy- Bloomberg
mobile.bloomberg.com/.../high-speed-trading-is-progress-not-...CachedShareApr 10, 2012 – But criticisms of HFT are overblown, and regulating potential abuses isn't as hard as many believe. ... In 2008, of course, daily volatility shot to the highest level since 1932, ... at the best available price, even when that's a hindrance to large trades. A new call market limited to small and mid-cap stocks might ...Shared on Google+. View the post.- [PDF]
High Frequency Trading and Price Discovery*
faculty.haas.berkeley.edu/hender/HFT-PD.pdfShareFile Format: PDF/Adobe Acrobat - Quick ViewShared on Google+. View the post.
by T Hendershott - 2011 - Cited by 19 - Related articles
participation of a large group of HFT in each transaction. Like traditional .... Section 5 focuses on HFT trading during high permanent volatility day. Section 6 .... sets two small-cap firms are dropped because their symbols do not appear in TAQ at the ... The average per stock NASDAQ daily trading volume is $62.28 million. print - thetradenews.com
www.thetradenews.com/print.aspx?id=5839ShareIt is America's most traded stock, making up 6.13% of 2011 volume up to 6 May. ... Citi shares were previously attractive to high-frequency trading (HFT) firms, ... of a large-cap firm and could generate a higher comparative return based on capital at risk. ... If Citi's average daily value traded dropped to the level of J.P. Morgan, ...Shared on Google+. View the post.- [PDF]
Insıghts
www.itg.com/news_events/insights/In_Rowsell_102711.pdfShareFile Format: PDF/Adobe Acrobat - Quick ViewShared on Google+. View the post.
Oct 27, 2011 – handle it; potential narrowing of tick sizes, particularly in large cap stocks which HFT firms trade; and changes to average daily volume (ADV) ... - [PDF]
Staying On Top of Algos Business White Paper
m.sybase.com/files/.../SYB-Staying-on-Top-of-Algos-WP.pdfShareFile Format: PDF/Adobe Acrobat - Quick ViewShared on Google+. View the post.
for HFT volume in European trading this year is 45 percent of the total, up from 42 percent in 2011. ... Many large brokers offer algorithmic trading solutions that involve similar techniques .... close, say, to 6 or 7 p.m. daily, a report can be generated at 4.15 p.m. to provide a ... low-urgency and small orders for large cap stocks.
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