Two pretty good articles on HFT

These articles Jacob Loveless were posted few months ago on ACM (Association for Computing Machinery)  blog, but I just came across them.

Barbarians at the Gateways includes details on specific HTF trading strategy
Online Algorithms in High-frequency Trading provides high-level overview of some mathematics that is used for data analysis

at

1 comment:

  1. Anonymous11/12/2013

    So the November '13 _Australian_ vol contract ticker is VIX3 - not confusing at all....

    ReplyDelete

Subscribe to: Post Comments (Atom)

Weekly market report

Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...

  • Simple Trick to Convert Volatility
    As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
  • Intuitive Understanding Of VIX Formula
    Many investors are looking at VIX and VSTOXX indexes as a leading indicators of volatility in equity markets, however many are confused by t...
  • DBCVIX Index
    Deutsche Bank Currency Volatility Index was developed to provide an implied volatility benchmark for major currency markets. The index is d...