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Algorithmic Trading and Market Microstructure
Man vs. Robot on the bleeding edge of computational finance
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Media Firms Probed on Data Release

Media Firms Probed on Data Release | Algorithmic Trading and Market Microstructure | Scoop.it
Federal investigators examined whether media firms used high-speed systems to give some investors access to government economic data a fraction of a second ahead of the release time, but the U.S. decided not to file criminal charges.
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The Encyclopedia of Trading Strategies (McGraw-Hill Trader's Edge Series): Jeffrey Katz, Donna McCormick: Amazon.com: Kindle Store

The Encyclopedia of Trading Strategies (McGraw-Hill Trader's Edge Series): Jeffrey Katz, Donna McCormick: Amazon.com: Kindle Store
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Themis Trading HFT Bibliography December 2012

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Unqualified Reservations: How Bitcoin dies

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Twitter / EllieAsksWhy : Barclay's Graveyard of 13,000 ...

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The Trading Profits of High Frequency Traders

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The Trading Profits of High Frequency Traders | The Big Picture

The Trading Profits of High Frequency Traders | The Big Picture | Algorithmic Trading and Market Microstructure | Scoop.it
One Response to “The Trading Profits of High Frequency Traders”. Northeaster Says: January 17th, 2013 at 7:18 am. This is an interesting piece after just reading the “Why People fail at Trading”. It is arguably the reason I ...
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It Took Algos 4 Seconds To Fully Process The Flashing Red DELL Headline | Zero Hedge

It Took Algos 4 Seconds To Fully Process The Flashing Red DELL Headline | Zero Hedge | Algorithmic Trading and Market Microstructure | Scoop.it
At precisely 14:04:08 a flashing red Bloomberg headline hit that "DELL IS SAID TO BE IN TALKS TO GO PRIVATE." Moments later the stock slammed higher by 10% triggering a circuit breaker.
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DTCC › DTCC SWAP DATA REPOSITORY REAL-TIME REPORTING NOW LIVE

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In New Year, Errors Mount at High-Speed Exchanges

In New Year, Errors Mount at High-Speed Exchanges | Algorithmic Trading and Market Microstructure | Scoop.it
The United States’ 13 public stock exchanges have been competing to offer the fastest and most sophisticated trading software, creating more opportunities for technology errors.
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different speeds

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First the Rise of the Machines, Now the Rise of the Bugs

First the Rise of the Machines, Now the Rise of the Bugs | Algorithmic Trading and Market Microstructure | Scoop.it
2012 was the year that the market realized just how buggy, and costly, those high-powered, high-frequency electronic trading programs can be.
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Why I Quit Algorithmic Trading to Do Web Startups

Why I Quit Algorithmic Trading to Do Web Startups | Algorithmic Trading and Market Microstructure | Scoop.it
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Apple stock panic labeled "a premeditated flash dump" - Apple Insider

Apple stock panic labeled "a premeditated flash dump" - Apple Insider | Algorithmic Trading and Market Microstructure | Scoop.it
Apple stock panic labeled "a premeditated flash dump" Apple Insider A report by Philip Elmer-DeWitt, writing for Fortune, cited a blog entry by trading insider 'Tyler Durden,' which noted Nanex charts (one shown below) indicating trades of 800,000...
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The Machines Have Arrived: Ad Buying Going the Way of High Frequency Trading

The Machines Have Arrived: Ad Buying Going the Way of High Frequency Trading | Algorithmic Trading and Market Microstructure | Scoop.it
The Machines Have Arrived: Ad Buying Going the Way of High Frequency Trading http://t.co/6B9KycZz via @thomvest
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Nanex ~ 24-Jan-2013 ~ Fantaseconds Illuminate Cheating

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Apple Closing = $500 is Not Proof of Conspiracy | The Big Picture

One emailer is an oddity, two a coincidence, three emails plus a respected tech site means this is a full blown trend. Thus, I am compelled to address
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Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies (Wiley Finance): Anatoly B. Schmidt: Amazon.com: Kindle Store

Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies (Wiley Finance): Anatoly B. Schmidt: Amazon.com: Kindle Store
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The Trading Profits of High Frequency Traders

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SEC's Hired Gun on High-Frequency Trading Gets Permanent Role

SEC's Hired Gun on High-Frequency Trading Gets Permanent Role | Algorithmic Trading and Market Microstructure | Scoop.it
The U.S. Securities and Exchange Commission has promoted its computer-trading specialist, boosting his office's effort to scrutinize rapid-fire trading's impact on equity markets.
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Two supercomputers crunched the data and conclude high frequency trading has “little impact on our lives”

Two supercomputers crunched the data and conclude high frequency trading has “little impact on our lives” | Algorithmic Trading and Market Microstructure | Scoop.it
Scientists used two of the world’s largest supercomputers in a study that has determined the impact of high-frequency trading on US stock markets is virtually nothing. In fact, the research suggests that ...
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Nicolas Maisonneuve's blog » Experimenting High Frequency Trading Principles on Twitter

Nicolas Maisonneuve's blog » Experimenting High Frequency Trading Principles on Twitter | Algorithmic Trading and Market Microstructure | Scoop.it
Experimenting High Frequency Trading Principles on Twitter http://t.co/Pev9h7qU #finance #twitter #attention_economy
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BATS reveals multiyear pricing problem - FT.com

BATS reveals multiyear pricing problem - FT.com | Algorithmic Trading and Market Microstructure | Scoop.it
BATS Global Markets, the third-largest US stock exchange operator by volume, has alerted traders that its systems have executed hundreds of thousands of transactions that may have violated securities rules.
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A Link Mining Algorithm for Earnings Forecast and Tradin

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Magic, maths and money: Magic, markets and models of science

Magic, maths and money: Magic, markets and models of science | Algorithmic Trading and Market Microstructure | Scoop.it
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