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High-Frequency Trading: The Faster, the Better?
July-Aug. 2012 (vol. 27 no. 4)
pp. 70-73
| ASCII Text | x | ||
| Rahul Savani, "High-Frequency Trading: The Faster, the Better?," IEEE Intelligent Systems, vol. 27, no. 4, pp. 70-73, July-Aug., 2012. | |||
| BibTex | x | ||
| @article{ 10.1109/MIS.2012.75, author = {Rahul Savani}, title = {High-Frequency Trading: The Faster, the Better?}, journal ={IEEE Intelligent Systems}, volume = {27}, number = {4}, issn = {1541-1672}, year = {2012}, pages = {70-73}, doi = {http://doi.ieeecomputersociety.org/10.1109/MIS.2012.75}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, } | |||
| RefWorks Procite/RefMan/Endnote | x | ||
| TY - MGZN JO - IEEE Intelligent Systems TI - High-Frequency Trading: The Faster, the Better? IS - 4 SN - 1541-1672 SP70 EP73 EPD - 70-73 A1 - Rahul Savani, PY - 2012 KW - Computer crashes KW - Algorithms KW - Stock market KW - Finance KW - Investments KW - Economics KW - Game theory KW - algorithms KW - game theory KW - financial markets VL - 27 JA - IEEE Intelligent Systems ER - | |||
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/MIS.2012.75
The floor of the New York Stock Exchange, filled with traders in a frenzy of activity, is perhaps the iconic image of financial markets. But today, the TV pictures we see of the trading floor are largely symbolic. The frenzy of activity instead takes place in server rooms, with human market makers replaced by the algorithms of high-frequency trading firms. They make their money with razor-thin margins and huge volumes. To thrive, they must master both technology and strategy. The debate now rages as to how beneficial they are to markets and how they should be regulated.
Index Terms:
Computer crashes,Algorithms,Stock market,Finance,Investments,Economics,Game theory,algorithms,game theory,financial markets
Citation:
Rahul Savani, "High-Frequency Trading: The Faster, the Better?," IEEE Intelligent Systems, vol. 27, no. 4, pp. 70-73, July-Aug. 2012, doi:10.1109/MIS.2012.75
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