'High frequency trading' presentation slideshows

High Frequency Quoting: Short-Term Volatility in Bids and Offers

High Frequency Quoting: Short-Term Volatility in Bids and Offers. Joel Hasbrouck Stern School , NYU Presentation at Penn Econometrics Workshop, April 15, 2013. Disclaimers.

1.09k views • 98 slides

High Frequency Quoting: Short-Term Volatility in Bids and Offers

High Frequency Quoting: Short-Term Volatility in Bids and Offers. Joel Hasbrouck Stern School, NYU Presentation at Paris HFT Conference, April 18, 2013. Disclaimers.

1.01k views • 91 slides

High-Frequency Quoting: Measurement, Detection and Interpretation

High-Frequency Quoting: Measurement, Detection and Interpretation. Joel Hasbrouck. Outline. Background Look at a data fragment Economic significance Statistical modeling Application to larger sample Open questions. Economics of high-frequency trading. Absolute speed

707 views • 69 slides

Applications of news analytics in finance: a review

Applications of news analytics in finance: a review. Gautam Mitra Co-author Leela Mitra. Summary and scope.

977 views • 67 slides

The Future Of Digital Markets

The Future Of Digital Markets. Richard Olsen. Outline. Distributed l edger t echnology One global Internet market Price- spread -time matching engine Complete automation o f d ecisions Event- based intrinsic time WikiFinClimate. Today.

570 views • 38 slides

Presented to you by: Dennis Dick, CFA Bright Trading LLC

Trading in an HFT World. Presented to you by: Dennis Dick, CFA Bright Trading LLC. Financial Advice Disclaimer. The information contained in this presentation and from any communication related to this presentation is for information purposes only.

526 views • 33 slides

Sorting Out the Current Economic Situation

Sorting Out the Current Economic Situation. Gary W. Tapp , Ph.D. Director, Economic Education Federal Reserve Bank of Atlanta Sept. 25, 2012. The views expressed are mine, and not necessarily those of the Atlanta Fed or the Federal Reserve System.

361 views • 29 slides

356 views • 24 slides

Bright trading retreat

237 views • 16 slides

Independent agency broker with over 10 years of experience providing high-throughput, low latency technologies to the pr

About Lime Brokerage. Independent agency broker with over 10 years of experience providing high-throughput, low latency technologies to the professional trading community.

164 views • 9 slides

Modern Microstructure: High Frequency Trading, Spread Capture, and The Flash Crash

Modern Microstructure: High Frequency Trading, Spread Capture, and The Flash Crash. Questions to think about in advance. How should Market Quality be measured? What is the impact of High Frequency Trading on Market Quality? What caused the Flash Crash?

207 views • 8 slides

PhD Theses in network performance

PhD Theses in network performance. Brighten Godfrey Srikanth Kandula Xiaowei Yang Ming Zhang. Hitesh Ballani Peter Bodik Nate Foster Craig Labovitz. For data analytics, what network functions are needed, where do you place them ?. (aka: Will Cisco survive?)

144 views • 6 slides