The Problem of HFT: Collected Writings on High Frequency Trading & Stock Market Structure Reform
Bodek, Haim
- 出版商: Createspace Independent Publishing Platform
- 出版日期: 2013-01-18
- 售價: $940
- 貴賓價: 9.5 折 $893
- 語言: 英文
- 頁數: 112
- 裝訂: Quality Paper - also called trade paper
- ISBN: 1481978357
- ISBN-13: 9781481978354
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相關分類:
Fintech
海外代購書籍(需單獨結帳)
商品描述
This book explores the problem of high frequency trading (HFT) as well as the need for US stock market reform. This collection of previously published and unpublished materials includes the following articles and white papers: The Problem of HFT HFT Scalping Strategies Why HFTs Have an Advantage Electronic Liquidity Strategy HFT - A Systemic Issue Reforming the National Market System NZZ Interview with Haim Bodek TradeTech Interview with Haim Bodek "Modern HFT wasn't a paradigm shift because its innovations brought new efficiencies into the marketplace. HFT was a paradigm shift because its innovations proved that anti-competitive barriers to entry could be erected in the market structure itself to preference one class of market participant above all others"
作者簡介
Haim Bodek is a Managing Principal of Decimus Capital Markets, LLC, a tactical consulting and strategic advisory firm focused on high frequency trading and market structure. Mr. Bodek was formerly a founder and Chief Executive Officer of Trading Machines LLC, an independent high frequency options trading firm. Prior to TM, Mr. Bodek was a Managing Director and Joint Global Head of Electronic Volatility Trading at UBS Investment Bank. He is an electronic trading executive and algorithmic trading strategist with 15 years of experience in the automated trading space. Mr. Bodek's career, experiences, and advocacy for US stock market regulatory reform are described extensively in Dark Pools by Scott Patterson, freelance writer and staff reporter for The Wall Street Journal.