Offline Algorithms in Low-Frequency Trading

Enterprise Networks for Low Latency , High Frequency Financial Trading

Emerging applications such as high frequency trading are driving new requirements for ultra-low latency data center network designs. In this paper, we review low latency messaging applications for enterprise server platforms and present the results of a recent audited industry standard benchmark test designed to simulate the effects of real time financial trading systems. Design best practices ...

Buy Low, Sell High: A High Frequency Trading Perspective

We develop a High Frequency (HF) trading strategy where the HF trader uses her superior speed to process information and to post limit sell and buy orders. We introduce a multi-factor self-exciting process which allows for feedback effects in market buy and sell orders and the shape of the limit order book (LOB). The model accounts for arrival of market orders that influence activity, trigger o...

High-Frequency Trading

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Effective low-cost High-Frequency Trading solutions from IBM and Mellanox May 2011 A Low-Latency Solution for High- Frequency Trading from IBM and Mellanox

Minisymposium on High Frequency Trading

Saturday, March 25th R MORNING SESSION, Chair: Sergey Nadtochiy 9:00am-10:00am Sebastian Jaimungal (University of Toronto) 10:00am-10:30am Coffee break 10:30am-11:30am Kevin Li (Tower research Capital, New York) 11:30pm-1:30pm Lunch break R AFTERNOON SESSION, Chair: Sebastian Jaimungal 1:30pm-2:30pm Ciamac Moallemi (Columbia University) 2:30pm-3:00pm Coffee break 3:00pm-4:00pm Sasha Stoikov (Co...