Today I read a couple of papers in order to understand what the High Frequency Trading systems stand for and the methods and techniques they utilize.
The best paper so far is the High Frequency Trading from Peter Gomber et all. 2011. This paper defines HFT and analyze Algorithmic and High Frequency Trading Strategies and related concepts. Another important issue that is included is the regulation and regulatory discussion that is take place and the differences between U.S and the European Market System.
Another interesting paper is the Capital Market surveillance using stream processing from Aniruddha Mujherjee et all. 2010 which analyze how complex event processing can be used in order to detect financial fraud in real time.
In the next post I will mention some papers that analyze the Network infrastructure and the latency problem.
Also an introduction on SPSS Modeler will follow.
The best paper so far is the High Frequency Trading from Peter Gomber et all. 2011. This paper defines HFT and analyze Algorithmic and High Frequency Trading Strategies and related concepts. Another important issue that is included is the regulation and regulatory discussion that is take place and the differences between U.S and the European Market System.
Another interesting paper is the Capital Market surveillance using stream processing from Aniruddha Mujherjee et all. 2010 which analyze how complex event processing can be used in order to detect financial fraud in real time.
In the next post I will mention some papers that analyze the Network infrastructure and the latency problem.
Also an introduction on SPSS Modeler will follow.
