high-frequency-trading

The Dutch market making giant protects a €130bn central risk book with a ‘latent backbone’ that allows it to react quickly across asset classes, according to CEO Jan Boomaars As […]

We've noted in the past that 'high-frequency trading' (HFT) firms are branching out and doing much more than just their namesake. They've been building out teams with hedge fund talent, but the flow of talent isn't one way. Hedge fund Millennium, for example, quietly brought in the chief technology officer of one of the world's largest HFTs earlier this year. 💥Follow us on WhatsApp for news …

In this paper, we consider estimating spot/instantaneous volatility matrices of high-frequency data collected for a large number of assets. We first combine classic nonparametric kernel-based smoothing with a generalized shrinkage technique in the matrix estimation for noise-free data under a uniform sparsity assumption, a natural extension of the approximate sparsity commonly used in the literat…

Mosaic Finance, the high-frequency trading firm that fought a fierce battle against Eurex and its regulator over “corrupted” orders allegedly being sent by rivals, has entered judicial restructuring after running […]

Table of Contents The Counterintuitive Inversion: When a 50.8% Reject Rate Is Your Best Defense The Single-Metric Trap: Why Execution…

By Ariel Silahian | 20+ years building HFT infrastructure | Creator of VisualHFT Table of Contents The $1.25M Planning Failure…

High Frequency Trading (HFT) firms are among the most technologically advanced participants in modern financial markets. These firms use powerful algorithms, advanced data analysis, and ultra-fast infrastructure to execute trades in milliseconds. The United States is home to many of the top HFT firms in the USA, including companies that operate some of the most […]

In my recent piece on Kronos, I explored how foundation models trained on K-line data are reshaping time series forecasting in finance. That discussion naturally raises a follow-up question that several readers have asked: what about the architecture itself? The Transformer has dominated deep learning for sequence modeling over the past seven years, but a … Continue reading "State-Space Models fo…

By Linda Kreitzman, Executive Director of the Master of Financial Engineering Program at Berkeley Master of Financial Engineering programs’ students have, in my view, a very wide array of job opportunities in front of them, and not just in traditional quantitative finance with roles as strats at an I-bank, or researchers/portfolio managers at a hedge fund, derivatives traders, or in high frequenc…

Changes are afoot in Chinese exchange colocation service regulations, with sources have confirmed to Global Trading that the Shanghai and Shenzhen exchanges are meeting with clients and mainland brokers to […]

Transaction Network Services (TNS) has connected to the Tokyo Financial Exchange (TFX), offering its customers high-frequency traders (HFTs) direct access to the derivative exchange. Yet the Japanese buy side is […]

By Chainika Thakar, Anupriya Gupta and Milind Paradkar High Frequency Trading is a subset of algorithmic trading and is executed by high frequency trading algorithms. The heart or the core of HFT is a combination of: High-Speed Computer Systems & Real-Time Data Feed (which tracks trades and order book quickly). By the end of this article, you will be well-equipped with useful knowledge concerning…

If you've ever been intrigued by the dynamic world of Algorithmic Trading and aspired to turn this into a fulfilling career, you've landed in the right place. Here, we highlight some important factors for job seekers in the domains of High Frequency Trading, Automated Trading, Quantitative Trading or simply Quant Jobs. If you are specifically wondering how to get into high frequency trading, we h…

Latency Arbitrage: How High Speed Traders Profit from Market Lag Imagine two traders executing the same stock order – one profits instantly, while the other barely breaks even. The difference? A few milliseconds. This is the hidden world of latency arbitrage, a form of high-frequency trading (HFT) that capitalizes on micro-delays in how market data […]

After years of stagnation, Japan’s equity market is booming and alternative trading system providers are flocking in. Buyside traders now hope that the stranglehold of HFT firms will be broken. […]

If you have ever wondered whether swing trading vs scalping is the right path for you, you are not alone. Traders across markets constantly debate these two styles because they represent opposite ends of the trading spectrum. On one side, you have the scalper – quick, decisive, and glued to the screen for hours a […]

For high-frequency traders, the most desirable London location seems to be on top of LSEG’s data centre in the Docklands, where the FCA is investigating whether low latency connectivity services […]

This article examines the multifaceted impact of high-frequency trading, also known as HFT, on market stability, focusing on both traditional financial markets and the emerging landscapes of cryptocurrency.

Introduction There is a common misunderstanding, even among practitioners, that low-latency trading is a waste of human talent and resources that could instead go to advancing physics or curing cancer. It’s been attacked by books like Flash Boys, governments trying to pass transaction taxes, and exchanges bending to pressure by implementing speed bumps or periodic … Continue reading "Opinion: Rat…

High-frequency statistical arbitrage leverages sophisticated quantitative models and cutting-edge technology to exploit fleeting inefficiencies in global markets. Pioneered by hedge funds and proprietary trading firms over the last decade, the strategy identifies and capitalizes on sub-second price discrepancies across assets ranging from public equities to foreign exchange. At its core, statisti…