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  • CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”

    http://CppCon.org — Presentation Slides, PDFs, Source Code and other presenter materials are available at: https://github.com/CppCon/CppCon2017 — Automated trading involves submitting electronic orders rapidly when opportunities arise. But it’s harder than it seems: either your system is the fastest and you make the trade, or you get nothing. This is a considerable challenge for any C++ developer - the critical path is only a fraction of the total codebase, it is invoked infrequently and unpredictably, yet must execute quickly and without delay. Unfortunately we can’t rely on the help of compilers, operating systems and standard hardware, as they typically aim for maximum throughput and fairness across all processes. This talk describes how successful low latency trading systems can be...

    published: 08 Oct 2017

  • Writing and Testing High-Frequency Trading Engines

    In Java, writing microsecond low-latency systems requires disciplined use of a subset of Java’s features, and testing and persistence provide additional challenges. This presentation looks at some of the solutions possible in Java and where the session’s speaker sees the future of high-frequency trading and Java. Author: Peter Lawrey Innovative developer of high performance Java Systems for competitive advantage. View more trainings by Peter Lawrey at https://www.parleys.com/author/peter-lawrey Find more related tutorials at https://www.parleys.com/category/developer-training-tutorials

    published: 05 Jun 2015

  • The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016

    The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016 Slides: https://meetingcpp.com/index.php/tv16/items/18.html

    published: 19 Dec 2016

  • High Frequency Trading: Westernpips FIX Trader 3.9 Software

    High Frequency Trading: Westernpips FIX Trader 3.9 Software http://westernpips.com Skype: westernpips.com Mail: westernpips@gmail.com THE DAY HAS COME, WHICH YOU ALL WERE WAITING FOR! PERIODICALLY WESTERNPIPS GROUP CREATES REVOLUTIONARY NEW PRODUCTS THAT CHANGE THE APPROACH TO THE HIGH-FREQUENCY ARBITRAGE TRADING. WE PRESENT OUR NEW REVOLUTIONARY PRODUCT - THE WORLD'S FIRST PLATFORM FOR HIGH-FREQUENCY TRADING WESTERNPIPS TRADER! Westernpips Trader is a platform integrated with the world's largest brokers using the FIX / API technology. The built-in high-frequency trading algorithm allows you to trade directly through the FIX protocol, the world's fastest financial data transfer protocol. We made a thoughtful, user-friendly interface. Those who use Trade Monitor 3.7 will quickly lea...

    published: 15 Mar 2017

  • Nanex's High Frequency Trading Model (Sped Up)

    Nanex released a video showing the results of half a second of worldwide high frequency trading with Johnson and Johnson stock. I simply sped up the footage to get a better feel of what it looked like. Blow Your Mind.

    published: 09 May 2013

  • Is high frequency trading good for financial markets?

    In the October edition of our Big Question video series, Booth professors John Heaton, Tobias Moskowitz, and Eric Budish are joined by Stephen Brodsky of Spot Trading to discuss the effect of technology on financial markets.

    published: 14 Oct 2013

  • A Closer Look at High-Frequency Trading

    This is the VOA Special English Economics Report, from http://voaspecialenglish.com | http://facebook.com/voalearningenglish Once, stocks were traded through the open outcry system. Today fast, interconnected computers have mostly replaced the traders shouting prices on the floors of stock exchanges. Joe Saluzzi is a head of equity trading at Themis Trading in New Jersey. "The equity market has changed. It's no longer what you see on TV, it's no longer guys with colored jackets running around the floor anymore. .... The equity market is a bunch of co-located computers strung together by a bunch of wires, everyone trying to race to zero. The speed of light is the goal."Computers can process stock trades in thousandths of a second. Andrew Haines of Gain Capital is an online broker. "A mil...

    published: 02 Nov 2011

  • Huge Deals in Microseconds | Made in Germany

    Whether in London, New York or Frankfurt, computers have taken over the bulk of trading at major stock exchanges. The sophisticated technology lets investors buy and sell equities in a fraction of a second. Critics warn that the high-speed trading puts the entire financial system at risk. Have we lost control of the financial system? Read more: http://www.dw.de/program/made-in-germany/s-3066-9798

    published: 23 Apr 2014

  • Trading Application with Complete C# and C++ Source Code by Modulus

    Best viewed in full screen HD mode. The Modulus trading application framework is an end-to-end, multi-asset trading solution for brokerages, trading schools and professional traders. Available with complete C# and C++ Source Code. Learn more at http://www.modulusfe.com

    published: 30 Dec 2015

  • High Frequency Trading | When Machines Take Over Markets | R L Shankar | TEDxGLIMChennai

    Know More about our analytics courses: http://bit.ly/2ka1nw8 Learn how algorithmic trading works and dominates the trading market. Also, about about the working of High Frequency Trading or HFT and its volatility. Dr R L Shankar is a full-time Professor of Finance and Analytics at Great Lakes Institute of Management. He offers Masters and Doctoral courses on Risk management, Financial derivatives, Algorithmic Trading, Fixed income and credit markets, Financial Risk Analytics, Financial engineering, Financial modelling etc. He is also a visiting faculty at IIMs such as IIM Kozhikode, IIM Trichy, and IIM Ranchi. Shankar has rich experience in offering customized programs for working executives. -------------------------------------------------------------------------------------- Great ...

    published: 08 Dec 2017

  • Who trading firms are seeking out · Matthew Hoyle (headhunter)

    EP 125: Getting hired—who trading firms and hedge funds are seeking out w/ Matthew Hoyle Matthew Hoyle was once a trader, or more specifically, an options market maker. And he started at a very young age, on the exchange floor in Amsterdam. But since 2003, he’s been in the headhunting (or recruiting) business. His firm, Matthew Hoyle Financial Markets. Essentially, Matthew finds the best candidates for hard to fill roles. He’s contracted by banks, hedge funds and all sorts of trading firms—for example; Tibra, Optiver, Tower Research, Citadel, Millennium Partners, amongst many others. Matthew’s deeply knowledgeable on the industry, and he’s won many awards for doing what he does… -- Show notes: https://chatwithtraders.com/ep-125-matthew-hoyle/

    published: 18 May 2017

  • Automated Trading Part 2: What's The BEST Programming Language For TRADING

    In this video I talk about what programming Language we like to use the most and which one we will be using to build our automated trading system. Follow us @ FB: www.fb.com/MontrealTradingG/ SITE: www.MontrealTradingGroup.com IG: MTG_CREW

    published: 23 Aug 2017

  • Trade via FIX API

    Darwinex: https://goo.gl/ncRPEC With our FIX API, you connect to our LPs, accessing the full order book. Our FIX offers the option of synchronising your trades with an MT4 coverage account.

    published: 29 Jan 2016

  • What Is High-Frequency Trading? Finance, Algorithms, Software, Strategies, Firms (2014)

    In financial markets, high-frequency trading (HFT) is a type of algorithmic trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data and electronic trading tools. While there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, co-location, and very short-term investment horizons. HFT can be viewed as a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. Aldridge and Krawciw, 2017 estimate that in 2016 HFT on average initiated 10...

    published: 20 Oct 2017

  • What is a quant trader?

    http://www.onestepremoved.com/ Shaun Overton interviews Michael Halls-Moore, a quantitative developer. Mike jumped from postgraduate school straight into algorithmic trading, bringing all the academic expertise but having to figure out the real world of trading with other people's money. Mike talks about the differences between trading personal accounts and what the institutions look for in their trading strategies. http://youtu.be/Uw188vWQ2Hg

    published: 02 Dec 2013

  • Microsecond

    published: 07 Sep 2014

  • SmartTick executes trades in microseconds

    Buy and sell execute S&P 500 symbols in less than 2 seconds

    published: 12 Jan 2017

  • Walkthrough of first trading algo in Cpp for future library use

    First C++ Codelite project file you can use as a reference to start building out http://quantlabs.net/blog/2016/06/walkthrough-of-first-trading-algo-in-cpp-for-future-library-use/

    published: 09 Jun 2016

  • CppCon 2017 When a Microsecond Is an Eternity High Performance Trading Systems in C++

    published: 11 Feb 2018

  • Alpha Trading Labs lets users develop high-frequency trading strategies

    Alpha Trading Labs co-founder Max Nussbaumer on how his new platform helps high-frequency traders invest.

    published: 30 Mar 2018

  • "60 Minutes" investigates high-frequency trading

    "60 Minutes" correspondent Steve Kroft revealed Sunday night how a few stock market insiders are making billions in high-frequency trading. Kroft spoke with Michael Lewis, the author of "Flash Boys," about how insiders are raising the costs of stocks for ordinary investors.

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  • Steven – Trader, Amsterdam

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  • Stock Market Insider Trading: High-Frequency Trading Transactions (2014)

    High-frequency trading (HFT) is a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. It is estimated that as of 2009, HFT accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012. High-frequency traders move in and out of short-term positions at high volumes aiming to capture sometimes a fraction of a cent in profit on every trade. HFT firms do not consume significant amounts of capital, accumulate positions or hold their portfolios overnight. As a result, HFT has a potential Sharpe ratio (a mea...

    published: 02 Mar 2015

  • Introduction to Algorithmic Trading

    Watch our short introductory video on Algorithmic Trading where Chandini Jain (ex-Derivatives Trader at Optiver, Chicago) explains basic concepts like trading, markets, exchanges, asset classes and how Auquan can help people looking for a career in trading. This video is intended for people with no previous background in finance. You can read more about us at: http://auquan.com/ Stay tuned for our upcoming tutorial series. Follow us on: Facebook: https://www.facebook.com/tradewithauquan Twitter: https://twitter.com/tradewithauquan

    published: 14 Nov 2016
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CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”
1:00:07

CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”

  • Order:
  • Duration: 1:00:07
  • Updated: 08 Oct 2017
  • views: 36516
http://CppCon.org — Presentation Slides, PDFs, Source Code and other presenter materials are available at: https://github.com/CppCon/CppCon2017 — Automated trading involves submitting electronic orders rapidly when opportunities arise. But it’s harder than it seems: either your system is the fastest and you make the trade, or you get nothing. This is a considerable challenge for any C++ developer - the critical path is only a fraction of the total codebase, it is invoked infrequently and unpredictably, yet must execute quickly and without delay. Unfortunately we can’t rely on the help of compilers, operating systems and standard hardware, as they typically aim for maximum throughput and fairness across all processes. This talk describes how successful low latency trading systems can be developed in C++, demonstrating common coding techniques used to reduce execution times. While automated trading is used as the motivation for this talk, the topics discussed are equally valid to other domains such as game development and soft real-time processing. — Carl Cook: Optiver, Software Engineer Carl has a Ph.D. from the University of Canterbury, New Zealand, graduating in 2006. He currently works for Optiver, a global electronic market maker, where he is tasked with adding new trading features into the execution stack while continually reducing latencies. Carl is also an active member of SG14, making sure that requirements from the automated trading industry are represented. He is currently assisting with several proposals, including non-allocating standard functions, fast containers, and CPU affinity/cache control. — Videos Filmed & Edited by Bash Films: http://www.BashFilms.com
https://wn.com/Cppcon_2017_Carl_Cook_“When_A_Microsecond_Is_An_Eternity_High_Performance_Trading_Systems_In_C_”
Writing and Testing High-Frequency Trading Engines
1:07:52

Writing and Testing High-Frequency Trading Engines

  • Order:
  • Duration: 1:07:52
  • Updated: 05 Jun 2015
  • views: 10913
In Java, writing microsecond low-latency systems requires disciplined use of a subset of Java’s features, and testing and persistence provide additional challenges. This presentation looks at some of the solutions possible in Java and where the session’s speaker sees the future of high-frequency trading and Java. Author: Peter Lawrey Innovative developer of high performance Java Systems for competitive advantage. View more trainings by Peter Lawrey at https://www.parleys.com/author/peter-lawrey Find more related tutorials at https://www.parleys.com/category/developer-training-tutorials
https://wn.com/Writing_And_Testing_High_Frequency_Trading_Engines
The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016
1:04:38

The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016

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  • Duration: 1:04:38
  • Updated: 19 Dec 2016
  • views: 19825
The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016 Slides: https://meetingcpp.com/index.php/tv16/items/18.html
https://wn.com/The_Speed_Game_Automated_Trading_Systems_In_C_Carl_Cook_Meeting_C_2016
High Frequency Trading: Westernpips FIX Trader 3.9 Software
5:31

High Frequency Trading: Westernpips FIX Trader 3.9 Software

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  • Duration: 5:31
  • Updated: 15 Mar 2017
  • views: 14936
High Frequency Trading: Westernpips FIX Trader 3.9 Software http://westernpips.com Skype: westernpips.com Mail: westernpips@gmail.com THE DAY HAS COME, WHICH YOU ALL WERE WAITING FOR! PERIODICALLY WESTERNPIPS GROUP CREATES REVOLUTIONARY NEW PRODUCTS THAT CHANGE THE APPROACH TO THE HIGH-FREQUENCY ARBITRAGE TRADING. WE PRESENT OUR NEW REVOLUTIONARY PRODUCT - THE WORLD'S FIRST PLATFORM FOR HIGH-FREQUENCY TRADING WESTERNPIPS TRADER! Westernpips Trader is a platform integrated with the world's largest brokers using the FIX / API technology. The built-in high-frequency trading algorithm allows you to trade directly through the FIX protocol, the world's fastest financial data transfer protocol. We made a thoughtful, user-friendly interface. Those who use Trade Monitor 3.7 will quickly learn a new platform. WELCOME TO THE WORLD OF HIGH-FREQUENCY TRADING WITH WESTERNPIPS GROUP! LIFE IS ALWAYS ON THE MOVING! GOOD LUCK IN YOUR HANDS!
https://wn.com/High_Frequency_Trading_Westernpips_Fix_Trader_3.9_Software
Nanex's High Frequency Trading Model (Sped Up)
7:39

Nanex's High Frequency Trading Model (Sped Up)

  • Order:
  • Duration: 7:39
  • Updated: 09 May 2013
  • views: 68993
Nanex released a video showing the results of half a second of worldwide high frequency trading with Johnson and Johnson stock. I simply sped up the footage to get a better feel of what it looked like. Blow Your Mind.
https://wn.com/Nanex's_High_Frequency_Trading_Model_(Sped_Up)
Is high frequency trading good for financial markets?
31:54

Is high frequency trading good for financial markets?

  • Order:
  • Duration: 31:54
  • Updated: 14 Oct 2013
  • views: 10575
In the October edition of our Big Question video series, Booth professors John Heaton, Tobias Moskowitz, and Eric Budish are joined by Stephen Brodsky of Spot Trading to discuss the effect of technology on financial markets.
https://wn.com/Is_High_Frequency_Trading_Good_For_Financial_Markets
A Closer Look at High-Frequency Trading
4:03

A Closer Look at High-Frequency Trading

  • Order:
  • Duration: 4:03
  • Updated: 02 Nov 2011
  • views: 45728
This is the VOA Special English Economics Report, from http://voaspecialenglish.com | http://facebook.com/voalearningenglish Once, stocks were traded through the open outcry system. Today fast, interconnected computers have mostly replaced the traders shouting prices on the floors of stock exchanges. Joe Saluzzi is a head of equity trading at Themis Trading in New Jersey. "The equity market has changed. It's no longer what you see on TV, it's no longer guys with colored jackets running around the floor anymore. .... The equity market is a bunch of co-located computers strung together by a bunch of wires, everyone trying to race to zero. The speed of light is the goal."Computers can process stock trades in thousandths of a second. Andrew Haines of Gain Capital is an online broker. "A millisecond can mean millions of dollars to the success of your strategy. Having a one, two, three millisecond advantage over other traders may mean that you get into a trade at a preferable price." Andrew Haines says an estimated seventy percent of all stock trades are high-frequency trades made with complex computer models. Stocks may be held for only seconds. But fast trades are also blamed for big moves in stock prices.On May sixth, two thousand ten, a leading measure of American stocks briefly fell about nine percent. The Dow Jones Industrial Average then recovered much of those losses by the end of trading that day. The Securities and Exchange Commission ordered steps to prevent future "flash crashes" like that one. Joel Hasbrouck of New York University says those steps are working. "They're called circuit-breakers, and basically what they mean is that when a stock has moved by a large amount in a short period of time, there's a trading halt."Joe Saluzzi of Themis Trading says the main problem with high-speed trading is an unbalanced market. "The stock market used to be a predictor of the future economy. Now I think the stock market is a backwards predictor. ... It's forecasting the next microsecond move. It's not forecasting the next six months, because most of the volume is being dominated by guys who could care less what goes on in six months. So, how could you think the price is being set correctly?" But Joel Hasbrouck says high-speed trading can reduce sharp rises or drops in stock prices. "In normal circumstances, high-frequency traders act as market-makers. That means they stand by passively waiting to buy or sell from whoever comes into the market needing to trade. In that capacity, they actually help stabilize the market." For VOA Special English, I'm Alex Villarreal. (Adapted from a radio program broadcast 30Sep2011)
https://wn.com/A_Closer_Look_At_High_Frequency_Trading
Huge Deals in Microseconds | Made in Germany
3:49

Huge Deals in Microseconds | Made in Germany

  • Order:
  • Duration: 3:49
  • Updated: 23 Apr 2014
  • views: 394
Whether in London, New York or Frankfurt, computers have taken over the bulk of trading at major stock exchanges. The sophisticated technology lets investors buy and sell equities in a fraction of a second. Critics warn that the high-speed trading puts the entire financial system at risk. Have we lost control of the financial system? Read more: http://www.dw.de/program/made-in-germany/s-3066-9798
https://wn.com/Huge_Deals_In_Microseconds_|_Made_In_Germany
Trading Application with Complete C# and C++ Source Code by Modulus
9:36

Trading Application with Complete C# and C++ Source Code by Modulus

  • Order:
  • Duration: 9:36
  • Updated: 30 Dec 2015
  • views: 16795
Best viewed in full screen HD mode. The Modulus trading application framework is an end-to-end, multi-asset trading solution for brokerages, trading schools and professional traders. Available with complete C# and C++ Source Code. Learn more at http://www.modulusfe.com
https://wn.com/Trading_Application_With_Complete_C_And_C_Source_Code_By_Modulus
High Frequency Trading | When Machines Take Over Markets | R L Shankar | TEDxGLIMChennai
16:17

High Frequency Trading | When Machines Take Over Markets | R L Shankar | TEDxGLIMChennai

  • Order:
  • Duration: 16:17
  • Updated: 08 Dec 2017
  • views: 312
Know More about our analytics courses: http://bit.ly/2ka1nw8 Learn how algorithmic trading works and dominates the trading market. Also, about about the working of High Frequency Trading or HFT and its volatility. Dr R L Shankar is a full-time Professor of Finance and Analytics at Great Lakes Institute of Management. He offers Masters and Doctoral courses on Risk management, Financial derivatives, Algorithmic Trading, Fixed income and credit markets, Financial Risk Analytics, Financial engineering, Financial modelling etc. He is also a visiting faculty at IIMs such as IIM Kozhikode, IIM Trichy, and IIM Ranchi. Shankar has rich experience in offering customized programs for working executives. -------------------------------------------------------------------------------------- Great Learning is an online and hybrid learning company that offers high-quality, impactful, and industry-relevant programs to working professionals like you. These programs help you master data-driven decision-making regardless of the sector or function you work in and accelerate your career in high growth areas like Big Data and Analytics. PG Program in Business Analytics (PGP-BABI): 12-month program with classroom training on weekends + online learning covering analytics tools and techniques and their application in business. PG Program in Big Data Analytics (PGP-BDA): 12-month program with classroom training on weekends + online learning covering big data analytics tools and techniques, machine learning with hands-on exposure to big data tools such as Hadoop, Python, Spark, Pig etc. PGP-Data Science & Engineering: 6-month weekend and classroom program allowing participants enables participants in learning conceptual building of techniques and foundations required for analytics roles. PG Program in Cloud Computing: 6-month online program in Cloud Computing & Architecture for technology professionals who want their careers to be cloud-ready. Business Analytics Certificate Program (BACP): 6-month online data analytics certification enabling participants to gain in-depth and hands-on knowledge of analytical concepts.
https://wn.com/High_Frequency_Trading_|_When_Machines_Take_Over_Markets_|_R_L_Shankar_|_Tedxglimchennai
Who trading firms are seeking out · Matthew Hoyle (headhunter)
58:36

Who trading firms are seeking out · Matthew Hoyle (headhunter)

  • Order:
  • Duration: 58:36
  • Updated: 18 May 2017
  • views: 5871
EP 125: Getting hired—who trading firms and hedge funds are seeking out w/ Matthew Hoyle Matthew Hoyle was once a trader, or more specifically, an options market maker. And he started at a very young age, on the exchange floor in Amsterdam. But since 2003, he’s been in the headhunting (or recruiting) business. His firm, Matthew Hoyle Financial Markets. Essentially, Matthew finds the best candidates for hard to fill roles. He’s contracted by banks, hedge funds and all sorts of trading firms—for example; Tibra, Optiver, Tower Research, Citadel, Millennium Partners, amongst many others. Matthew’s deeply knowledgeable on the industry, and he’s won many awards for doing what he does… -- Show notes: https://chatwithtraders.com/ep-125-matthew-hoyle/
https://wn.com/Who_Trading_Firms_Are_Seeking_Out_·_Matthew_Hoyle_(Headhunter)
Automated Trading Part 2: What's The BEST Programming Language For TRADING
6:37

Automated Trading Part 2: What's The BEST Programming Language For TRADING

  • Order:
  • Duration: 6:37
  • Updated: 23 Aug 2017
  • views: 2566
In this video I talk about what programming Language we like to use the most and which one we will be using to build our automated trading system. Follow us @ FB: www.fb.com/MontrealTradingG/ SITE: www.MontrealTradingGroup.com IG: MTG_CREW
https://wn.com/Automated_Trading_Part_2_What's_The_Best_Programming_Language_For_Trading
Trade via FIX API
35:29

Trade via FIX API

  • Order:
  • Duration: 35:29
  • Updated: 29 Jan 2016
  • views: 10233
Darwinex: https://goo.gl/ncRPEC With our FIX API, you connect to our LPs, accessing the full order book. Our FIX offers the option of synchronising your trades with an MT4 coverage account.
https://wn.com/Trade_Via_Fix_Api
What Is High-Frequency Trading? Finance, Algorithms, Software, Strategies, Firms (2014)
42:11

What Is High-Frequency Trading? Finance, Algorithms, Software, Strategies, Firms (2014)

  • Order:
  • Duration: 42:11
  • Updated: 20 Oct 2017
  • views: 871
In financial markets, high-frequency trading (HFT) is a type of algorithmic trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data and electronic trading tools. While there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, co-location, and very short-term investment horizons. HFT can be viewed as a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. Aldridge and Krawciw, 2017 estimate that in 2016 HFT on average initiated 10-40% of trading volume in equities, and 10-15% of volume in foreign exchange and commodities. Intraday, however, proportion of HFT may vary from 0% to 100% of short-term trading volume. Previous estimates reporting that HFT accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012 were highly inaccurate speculative guesses. High-frequency traders move in and out of short-term positions at high volumes and high speeds aiming to capture sometimes a fraction of a cent in profit on every trade. HFT firms do not consume significant amounts of capital, accumulate positions or hold their portfolios overnight. As a result, HFT has a potential Sharpe ratio (a measure of reward to risk) tens of times higher than traditional buy-and-hold strategies. High-frequency traders typically compete against other HFTs, rather than long-term investors. HFT firms make up the low margins with incredibly high volumes of trades, frequently numbering in the millions. A substantial body of research argues that HFT and electronic trading pose new types of challenges to the financial system. Algorithmic and high-frequency traders were both found to have contributed to volatility in the Flash Crash of May 6, 2010, when high-frequency liquidity providers rapidly withdrew from the market. Several European countries have proposed curtailing or banning HFT due to concerns about volatility. Advanced computerized trading platforms and market gateways are becoming standard tools of most types of traders, including high-frequency traders. Broker-dealers now compete on routing order flow directly, in the fastest and most efficient manner, to the line handler where it undergoes a strict set of risk filters before hitting the execution venue(s). Ultra-low latency direct market access (ULLDMA) is a hot topic amongst brokers and technology vendors such as Goldman Sachs, Credit Suisse, and UBS. Typically, ULLDMA systems can currently handle high amounts of volume and boast round-trip order execution speeds (from hitting "transmit order" to receiving an acknowledgment) of 10 milliseconds or less. Such performance is achieved with the use of hardware acceleration or even full-hardware processing of incoming market data, in association with high-speed communication protocols, such as 10 Gigabit Ethernet or PCI Express. More specifically, some companies provide full-hardware appliances based on FPGA technology to obtain sub-microsecond end-to-end market data processing. Buy side traders made efforts to curb predatory HFT strategies. Brad Katsuyama, co-founder of the IEX, led a team that implemented THOR, a securities order-management system that splits large orders into smaller sub-orders that arrive at the same time to all the exchanges through the use of intentional delays. This largely prevents information leakage in the propagation of orders that high-speed traders can take advantage of.[112] In 2016, after having with Intercontinental Exchange Inc. and others failed to prevent SEC approval of IEX's launch and having failed to sue as it had threatened to do over the SEC approval, Nasdaq launched a 'speed bump' product of its own to compete with IEX. According to Nasdaq CEO Robert Greifeld "the regulator shouldn’t have approved IEX without changing the rules that required quotes to be immediately visible". https://en.wikipedia.org/wiki/High-frequency_trading Michael Monroe Lewis (born October 15, 1960) is an American non-fiction author and financial journalist. His bestselling books include Liar's Poker (1989), The New New Thing (2000), Moneyball: The Art of Winning an Unfair Game (2003), The Blind Side: Evolution of a Game (2006), Panic (2008), Home Game: An Accidental Guide to Fatherhood (2009), The Big Short: Inside the Doomsday Machine (2010), Boomerang: Travels in the New Third World (2011) and Flash Boys (2014). He has also been a contributing editor to Vanity Fair since 2009. His most recent book is called The Undoing Project. https://en.wikipedia.org/wiki/Michael_Lewis Image By Michael Ivanov (tug) [CC BY 2.0 (http://creativecommons.org/licenses/by/2.0)], via Wikimedia Commons
https://wn.com/What_Is_High_Frequency_Trading_Finance,_Algorithms,_Software,_Strategies,_Firms_(2014)
What is a quant trader?
33:42

What is a quant trader?

  • Order:
  • Duration: 33:42
  • Updated: 02 Dec 2013
  • views: 98365
http://www.onestepremoved.com/ Shaun Overton interviews Michael Halls-Moore, a quantitative developer. Mike jumped from postgraduate school straight into algorithmic trading, bringing all the academic expertise but having to figure out the real world of trading with other people's money. Mike talks about the differences between trading personal accounts and what the institutions look for in their trading strategies. http://youtu.be/Uw188vWQ2Hg
https://wn.com/What_Is_A_Quant_Trader
Microsecond
4:18

Microsecond

  • Order:
  • Duration: 4:18
  • Updated: 07 Sep 2014
  • views: 209
https://wn.com/Microsecond
SmartTick executes trades in microseconds
0:17

SmartTick executes trades in microseconds

  • Order:
  • Duration: 0:17
  • Updated: 12 Jan 2017
  • views: 43
Buy and sell execute S&P 500 symbols in less than 2 seconds
https://wn.com/Smarttick_Executes_Trades_In_Microseconds
Walkthrough of first trading algo in Cpp for future library use
14:38

Walkthrough of first trading algo in Cpp for future library use

  • Order:
  • Duration: 14:38
  • Updated: 09 Jun 2016
  • views: 433
First C++ Codelite project file you can use as a reference to start building out http://quantlabs.net/blog/2016/06/walkthrough-of-first-trading-algo-in-cpp-for-future-library-use/
https://wn.com/Walkthrough_Of_First_Trading_Algo_In_Cpp_For_Future_Library_Use
CppCon 2017 When a Microsecond Is an Eternity High Performance Trading Systems in C++
1:00:07

CppCon 2017 When a Microsecond Is an Eternity High Performance Trading Systems in C++

  • Order:
  • Duration: 1:00:07
  • Updated: 11 Feb 2018
  • views: 4
https://wn.com/Cppcon_2017_When_A_Microsecond_Is_An_Eternity_High_Performance_Trading_Systems_In_C
Alpha Trading Labs lets users develop high-frequency trading strategies
3:59

Alpha Trading Labs lets users develop high-frequency trading strategies

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  • Duration: 3:59
  • Updated: 30 Mar 2018
  • views: 336
Alpha Trading Labs co-founder Max Nussbaumer on how his new platform helps high-frequency traders invest.
https://wn.com/Alpha_Trading_Labs_Lets_Users_Develop_High_Frequency_Trading_Strategies
"60 Minutes" investigates high-frequency trading
2:38

"60 Minutes" investigates high-frequency trading

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  • Duration: 2:38
  • Updated: 31 Mar 2014
  • views: 29386
"60 Minutes" correspondent Steve Kroft revealed Sunday night how a few stock market insiders are making billions in high-frequency trading. Kroft spoke with Michael Lewis, the author of "Flash Boys," about how insiders are raising the costs of stocks for ordinary investors.
https://wn.com/60_Minutes_Investigates_High_Frequency_Trading
Steven – Trader, Amsterdam
1:08

Steven – Trader, Amsterdam

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  • Duration: 1:08
  • Updated: 14 Oct 2016
  • views: 527
https://wn.com/Steven_–_Trader,_Amsterdam
Stock Market Insider Trading: High-Frequency Trading Transactions (2014)
2:46:06

Stock Market Insider Trading: High-Frequency Trading Transactions (2014)

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  • Duration: 2:46:06
  • Updated: 02 Mar 2015
  • views: 2802
High-frequency trading (HFT) is a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. It is estimated that as of 2009, HFT accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012. High-frequency traders move in and out of short-term positions at high volumes aiming to capture sometimes a fraction of a cent in profit on every trade. HFT firms do not consume significant amounts of capital, accumulate positions or hold their portfolios overnight. As a result, HFT has a potential Sharpe ratio (a measure of risk and reward) tens of times higher than traditional buy-and-hold strategies. High-frequency traders typically compete against other HFTs, rather than long-term investors. HFT firms make up the low margins with incredibly high volumes of trades, frequently numbering in the millions. It has been argued that a core incentive in much of the technological development behind high-frequency trading is essentially front running, in which the varying delays in the propagation of orders is taken advantage of by those who have earlier access to information. A substantial body of research argues that HFT and electronic trading pose new types of challenges to the financial system.[2][13] Algorithmic and high-frequency traders were both found to have contributed to volatility in the May 6, 2010 Flash Crash, when high-frequency liquidity providers rapidly withdrew from the market.[2][10][13][14][15] Several European countries have proposed curtailing or banning HFT due to concerns about volatility.[16] Other complaints against HFT include the argument that some HFT firms scrape profits from investors when index funds rebalance their portfolios. On September 24, 2013, it was revealed that some traders are under investigation for possible news leak and insider trading. Right after the Federal Reserve announced its newest decision, trades were registered in the Chicago futures market within two milliseconds. However, the news was released to the public in Washington D.C. at exactly 2:00 pm calibrated by atomic clock,[85] and takes seven milliseconds to reach Chicago at the speed of light.[86] Contrary to claims by high-frequency trader Virtu Financial,[87] anything faster is not physically possible. It was concluded the high-speed traders in question had to receive the news under embargo from proprietary feed servers in Chicago that were pre-loaded with the Fed's announcement. Advanced computerized trading platforms and market gateways are becoming standard tools of most types of traders, including high-frequency traders. Broker-dealers now compete on routing order flow directly, in the fastest and most efficient manner, to the line handler where it undergoes a strict set of risk filters before hitting the execution venue(s). Ultra-low latency direct market access (ULLDMA) is a hot topic amongst brokers and technology vendors such as Goldman Sachs, Credit Suisse, and UBS. Typically, ULLDMA systems can currently handle high amounts of volume and boast round-trip order execution speeds (from hitting "transmit order" to receiving an acknowledgment) of 10 milliseconds or less. Such performance is achieved with the use of hardware acceleration or even full-hardware processing of incoming market data, in association with high-speed communication protocols, such as 10 Gigabit Ethernet or PCI Express. More specifically, some companies provide full-hardware appliances based on FPGA technology to obtain sub-microsecond end-to-end market data processing. Buy side traders made efforts to curb predatory HFT strategies. Brad Katsuyama, co-founder of the IEX, led a team that implemented THOR, a securities order-management system that splits large orders into smaller sub-orders that arrive at the same time to all the exchanges through the use of intentional delays. This largely prevents information leakage in the propagation of orders that high-speed traders can take advantage of. http://en.wikipedia.org/wiki/High-frequency_trading
https://wn.com/Stock_Market_Insider_Trading_High_Frequency_Trading_Transactions_(2014)
Introduction to Algorithmic Trading
10:38

Introduction to Algorithmic Trading

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  • Duration: 10:38
  • Updated: 14 Nov 2016
  • views: 1667
Watch our short introductory video on Algorithmic Trading where Chandini Jain (ex-Derivatives Trader at Optiver, Chicago) explains basic concepts like trading, markets, exchanges, asset classes and how Auquan can help people looking for a career in trading. This video is intended for people with no previous background in finance. You can read more about us at: http://auquan.com/ Stay tuned for our upcoming tutorial series. Follow us on: Facebook: https://www.facebook.com/tradewithauquan Twitter: https://twitter.com/tradewithauquan
https://wn.com/Introduction_To_Algorithmic_Trading
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